NYMEX Light Sweet Crude Oil Future June 2016


Trading Metrics calculated at close of trading on 17-May-2016
Day Change Summary
Previous Current
16-May-2016 17-May-2016 Change Change % Previous Week
Open 46.28 47.90 1.62 3.5% 45.00
High 47.98 48.76 0.78 1.6% 47.02
Low 46.15 47.53 1.38 3.0% 43.03
Close 47.72 48.31 0.59 1.2% 46.21
Range 1.83 1.23 -0.60 -32.8% 3.99
ATR 1.78 1.74 -0.04 -2.2% 0.00
Volume 550,863 470,440 -80,423 -14.6% 3,581,405
Daily Pivots for day following 17-May-2016
Classic Woodie Camarilla DeMark
R4 51.89 51.33 48.99
R3 50.66 50.10 48.65
R2 49.43 49.43 48.54
R1 48.87 48.87 48.42 49.15
PP 48.20 48.20 48.20 48.34
S1 47.64 47.64 48.20 47.92
S2 46.97 46.97 48.08
S3 45.74 46.41 47.97
S4 44.51 45.18 47.63
Weekly Pivots for week ending 13-May-2016
Classic Woodie Camarilla DeMark
R4 57.39 55.79 48.40
R3 53.40 51.80 47.31
R2 49.41 49.41 46.94
R1 47.81 47.81 46.58 48.61
PP 45.42 45.42 45.42 45.82
S1 43.82 43.82 45.84 44.62
S2 41.43 41.43 45.48
S3 37.44 39.83 45.11
S4 33.45 35.84 44.02
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 48.76 43.96 4.80 9.9% 1.52 3.2% 91% True False 625,145
10 48.76 43.03 5.73 11.9% 1.76 3.7% 92% True False 675,529
20 48.76 41.30 7.46 15.4% 1.77 3.7% 94% True False 639,599
40 48.76 36.57 12.19 25.2% 1.69 3.5% 96% True False 452,943
60 48.76 33.76 15.00 31.0% 1.67 3.5% 97% True False 339,087
80 48.76 32.10 16.66 34.5% 1.80 3.7% 97% True False 278,123
100 48.76 30.79 17.97 37.2% 1.80 3.7% 97% True False 232,124
120 48.76 30.79 17.97 37.2% 1.73 3.6% 97% True False 199,712
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.43
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 53.99
2.618 51.98
1.618 50.75
1.000 49.99
0.618 49.52
HIGH 48.76
0.618 48.29
0.500 48.15
0.382 48.00
LOW 47.53
0.618 46.77
1.000 46.30
1.618 45.54
2.618 44.31
4.250 42.30
Fisher Pivots for day following 17-May-2016
Pivot 1 day 3 day
R1 48.26 47.96
PP 48.20 47.61
S1 48.15 47.26

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

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