NYMEX Light Sweet Crude Oil Future July 2016


Trading Metrics calculated at close of trading on 16-May-2016
Day Change Summary
Previous Current
13-May-2016 16-May-2016 Change Change % Previous Week
Open 47.22 46.96 -0.26 -0.6% 45.61
High 47.30 48.67 1.37 2.9% 47.73
Low 46.53 46.84 0.31 0.7% 43.65
Close 46.90 48.42 1.52 3.2% 46.90
Range 0.77 1.83 1.06 137.7% 4.08
ATR 1.75 1.76 0.01 0.3% 0.00
Volume 191,049 273,392 82,343 43.1% 1,380,119
Daily Pivots for day following 16-May-2016
Classic Woodie Camarilla DeMark
R4 53.47 52.77 49.43
R3 51.64 50.94 48.92
R2 49.81 49.81 48.76
R1 49.11 49.11 48.59 49.46
PP 47.98 47.98 47.98 48.15
S1 47.28 47.28 48.25 47.63
S2 46.15 46.15 48.08
S3 44.32 45.45 47.92
S4 42.49 43.62 47.41
Weekly Pivots for week ending 13-May-2016
Classic Woodie Camarilla DeMark
R4 58.33 56.70 49.14
R3 54.25 52.62 48.02
R2 50.17 50.17 47.65
R1 48.54 48.54 47.27 49.36
PP 46.09 46.09 46.09 46.50
S1 44.46 44.46 46.53 45.28
S2 42.01 42.01 46.15
S3 37.93 40.38 45.78
S4 33.85 36.30 44.66
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 48.67 43.65 5.02 10.4% 1.66 3.4% 95% True False 272,079
10 48.67 43.65 5.02 10.4% 1.84 3.8% 95% True False 248,134
20 48.67 41.75 6.92 14.3% 1.78 3.7% 96% True False 183,911
40 48.67 37.50 11.17 23.1% 1.66 3.4% 98% True False 129,869
60 48.67 34.74 13.93 28.8% 1.63 3.4% 98% True False 99,434
80 48.67 33.14 15.53 32.1% 1.77 3.6% 98% True False 83,061
100 48.67 31.61 17.06 35.2% 1.72 3.5% 99% True False 69,031
120 48.67 31.61 17.06 35.2% 1.65 3.4% 99% True False 59,139
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.45
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 56.45
2.618 53.46
1.618 51.63
1.000 50.50
0.618 49.80
HIGH 48.67
0.618 47.97
0.500 47.76
0.382 47.54
LOW 46.84
0.618 45.71
1.000 45.01
1.618 43.88
2.618 42.05
4.250 39.06
Fisher Pivots for day following 16-May-2016
Pivot 1 day 3 day
R1 48.20 48.12
PP 47.98 47.81
S1 47.76 47.51

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

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