NYMEX Light Sweet Crude Oil Future October 2016


Trading Metrics calculated at close of trading on 05-May-2016
Day Change Summary
Previous Current
04-May-2016 05-May-2016 Change Change % Previous Week
Open 45.83 45.98 0.15 0.3% 45.51
High 46.66 47.59 0.93 2.0% 48.52
Low 45.12 45.62 0.50 1.1% 44.86
Close 45.57 45.97 0.40 0.9% 47.78
Range 1.54 1.97 0.43 27.9% 3.66
ATR 1.49 1.53 0.04 2.5% 0.00
Volume 17,853 25,577 7,724 43.3% 76,754
Daily Pivots for day following 05-May-2016
Classic Woodie Camarilla DeMark
R4 52.30 51.11 47.05
R3 50.33 49.14 46.51
R2 48.36 48.36 46.33
R1 47.17 47.17 46.15 46.78
PP 46.39 46.39 46.39 46.20
S1 45.20 45.20 45.79 44.81
S2 44.42 44.42 45.61
S3 42.45 43.23 45.43
S4 40.48 41.26 44.89
Weekly Pivots for week ending 29-Apr-2016
Classic Woodie Camarilla DeMark
R4 58.03 56.57 49.79
R3 54.37 52.91 48.79
R2 50.71 50.71 48.45
R1 49.25 49.25 48.12 49.98
PP 47.05 47.05 47.05 47.42
S1 45.59 45.59 47.44 46.32
S2 43.39 43.39 47.11
S3 39.73 41.93 46.77
S4 36.07 38.27 45.77
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 48.52 45.12 3.40 7.4% 1.57 3.4% 25% False False 19,154
10 48.52 44.86 3.66 8.0% 1.45 3.2% 30% False False 16,939
20 48.52 41.04 7.48 16.3% 1.55 3.4% 66% False False 18,036
40 48.52 39.08 9.44 20.5% 1.35 2.9% 73% False False 15,449
60 48.52 35.44 13.08 28.5% 1.41 3.1% 81% False False 13,607
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.45
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 55.96
2.618 52.75
1.618 50.78
1.000 49.56
0.618 48.81
HIGH 47.59
0.618 46.84
0.500 46.61
0.382 46.37
LOW 45.62
0.618 44.40
1.000 43.65
1.618 42.43
2.618 40.46
4.250 37.25
Fisher Pivots for day following 05-May-2016
Pivot 1 day 3 day
R1 46.61 46.36
PP 46.39 46.23
S1 46.18 46.10

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

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