NYMEX Light Sweet Crude Oil Future August 2016


Trading Metrics calculated at close of trading on 05-May-2016
Day Change Summary
Previous Current
04-May-2016 05-May-2016 Change Change % Previous Week
Open 45.13 45.09 -0.04 -0.1% 44.99
High 46.02 47.00 0.98 2.1% 47.95
Low 44.39 44.95 0.56 1.3% 44.00
Close 44.86 45.30 0.44 1.0% 47.14
Range 1.63 2.05 0.42 25.8% 3.95
ATR 1.63 1.67 0.04 2.2% 0.00
Volume 61,273 73,348 12,075 19.7% 210,886
Daily Pivots for day following 05-May-2016
Classic Woodie Camarilla DeMark
R4 51.90 50.65 46.43
R3 49.85 48.60 45.86
R2 47.80 47.80 45.68
R1 46.55 46.55 45.49 47.18
PP 45.75 45.75 45.75 46.06
S1 44.50 44.50 45.11 45.13
S2 43.70 43.70 44.92
S3 41.65 42.45 44.74
S4 39.60 40.40 44.17
Weekly Pivots for week ending 29-Apr-2016
Classic Woodie Camarilla DeMark
R4 58.21 56.63 49.31
R3 54.26 52.68 48.23
R2 50.31 50.31 47.86
R1 48.73 48.73 47.50 49.52
PP 46.36 46.36 46.36 46.76
S1 44.78 44.78 46.78 45.57
S2 42.41 42.41 46.42
S3 38.46 40.83 46.05
S4 34.51 36.88 44.97
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 47.95 44.39 3.56 7.9% 1.70 3.7% 26% False False 58,728
10 47.95 44.00 3.95 8.7% 1.60 3.5% 33% False False 46,673
20 47.95 40.13 7.82 17.3% 1.73 3.8% 66% False False 43,449
40 47.95 38.14 9.81 21.7% 1.51 3.3% 73% False False 34,269
60 47.95 33.98 13.97 30.8% 1.58 3.5% 81% False False 29,841
80 47.95 32.22 15.73 34.7% 1.66 3.7% 83% False False 26,344
100 47.95 32.22 15.73 34.7% 1.57 3.5% 83% False False 22,051
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.41
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 55.71
2.618 52.37
1.618 50.32
1.000 49.05
0.618 48.27
HIGH 47.00
0.618 46.22
0.500 45.98
0.382 45.73
LOW 44.95
0.618 43.68
1.000 42.90
1.618 41.63
2.618 39.58
4.250 36.24
Fisher Pivots for day following 05-May-2016
Pivot 1 day 3 day
R1 45.98 45.70
PP 45.75 45.56
S1 45.53 45.43

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

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