NYMEX Light Sweet Crude Oil Future August 2016


Trading Metrics calculated at close of trading on 18-May-2016
Day Change Summary
Previous Current
17-May-2016 18-May-2016 Change Change % Previous Week
Open 49.04 49.49 0.45 0.9% 46.09
High 49.82 49.97 0.15 0.3% 48.14
Low 48.61 48.72 0.11 0.2% 44.12
Close 49.42 49.22 -0.20 -0.4% 47.39
Range 1.21 1.25 0.04 3.3% 4.02
ATR 1.67 1.64 -0.03 -1.8% 0.00
Volume 57,644 71,942 14,298 24.8% 350,937
Daily Pivots for day following 18-May-2016
Classic Woodie Camarilla DeMark
R4 53.05 52.39 49.91
R3 51.80 51.14 49.56
R2 50.55 50.55 49.45
R1 49.89 49.89 49.33 49.60
PP 49.30 49.30 49.30 49.16
S1 48.64 48.64 49.11 48.35
S2 48.05 48.05 48.99
S3 46.80 47.39 48.88
S4 45.55 46.14 48.53
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 49.97 46.79 3.18 6.5% 1.26 2.6% 76% True False 63,581
10 49.97 44.12 5.85 11.9% 1.70 3.4% 87% True False 68,382
20 49.97 44.00 5.97 12.1% 1.62 3.3% 87% True False 55,764
40 49.97 38.14 11.83 24.0% 1.61 3.3% 94% True False 43,536
60 49.97 35.52 14.45 29.4% 1.56 3.2% 95% True False 37,151
80 49.97 33.98 15.99 32.5% 1.64 3.3% 95% True False 32,698
100 49.97 32.22 17.75 36.1% 1.63 3.3% 96% True False 27,680
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 0.41
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 55.28
2.618 53.24
1.618 51.99
1.000 51.22
0.618 50.74
HIGH 49.97
0.618 49.49
0.500 49.35
0.382 49.20
LOW 48.72
0.618 47.95
1.000 47.47
1.618 46.70
2.618 45.45
4.250 43.41
Fisher Pivots for day following 18-May-2016
Pivot 1 day 3 day
R1 49.35 49.03
PP 49.30 48.84
S1 49.26 48.65

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

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