NYMEX Light Sweet Crude Oil Future July 2016


Trading Metrics calculated at close of trading on 31-May-2016
Day Change Summary
Previous Current
27-May-2016 31-May-2016 Change Change % Previous Week
Open 49.31 49.54 0.23 0.5% 48.46
High 49.60 50.10 0.50 1.0% 50.21
Low 48.69 48.81 0.12 0.2% 47.40
Close 49.33 49.10 -0.23 -0.5% 49.33
Range 0.91 1.29 0.38 41.8% 2.81
ATR 1.49 1.48 -0.01 -1.0% 0.00
Volume 406,386 476,988 70,602 17.4% 2,396,770
Daily Pivots for day following 31-May-2016
Classic Woodie Camarilla DeMark
R4 53.21 52.44 49.81
R3 51.92 51.15 49.45
R2 50.63 50.63 49.34
R1 49.86 49.86 49.22 49.60
PP 49.34 49.34 49.34 49.21
S1 48.57 48.57 48.98 48.31
S2 48.05 48.05 48.86
S3 46.76 47.28 48.75
S4 45.47 45.99 48.39
Weekly Pivots for week ending 27-May-2016
Classic Woodie Camarilla DeMark
R4 57.41 56.18 50.88
R3 54.60 53.37 50.10
R2 51.79 51.79 49.85
R1 50.56 50.56 49.59 51.18
PP 48.98 48.98 48.98 49.29
S1 47.75 47.75 49.07 48.37
S2 46.17 46.17 48.81
S3 43.36 44.94 48.56
S4 40.55 42.13 47.78
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 50.21 47.64 2.57 5.2% 1.18 2.4% 57% False False 479,661
10 50.21 47.26 2.95 6.0% 1.24 2.5% 62% False False 486,853
20 50.21 43.65 6.56 13.4% 1.54 3.1% 83% False False 367,493
40 50.21 37.50 12.71 25.9% 1.62 3.3% 91% False False 239,813
60 50.21 37.50 12.71 25.9% 1.57 3.2% 91% False False 174,712
80 50.21 33.14 17.07 34.8% 1.63 3.3% 93% False False 140,154
100 50.21 31.61 18.60 37.9% 1.72 3.5% 94% False False 117,015
120 50.21 31.61 18.60 37.9% 1.63 3.3% 94% False False 99,089
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.39
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 55.58
2.618 53.48
1.618 52.19
1.000 51.39
0.618 50.90
HIGH 50.10
0.618 49.61
0.500 49.46
0.382 49.30
LOW 48.81
0.618 48.01
1.000 47.52
1.618 46.72
2.618 45.43
4.250 43.33
Fisher Pivots for day following 31-May-2016
Pivot 1 day 3 day
R1 49.46 49.45
PP 49.34 49.33
S1 49.22 49.22

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

View Archives - Comment on this page... - Back to Index of Symbols