NYMEX Light Sweet Crude Oil Future August 2016


Trading Metrics calculated at close of trading on 10-May-2016
Day Change Summary
Previous Current
09-May-2016 10-May-2016 Change Change % Previous Week
Open 46.09 44.26 -1.83 -4.0% 47.11
High 46.80 45.94 -0.86 -1.8% 47.26
Low 44.29 44.12 -0.17 -0.4% 44.39
Close 44.45 45.83 1.38 3.1% 45.74
Range 2.51 1.82 -0.69 -27.5% 2.87
ATR 1.74 1.74 0.01 0.3% 0.00
Volume 75,997 60,400 -15,597 -20.5% 302,056
Daily Pivots for day following 10-May-2016
Classic Woodie Camarilla DeMark
R4 50.76 50.11 46.83
R3 48.94 48.29 46.33
R2 47.12 47.12 46.16
R1 46.47 46.47 46.00 46.80
PP 45.30 45.30 45.30 45.46
S1 44.65 44.65 45.66 44.98
S2 43.48 43.48 45.50
S3 41.66 42.83 45.33
S4 39.84 41.01 44.83
Weekly Pivots for week ending 06-May-2016
Classic Woodie Camarilla DeMark
R4 54.41 52.94 47.32
R3 51.54 50.07 46.53
R2 48.67 48.67 46.27
R1 47.20 47.20 46.00 46.50
PP 45.80 45.80 45.80 45.45
S1 44.33 44.33 45.48 43.63
S2 42.93 42.93 45.21
S3 40.06 41.46 44.95
S4 37.19 38.59 44.16
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 47.00 44.12 2.88 6.3% 1.96 4.3% 59% False True 67,896
10 47.95 44.12 3.83 8.4% 1.75 3.8% 45% False True 57,602
20 47.95 40.29 7.66 16.7% 1.75 3.8% 72% False False 46,894
40 47.95 38.14 9.81 21.4% 1.58 3.4% 78% False False 37,269
60 47.95 35.52 12.43 27.1% 1.61 3.5% 83% False False 32,197
80 47.95 32.22 15.73 34.3% 1.68 3.7% 87% False False 28,518
100 47.95 32.22 15.73 34.3% 1.59 3.5% 87% False False 23,866
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook True
Bull Hook False
Stretch 0.48
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 53.68
2.618 50.70
1.618 48.88
1.000 47.76
0.618 47.06
HIGH 45.94
0.618 45.24
0.500 45.03
0.382 44.82
LOW 44.12
0.618 43.00
1.000 42.30
1.618 41.18
2.618 39.36
4.250 36.39
Fisher Pivots for day following 10-May-2016
Pivot 1 day 3 day
R1 45.56 45.71
PP 45.30 45.58
S1 45.03 45.46

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

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