NYMEX Light Sweet Crude Oil Future July 2016


Trading Metrics calculated at close of trading on 25-May-2016
Day Change Summary
Previous Current
24-May-2016 25-May-2016 Change Change % Previous Week
Open 48.08 49.09 1.01 2.1% 46.96
High 49.27 49.75 0.48 1.0% 49.56
Low 47.64 48.65 1.01 2.1% 46.84
Close 48.62 49.56 0.94 1.9% 48.41
Range 1.63 1.10 -0.53 -32.5% 2.72
ATR 1.61 1.58 -0.03 -2.1% 0.00
Volume 475,965 550,501 74,536 15.7% 2,268,169
Daily Pivots for day following 25-May-2016
Classic Woodie Camarilla DeMark
R4 52.62 52.19 50.17
R3 51.52 51.09 49.86
R2 50.42 50.42 49.76
R1 49.99 49.99 49.66 50.21
PP 49.32 49.32 49.32 49.43
S1 48.89 48.89 49.46 49.11
S2 48.22 48.22 49.36
S3 47.12 47.79 49.26
S4 46.02 46.69 48.96
Weekly Pivots for week ending 20-May-2016
Classic Woodie Camarilla DeMark
R4 56.43 55.14 49.91
R3 53.71 52.42 49.16
R2 50.99 50.99 48.91
R1 49.70 49.70 48.66 50.35
PP 48.27 48.27 48.27 48.59
S1 46.98 46.98 48.16 47.63
S2 45.55 45.55 47.91
S3 42.83 44.26 47.66
S4 40.11 41.54 46.91
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 49.75 47.26 2.49 5.0% 1.34 2.7% 92% True False 532,143
10 49.75 46.34 3.41 6.9% 1.32 2.7% 94% True False 424,139
20 49.75 43.65 6.10 12.3% 1.59 3.2% 97% True False 316,431
40 49.75 37.50 12.25 24.7% 1.66 3.3% 98% True False 209,853
60 49.75 37.32 12.43 25.1% 1.59 3.2% 98% True False 153,647
80 49.75 33.14 16.61 33.5% 1.67 3.4% 99% True False 124,338
100 49.75 31.61 18.14 36.6% 1.74 3.5% 99% True False 103,658
120 49.75 31.61 18.14 36.6% 1.65 3.3% 99% True False 87,930
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 True
Bear Hook False
Bull Hook False
Stretch 0.32
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 54.43
2.618 52.63
1.618 51.53
1.000 50.85
0.618 50.43
HIGH 49.75
0.618 49.33
0.500 49.20
0.382 49.07
LOW 48.65
0.618 47.97
1.000 47.55
1.618 46.87
2.618 45.77
4.250 43.98
Fisher Pivots for day following 25-May-2016
Pivot 1 day 3 day
R1 49.44 49.23
PP 49.32 48.90
S1 49.20 48.58

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

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