NYMEX Light Sweet Crude Oil Future July 2016


Trading Metrics calculated at close of trading on 18-May-2016
Day Change Summary
Previous Current
17-May-2016 18-May-2016 Change Change % Previous Week
Open 48.60 49.19 0.59 1.2% 45.61
High 49.43 49.56 0.13 0.3% 47.73
Low 48.18 48.31 0.13 0.3% 43.65
Close 48.99 48.78 -0.21 -0.4% 46.90
Range 1.25 1.25 0.00 0.0% 4.08
ATR 1.72 1.69 -0.03 -2.0% 0.00
Volume 313,961 522,016 208,055 66.3% 1,380,119
Daily Pivots for day following 18-May-2016
Classic Woodie Camarilla DeMark
R4 52.63 51.96 49.47
R3 51.38 50.71 49.12
R2 50.13 50.13 49.01
R1 49.46 49.46 48.89 49.17
PP 48.88 48.88 48.88 48.74
S1 48.21 48.21 48.67 47.92
S2 47.63 47.63 48.55
S3 46.38 46.96 48.44
S4 45.13 45.71 48.09
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 49.56 46.34 3.22 6.6% 1.30 2.7% 76% True False 316,136
10 49.56 43.65 5.91 12.1% 1.73 3.5% 87% True False 292,626
20 49.56 43.43 6.13 12.6% 1.66 3.4% 87% True False 212,850
40 49.56 37.50 12.06 24.7% 1.67 3.4% 94% True False 148,441
60 49.56 34.74 14.82 30.4% 1.61 3.3% 95% True False 112,202
80 49.56 33.14 16.42 33.7% 1.73 3.5% 95% True False 92,935
100 49.56 31.61 17.95 36.8% 1.72 3.5% 96% True False 77,235
120 49.56 31.61 17.95 36.8% 1.64 3.4% 96% True False 65,977
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.42
Fibonacci Retracements and Extensions
4.250 54.87
2.618 52.83
1.618 51.58
1.000 50.81
0.618 50.33
HIGH 49.56
0.618 49.08
0.500 48.94
0.382 48.79
LOW 48.31
0.618 47.54
1.000 47.06
1.618 46.29
2.618 45.04
4.250 43.00
Fisher Pivots for day following 18-May-2016
Pivot 1 day 3 day
R1 48.94 48.59
PP 48.88 48.39
S1 48.83 48.20

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

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