NYMEX Light Sweet Crude Oil Future October 2016


Trading Metrics calculated at close of trading on 10-May-2016
Day Change Summary
Previous Current
09-May-2016 10-May-2016 Change Change % Previous Week
Open 47.10 45.06 -2.04 -4.3% 47.44
High 47.32 46.73 -0.59 -1.2% 47.81
Low 45.05 45.03 -0.02 0.0% 45.12
Close 45.19 46.66 1.47 3.3% 46.46
Range 2.27 1.70 -0.57 -25.1% 2.69
ATR 1.59 1.60 0.01 0.5% 0.00
Volume 30,994 24,879 -6,115 -19.7% 101,993
Daily Pivots for day following 10-May-2016
Classic Woodie Camarilla DeMark
R4 51.24 50.65 47.60
R3 49.54 48.95 47.13
R2 47.84 47.84 46.97
R1 47.25 47.25 46.82 47.55
PP 46.14 46.14 46.14 46.29
S1 45.55 45.55 46.50 45.85
S2 44.44 44.44 46.35
S3 42.74 43.85 46.19
S4 41.04 42.15 45.73
Weekly Pivots for week ending 06-May-2016
Classic Woodie Camarilla DeMark
R4 54.53 53.19 47.94
R3 51.84 50.50 47.20
R2 49.15 49.15 46.95
R1 47.81 47.81 46.71 47.14
PP 46.46 46.46 46.46 46.13
S1 45.12 45.12 46.21 44.45
S2 43.77 43.77 45.97
S3 41.08 42.43 45.72
S4 38.39 39.74 44.98
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 47.59 45.03 2.56 5.5% 1.84 4.0% 64% False True 24,621
10 48.52 45.03 3.49 7.5% 1.64 3.5% 47% False True 20,322
20 48.52 41.04 7.48 16.0% 1.60 3.4% 75% False False 19,125
40 48.52 39.08 9.44 20.2% 1.42 3.0% 80% False False 16,669
60 48.52 36.81 11.71 25.1% 1.44 3.1% 84% False False 14,117
Crabel Price Patterns
NR True
NR4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 53.96
2.618 51.18
1.618 49.48
1.000 48.43
0.618 47.78
HIGH 46.73
0.618 46.08
0.500 45.88
0.382 45.68
LOW 45.03
0.618 43.98
1.000 43.33
1.618 42.28
2.618 40.58
4.250 37.81
Fisher Pivots for day following 10-May-2016
Pivot 1 day 3 day
R1 46.40 46.50
PP 46.14 46.34
S1 45.88 46.18

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

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