NYMEX Light Sweet Crude Oil Future July 2016


Trading Metrics calculated at close of trading on 27-May-2016
Day Change Summary
Previous Current
26-May-2016 27-May-2016 Change Change % Previous Week
Open 49.70 49.31 -0.39 -0.8% 48.46
High 50.21 49.60 -0.61 -1.2% 50.21
Low 49.22 48.69 -0.53 -1.1% 47.40
Close 49.48 49.33 -0.15 -0.3% 49.33
Range 0.99 0.91 -0.08 -8.1% 2.81
ATR 1.54 1.49 -0.04 -2.9% 0.00
Volume 488,465 406,386 -82,079 -16.8% 2,396,770
Daily Pivots for day following 27-May-2016
Classic Woodie Camarilla DeMark
R4 51.94 51.54 49.83
R3 51.03 50.63 49.58
R2 50.12 50.12 49.50
R1 49.72 49.72 49.41 49.92
PP 49.21 49.21 49.21 49.31
S1 48.81 48.81 49.25 49.01
S2 48.30 48.30 49.16
S3 47.39 47.90 49.08
S4 46.48 46.99 48.83
Weekly Pivots for week ending 27-May-2016
Classic Woodie Camarilla DeMark
R4 57.41 56.18 50.88
R3 54.60 53.37 50.10
R2 51.79 51.79 49.85
R1 50.56 50.56 49.59 51.18
PP 48.98 48.98 48.98 49.29
S1 47.75 47.75 49.07 48.37
S2 46.17 46.17 48.81
S3 43.36 44.94 48.56
S4 40.55 42.13 47.78
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 50.21 47.40 2.81 5.7% 1.15 2.3% 69% False False 479,354
10 50.21 46.84 3.37 6.8% 1.29 2.6% 74% False False 466,493
20 50.21 43.65 6.56 13.3% 1.55 3.1% 87% False False 348,951
40 50.21 37.50 12.71 25.8% 1.63 3.3% 93% False False 229,625
60 50.21 37.50 12.71 25.8% 1.58 3.2% 93% False False 167,266
80 50.21 33.14 17.07 34.6% 1.64 3.3% 95% False False 134,658
100 50.21 31.61 18.60 37.7% 1.72 3.5% 95% False False 112,365
120 50.21 31.61 18.60 37.7% 1.64 3.3% 95% False False 95,263
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.35
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 53.47
2.618 51.98
1.618 51.07
1.000 50.51
0.618 50.16
HIGH 49.60
0.618 49.25
0.500 49.15
0.382 49.04
LOW 48.69
0.618 48.13
1.000 47.78
1.618 47.22
2.618 46.31
4.250 44.82
Fisher Pivots for day following 27-May-2016
Pivot 1 day 3 day
R1 49.27 49.43
PP 49.21 49.40
S1 49.15 49.36

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

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