NYMEX Light Sweet Crude Oil Future August 2016


Trading Metrics calculated at close of trading on 16-May-2016
Day Change Summary
Previous Current
13-May-2016 16-May-2016 Change Change % Previous Week
Open 47.62 47.39 -0.23 -0.5% 46.09
High 47.75 49.08 1.33 2.8% 48.14
Low 47.02 47.32 0.30 0.6% 44.12
Close 47.39 48.85 1.46 3.1% 47.39
Range 0.73 1.76 1.03 141.1% 4.02
ATR 1.70 1.71 0.00 0.2% 0.00
Volume 53,110 61,488 8,378 15.8% 350,937
Daily Pivots for day following 16-May-2016
Classic Woodie Camarilla DeMark
R4 53.70 53.03 49.82
R3 51.94 51.27 49.33
R2 50.18 50.18 49.17
R1 49.51 49.51 49.01 49.85
PP 48.42 48.42 48.42 48.58
S1 47.75 47.75 48.69 48.09
S2 46.66 46.66 48.53
S3 44.90 45.99 48.37
S4 43.14 44.23 47.88
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 49.08 44.12 4.96 10.2% 1.63 3.3% 95% True False 67,285
10 49.08 44.12 4.96 10.2% 1.80 3.7% 95% True False 68,042
20 49.08 42.28 6.80 13.9% 1.73 3.5% 97% True False 53,137
40 49.08 38.14 10.94 22.4% 1.60 3.3% 98% True False 41,465
60 49.08 35.52 13.56 27.8% 1.57 3.2% 98% True False 35,707
80 49.08 33.98 15.10 30.9% 1.67 3.4% 98% True False 31,433
100 49.08 32.22 16.86 34.5% 1.62 3.3% 99% True False 26,477
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.43
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 56.56
2.618 53.69
1.618 51.93
1.000 50.84
0.618 50.17
HIGH 49.08
0.618 48.41
0.500 48.20
0.382 47.99
LOW 47.32
0.618 46.23
1.000 45.56
1.618 44.47
2.618 42.71
4.250 39.84
Fisher Pivots for day following 16-May-2016
Pivot 1 day 3 day
R1 48.63 48.55
PP 48.42 48.24
S1 48.20 47.94

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

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