NYMEX Light Sweet Crude Oil Future December 2016


Trading Metrics calculated at close of trading on 11-May-2016
Day Change Summary
Previous Current
10-May-2016 11-May-2016 Change Change % Previous Week
Open 45.67 47.20 1.53 3.4% 48.10
High 47.36 48.97 1.61 3.4% 48.30
Low 45.53 46.56 1.03 2.3% 45.70
Close 47.28 48.84 1.56 3.3% 47.07
Range 1.83 2.41 0.58 31.7% 2.60
ATR 1.63 1.69 0.06 3.4% 0.00
Volume 67,056 86,260 19,204 28.6% 292,210
Daily Pivots for day following 11-May-2016
Classic Woodie Camarilla DeMark
R4 55.35 54.51 50.17
R3 52.94 52.10 49.50
R2 50.53 50.53 49.28
R1 49.69 49.69 49.06 50.11
PP 48.12 48.12 48.12 48.34
S1 47.28 47.28 48.62 47.70
S2 45.71 45.71 48.40
S3 43.30 44.87 48.18
S4 40.89 42.46 47.51
Weekly Pivots for week ending 06-May-2016
Classic Woodie Camarilla DeMark
R4 54.82 53.55 48.50
R3 52.22 50.95 47.79
R2 49.62 49.62 47.55
R1 48.35 48.35 47.31 47.69
PP 47.02 47.02 47.02 46.69
S1 45.75 45.75 46.83 45.09
S2 44.42 44.42 46.59
S3 41.82 43.15 46.36
S4 39.22 40.55 45.64
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 48.97 45.53 3.44 7.0% 2.03 4.1% 96% True False 70,961
10 48.98 45.53 3.45 7.1% 1.69 3.5% 96% False False 63,333
20 48.98 41.43 7.55 15.5% 1.71 3.5% 98% False False 59,350
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 0.47
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 59.21
2.618 55.28
1.618 52.87
1.000 51.38
0.618 50.46
HIGH 48.97
0.618 48.05
0.500 47.77
0.382 47.48
LOW 46.56
0.618 45.07
1.000 44.15
1.618 42.66
2.618 40.25
4.250 36.32
Fisher Pivots for day following 11-May-2016
Pivot 1 day 3 day
R1 48.48 48.31
PP 48.12 47.78
S1 47.77 47.25

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

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