NYMEX Light Sweet Crude Oil Future August 2016


Trading Metrics calculated at close of trading on 23-May-2016
Day Change Summary
Previous Current
20-May-2016 23-May-2016 Change Change % Previous Week
Open 49.11 48.86 -0.25 -0.5% 47.39
High 49.67 48.93 -0.74 -1.5% 49.97
Low 48.37 47.88 -0.49 -1.0% 47.32
Close 48.87 48.57 -0.30 -0.6% 48.87
Range 1.30 1.05 -0.25 -19.2% 2.65
ATR 1.61 1.57 -0.04 -2.5% 0.00
Volume 80,084 86,278 6,194 7.7% 348,627
Daily Pivots for day following 23-May-2016
Classic Woodie Camarilla DeMark
R4 51.61 51.14 49.15
R3 50.56 50.09 48.86
R2 49.51 49.51 48.76
R1 49.04 49.04 48.67 48.75
PP 48.46 48.46 48.46 48.32
S1 47.99 47.99 48.47 47.70
S2 47.41 47.41 48.38
S3 46.36 46.94 48.28
S4 45.31 45.89 47.99
Weekly Pivots for week ending 20-May-2016
Classic Woodie Camarilla DeMark
R4 56.67 55.42 50.33
R3 54.02 52.77 49.60
R2 51.37 51.37 49.36
R1 50.12 50.12 49.11 50.75
PP 48.72 48.72 48.72 49.03
S1 47.47 47.47 48.63 48.10
S2 46.07 46.07 48.38
S3 43.42 44.82 48.14
S4 40.77 42.17 47.41
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 49.97 47.69 2.28 4.7% 1.26 2.6% 39% False False 74,683
10 49.97 44.12 5.85 12.0% 1.44 3.0% 76% False False 70,984
20 49.97 44.00 5.97 12.3% 1.61 3.3% 77% False False 62,835
40 49.97 38.14 11.83 24.4% 1.61 3.3% 88% False False 48,346
60 49.97 37.15 12.82 26.4% 1.53 3.1% 89% False False 40,121
80 49.97 33.98 15.99 32.9% 1.59 3.3% 91% False False 35,261
100 49.97 32.22 17.75 36.5% 1.63 3.4% 92% False False 30,069
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.33
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 53.39
2.618 51.68
1.618 50.63
1.000 49.98
0.618 49.58
HIGH 48.93
0.618 48.53
0.500 48.41
0.382 48.28
LOW 47.88
0.618 47.23
1.000 46.83
1.618 46.18
2.618 45.13
4.250 43.42
Fisher Pivots for day following 23-May-2016
Pivot 1 day 3 day
R1 48.52 48.68
PP 48.46 48.64
S1 48.41 48.61

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

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