NYMEX Light Sweet Crude Oil Future November 2016


Trading Metrics calculated at close of trading on 13-May-2016
Day Change Summary
Previous Current
12-May-2016 13-May-2016 Change Change % Previous Week
Open 48.34 48.55 0.21 0.4% 47.35
High 49.08 48.80 -0.28 -0.6% 49.08
Low 47.97 48.31 0.34 0.7% 45.26
Close 49.01 48.53 -0.48 -1.0% 48.53
Range 1.11 0.49 -0.62 -55.9% 3.82
ATR 1.52 1.46 -0.06 -3.8% 0.00
Volume 16,350 12,192 -4,158 -25.4% 103,306
Daily Pivots for day following 13-May-2016
Classic Woodie Camarilla DeMark
R4 50.02 49.76 48.80
R3 49.53 49.27 48.66
R2 49.04 49.04 48.62
R1 48.78 48.78 48.57 48.67
PP 48.55 48.55 48.55 48.49
S1 48.29 48.29 48.49 48.18
S2 48.06 48.06 48.44
S3 47.57 47.80 48.40
S4 47.08 47.31 48.26
Weekly Pivots for week ending 13-May-2016
Classic Woodie Camarilla DeMark
R4 59.08 57.63 50.63
R3 55.26 53.81 49.58
R2 51.44 51.44 49.23
R1 49.99 49.99 48.88 50.72
PP 47.62 47.62 47.62 47.99
S1 46.17 46.17 48.18 46.90
S2 43.80 43.80 47.83
S3 39.98 42.35 47.48
S4 36.16 38.53 46.43
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 49.08 45.26 3.82 7.9% 1.56 3.2% 86% False False 20,661
10 49.08 45.26 3.82 7.9% 1.55 3.2% 86% False False 17,847
20 49.08 41.29 7.79 16.1% 1.51 3.1% 93% False False 14,677
40 49.08 39.40 9.68 19.9% 1.31 2.7% 94% False False 12,932
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.36
Narrowest range in 44 trading days
Fibonacci Retracements and Extensions
4.250 50.88
2.618 50.08
1.618 49.59
1.000 49.29
0.618 49.10
HIGH 48.80
0.618 48.61
0.500 48.56
0.382 48.50
LOW 48.31
0.618 48.01
1.000 47.82
1.618 47.52
2.618 47.03
4.250 46.23
Fisher Pivots for day following 13-May-2016
Pivot 1 day 3 day
R1 48.56 48.25
PP 48.55 47.98
S1 48.54 47.70

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

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