NYMEX Light Sweet Crude Oil Future September 2016


Trading Metrics calculated at close of trading on 09-May-2016
Day Change Summary
Previous Current
06-May-2016 09-May-2016 Change Change % Previous Week
Open 45.82 46.46 0.64 1.4% 47.45
High 46.69 47.08 0.39 0.8% 47.55
Low 44.89 44.70 -0.19 -0.4% 44.79
Close 46.12 44.84 -1.28 -2.8% 46.12
Range 1.80 2.38 0.58 32.2% 2.76
ATR 1.64 1.69 0.05 3.3% 0.00
Volume 44,791 51,277 6,486 14.5% 207,819
Daily Pivots for day following 09-May-2016
Classic Woodie Camarilla DeMark
R4 52.68 51.14 46.15
R3 50.30 48.76 45.49
R2 47.92 47.92 45.28
R1 46.38 46.38 45.06 45.96
PP 45.54 45.54 45.54 45.33
S1 44.00 44.00 44.62 43.58
S2 43.16 43.16 44.40
S3 40.78 41.62 44.19
S4 38.40 39.24 43.53
Weekly Pivots for week ending 06-May-2016
Classic Woodie Camarilla DeMark
R4 54.43 53.04 47.64
R3 51.67 50.28 46.88
R2 48.91 48.91 46.63
R1 47.52 47.52 46.37 46.84
PP 46.15 46.15 46.15 45.81
S1 44.76 44.76 45.87 44.08
S2 43.39 43.39 45.61
S3 40.63 42.00 45.36
S4 37.87 39.24 44.60
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 47.31 44.70 2.61 5.8% 1.90 4.2% 5% False True 45,963
10 48.27 44.51 3.76 8.4% 1.72 3.8% 9% False False 38,947
20 48.27 40.58 7.69 17.1% 1.71 3.8% 55% False False 39,429
40 48.27 38.67 9.60 21.4% 1.53 3.4% 64% False False 34,705
60 48.27 35.73 12.54 28.0% 1.58 3.5% 73% False False 31,793
80 48.27 32.85 15.42 34.4% 1.65 3.7% 78% False False 29,503
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.52
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 57.20
2.618 53.31
1.618 50.93
1.000 49.46
0.618 48.55
HIGH 47.08
0.618 46.17
0.500 45.89
0.382 45.61
LOW 44.70
0.618 43.23
1.000 42.32
1.618 40.85
2.618 38.47
4.250 34.59
Fisher Pivots for day following 09-May-2016
Pivot 1 day 3 day
R1 45.89 46.01
PP 45.54 45.62
S1 45.19 45.23

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

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