NYMEX Light Sweet Crude Oil Future July 2016


Trading Metrics calculated at close of trading on 24-May-2016
Day Change Summary
Previous Current
23-May-2016 24-May-2016 Change Change % Previous Week
Open 48.46 48.08 -0.38 -0.8% 46.96
High 48.50 49.27 0.77 1.6% 49.56
Low 47.40 47.64 0.24 0.5% 46.84
Close 48.08 48.62 0.54 1.1% 48.41
Range 1.10 1.63 0.53 48.2% 2.72
ATR 1.61 1.61 0.00 0.1% 0.00
Volume 475,453 475,965 512 0.1% 2,268,169
Daily Pivots for day following 24-May-2016
Classic Woodie Camarilla DeMark
R4 53.40 52.64 49.52
R3 51.77 51.01 49.07
R2 50.14 50.14 48.92
R1 49.38 49.38 48.77 49.76
PP 48.51 48.51 48.51 48.70
S1 47.75 47.75 48.47 48.13
S2 46.88 46.88 48.32
S3 45.25 46.12 48.17
S4 43.62 44.49 47.72
Weekly Pivots for week ending 20-May-2016
Classic Woodie Camarilla DeMark
R4 56.43 55.14 49.91
R3 53.71 52.42 49.16
R2 50.99 50.99 48.91
R1 49.70 49.70 48.66 50.35
PP 48.27 48.27 48.27 48.59
S1 46.98 46.98 48.16 47.63
S2 45.55 45.55 47.91
S3 42.83 44.26 47.66
S4 40.11 41.54 46.91
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 49.56 47.26 2.30 4.7% 1.37 2.8% 59% False False 526,446
10 49.56 44.66 4.90 10.1% 1.46 3.0% 81% False False 404,948
20 49.56 43.65 5.91 12.2% 1.63 3.3% 84% False False 295,123
40 49.56 37.50 12.06 24.8% 1.67 3.4% 92% False False 197,218
60 49.56 37.32 12.24 25.2% 1.59 3.3% 92% False False 145,079
80 49.56 33.14 16.42 33.8% 1.68 3.5% 94% False False 117,914
100 49.56 31.61 17.95 36.9% 1.74 3.6% 95% False False 98,221
120 49.56 31.61 17.95 36.9% 1.65 3.4% 95% False False 83,391
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.34
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 56.20
2.618 53.54
1.618 51.91
1.000 50.90
0.618 50.28
HIGH 49.27
0.618 48.65
0.500 48.46
0.382 48.26
LOW 47.64
0.618 46.63
1.000 46.01
1.618 45.00
2.618 43.37
4.250 40.71
Fisher Pivots for day following 24-May-2016
Pivot 1 day 3 day
R1 48.57 48.53
PP 48.51 48.44
S1 48.46 48.35

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These figures are updated between 7pm and 10pm EST after a trading day.

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