NYMEX Light Sweet Crude Oil Future August 2016


Trading Metrics calculated at close of trading on 12-May-2016
Day Change Summary
Previous Current
11-May-2016 12-May-2016 Change Change % Previous Week
Open 45.78 47.23 1.45 3.2% 47.11
High 47.62 48.14 0.52 1.1% 47.26
Low 45.13 46.79 1.66 3.7% 44.39
Close 47.48 47.90 0.42 0.9% 45.74
Range 2.49 1.35 -1.14 -45.8% 2.87
ATR 1.80 1.76 -0.03 -1.8% 0.00
Volume 87,709 73,721 -13,988 -15.9% 302,056
Daily Pivots for day following 12-May-2016
Classic Woodie Camarilla DeMark
R4 51.66 51.13 48.64
R3 50.31 49.78 48.27
R2 48.96 48.96 48.15
R1 48.43 48.43 48.02 48.70
PP 47.61 47.61 47.61 47.74
S1 47.08 47.08 47.78 47.35
S2 46.26 46.26 47.65
S3 44.91 45.73 47.53
S4 43.56 44.38 47.16
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 48.14 44.12 4.02 8.4% 1.99 4.2% 94% True False 73,258
10 48.14 44.12 4.02 8.4% 1.84 3.8% 94% True False 65,993
20 48.14 40.29 7.85 16.4% 1.83 3.8% 97% True False 51,514
40 48.14 38.14 10.00 20.9% 1.61 3.4% 98% True False 40,165
60 48.14 35.52 12.62 26.3% 1.58 3.3% 98% True False 34,274
80 48.14 32.22 15.92 33.2% 1.68 3.5% 98% True False 30,305
100 48.14 32.22 15.92 33.2% 1.61 3.4% 98% True False 25,402
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.48
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 53.88
2.618 51.67
1.618 50.32
1.000 49.49
0.618 48.97
HIGH 48.14
0.618 47.62
0.500 47.47
0.382 47.31
LOW 46.79
0.618 45.96
1.000 45.44
1.618 44.61
2.618 43.26
4.250 41.05
Fisher Pivots for day following 12-May-2016
Pivot 1 day 3 day
R1 47.76 47.31
PP 47.61 46.72
S1 47.47 46.13

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

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