NYMEX Light Sweet Crude Oil Future June 2016


Trading Metrics calculated at close of trading on 12-May-2016
Day Change Summary
Previous Current
11-May-2016 12-May-2016 Change Change % Previous Week
Open 44.60 46.00 1.40 3.1% 45.90
High 46.36 47.02 0.66 1.4% 46.15
Low 43.96 45.61 1.65 3.8% 43.22
Close 46.23 46.70 0.47 1.0% 44.66
Range 2.40 1.41 -0.99 -41.3% 2.93
ATR 1.88 1.84 -0.03 -1.8% 0.00
Volume 869,957 715,102 -154,855 -17.8% 3,242,168
Daily Pivots for day following 12-May-2016
Classic Woodie Camarilla DeMark
R4 50.67 50.10 47.48
R3 49.26 48.69 47.09
R2 47.85 47.85 46.96
R1 47.28 47.28 46.83 47.57
PP 46.44 46.44 46.44 46.59
S1 45.87 45.87 46.57 46.16
S2 45.03 45.03 46.44
S3 43.62 44.46 46.31
S4 42.21 43.05 45.92
Weekly Pivots for week ending 06-May-2016
Classic Woodie Camarilla DeMark
R4 53.47 51.99 46.27
R3 50.54 49.06 45.47
R2 47.61 47.61 45.20
R1 46.13 46.13 44.93 45.41
PP 44.68 44.68 44.68 44.31
S1 43.20 43.20 44.39 42.48
S2 41.75 41.75 44.12
S3 38.82 40.27 43.85
S4 35.89 37.34 43.05
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 47.02 43.03 3.99 8.5% 2.01 4.3% 92% True False 751,469
10 47.02 43.03 3.99 8.5% 1.90 4.1% 92% True False 690,264
20 47.02 39.00 8.02 17.2% 1.90 4.1% 96% True False 647,990
40 47.02 36.57 10.45 22.4% 1.70 3.6% 97% True False 425,514
60 47.02 33.76 13.26 28.4% 1.69 3.6% 98% True False 317,593
80 47.02 30.79 16.23 34.8% 1.84 3.9% 98% True False 262,010
100 47.02 30.79 16.23 34.8% 1.78 3.8% 98% True False 217,526
120 48.02 30.79 17.23 36.9% 1.73 3.7% 92% False False 187,522
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.51
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 53.01
2.618 50.71
1.618 49.30
1.000 48.43
0.618 47.89
HIGH 47.02
0.618 46.48
0.500 46.32
0.382 46.15
LOW 45.61
0.618 44.74
1.000 44.20
1.618 43.33
2.618 41.92
4.250 39.62
Fisher Pivots for day following 12-May-2016
Pivot 1 day 3 day
R1 46.57 46.14
PP 46.44 45.58
S1 46.32 45.03

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

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