NYMEX Light Sweet Crude Oil Future November 2016


Trading Metrics calculated at close of trading on 27-May-2016
Day Change Summary
Previous Current
26-May-2016 27-May-2016 Change Change % Previous Week
Open 50.94 50.76 -0.18 -0.4% 49.74
High 51.42 50.96 -0.46 -0.9% 51.42
Low 50.60 50.09 -0.51 -1.0% 48.88
Close 50.86 50.81 -0.05 -0.1% 50.81
Range 0.82 0.87 0.05 6.1% 2.54
ATR 1.29 1.26 -0.03 -2.3% 0.00
Volume 14,716 7,181 -7,535 -51.2% 71,467
Daily Pivots for day following 27-May-2016
Classic Woodie Camarilla DeMark
R4 53.23 52.89 51.29
R3 52.36 52.02 51.05
R2 51.49 51.49 50.97
R1 51.15 51.15 50.89 51.32
PP 50.62 50.62 50.62 50.71
S1 50.28 50.28 50.73 50.45
S2 49.75 49.75 50.65
S3 48.88 49.41 50.57
S4 48.01 48.54 50.33
Weekly Pivots for week ending 27-May-2016
Classic Woodie Camarilla DeMark
R4 57.99 56.94 52.21
R3 55.45 54.40 51.51
R2 52.91 52.91 51.28
R1 51.86 51.86 51.04 52.39
PP 50.37 50.37 50.37 50.63
S1 49.32 49.32 50.58 49.85
S2 47.83 47.83 50.34
S3 45.29 46.78 50.11
S4 42.75 44.24 49.41
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 51.42 48.88 2.54 5.0% 0.97 1.9% 76% False False 14,293
10 51.42 48.53 2.89 5.7% 1.08 2.1% 79% False False 14,064
20 51.42 45.26 6.16 12.1% 1.32 2.6% 90% False False 15,956
40 51.42 39.40 12.02 23.7% 1.33 2.6% 95% False False 14,274
60 51.42 39.40 12.02 23.7% 1.26 2.5% 95% False False 12,601
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.16
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 54.66
2.618 53.24
1.618 52.37
1.000 51.83
0.618 51.50
HIGH 50.96
0.618 50.63
0.500 50.53
0.382 50.42
LOW 50.09
0.618 49.55
1.000 49.22
1.618 48.68
2.618 47.81
4.250 46.39
Fisher Pivots for day following 27-May-2016
Pivot 1 day 3 day
R1 50.72 50.79
PP 50.62 50.76
S1 50.53 50.74

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

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