NYMEX Light Sweet Crude Oil Future September 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 47.76 49.33 1.57 3.3% 46.46
High 49.41 50.06 0.65 1.3% 48.50
Low 47.76 48.98 1.22 2.6% 44.53
Close 49.18 49.76 0.58 1.2% 47.82
Range 1.65 1.08 -0.57 -34.5% 3.97
ATR 1.65 1.61 -0.04 -2.5% 0.00
Volume 44,549 45,532 983 2.2% 243,941
Daily Pivots for day following 17-May-2016
Classic Woodie Camarilla DeMark
R4 52.84 52.38 50.35
R3 51.76 51.30 50.06
R2 50.68 50.68 49.96
R1 50.22 50.22 49.86 50.45
PP 49.60 49.60 49.60 49.72
S1 49.14 49.14 49.66 49.37
S2 48.52 48.52 49.56
S3 47.44 48.06 49.46
S4 46.36 46.98 49.17
Weekly Pivots for week ending 13-May-2016
Classic Woodie Camarilla DeMark
R4 58.86 57.31 50.00
R3 54.89 53.34 48.91
R2 50.92 50.92 48.55
R1 49.37 49.37 48.18 50.15
PP 46.95 46.95 46.95 47.34
S1 45.40 45.40 47.46 46.18
S2 42.98 42.98 47.09
S3 39.01 41.43 46.73
S4 35.04 37.46 45.64
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 50.06 45.59 4.47 9.0% 1.42 2.8% 93% True False 47,469
10 50.06 44.53 5.53 11.1% 1.67 3.4% 95% True False 47,347
20 50.06 43.07 6.99 14.0% 1.63 3.3% 96% True False 40,926
40 50.06 38.67 11.39 22.9% 1.57 3.1% 97% True False 36,800
60 50.06 36.21 13.85 27.8% 1.53 3.1% 98% True False 34,368
80 50.06 34.69 15.37 30.9% 1.62 3.2% 98% True False 31,943
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 0.42
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 54.65
2.618 52.89
1.618 51.81
1.000 51.14
0.618 50.73
HIGH 50.06
0.618 49.65
0.500 49.52
0.382 49.39
LOW 48.98
0.618 48.31
1.000 47.90
1.618 47.23
2.618 46.15
4.250 44.39
Fisher Pivots for day following 17-May-2016
Pivot 1 day 3 day
R1 49.68 49.43
PP 49.60 49.10
S1 49.52 48.78

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

View Archives - Comment on this page... - Back to Index of Symbols