NYMEX Light Sweet Crude Oil Future August 2016


Trading Metrics calculated at close of trading on 13-May-2016
Day Change Summary
Previous Current
12-May-2016 13-May-2016 Change Change % Previous Week
Open 47.23 47.62 0.39 0.8% 46.09
High 48.14 47.75 -0.39 -0.8% 48.14
Low 46.79 47.02 0.23 0.5% 44.12
Close 47.90 47.39 -0.51 -1.1% 47.39
Range 1.35 0.73 -0.62 -45.9% 4.02
ATR 1.76 1.70 -0.06 -3.6% 0.00
Volume 73,721 53,110 -20,611 -28.0% 350,937
Daily Pivots for day following 13-May-2016
Classic Woodie Camarilla DeMark
R4 49.58 49.21 47.79
R3 48.85 48.48 47.59
R2 48.12 48.12 47.52
R1 47.75 47.75 47.46 47.57
PP 47.39 47.39 47.39 47.30
S1 47.02 47.02 47.32 46.84
S2 46.66 46.66 47.26
S3 45.93 46.29 47.19
S4 45.20 45.56 46.99
Weekly Pivots for week ending 13-May-2016
Classic Woodie Camarilla DeMark
R4 58.61 57.02 49.60
R3 54.59 53.00 48.50
R2 50.57 50.57 48.13
R1 48.98 48.98 47.76 49.78
PP 46.55 46.55 46.55 46.95
S1 44.96 44.96 47.02 45.76
S2 42.53 42.53 46.65
S3 38.51 40.94 46.28
S4 34.49 36.92 45.18
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 8.5% 1.78 3.8% 81% False False 70,187
10 48.14 44.12 4.02 8.5% 1.77 3.7% 81% False False 65,299
20 48.14 40.29 7.85 16.6% 1.78 3.8% 90% False False 51,758
40 48.14 38.14 10.00 21.1% 1.59 3.4% 93% False False 40,818
60 48.14 35.52 12.62 26.6% 1.57 3.3% 94% False False 34,929
80 48.14 32.60 15.54 32.8% 1.67 3.5% 95% False False 30,803
100 48.14 32.22 15.92 33.6% 1.61 3.4% 95% False False 25,906
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.44
Narrowest range in 93 trading days
Fibonacci Retracements and Extensions
4.250 50.85
2.618 49.66
1.618 48.93
1.000 48.48
0.618 48.20
HIGH 47.75
0.618 47.47
0.500 47.39
0.382 47.30
LOW 47.02
0.618 46.57
1.000 46.29
1.618 45.84
2.618 45.11
4.250 43.92
Fisher Pivots for day following 13-May-2016
Pivot 1 day 3 day
R1 47.39 47.14
PP 47.39 46.89
S1 47.39 46.64

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

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