NYMEX Light Sweet Crude Oil Future August 2016


Trading Metrics calculated at close of trading on 06-May-2016
Day Change Summary
Previous Current
05-May-2016 06-May-2016 Change Change % Previous Week
Open 45.09 45.49 0.40 0.9% 47.11
High 47.00 46.35 -0.65 -1.4% 47.26
Low 44.95 44.56 -0.39 -0.9% 44.39
Close 45.30 45.74 0.44 1.0% 45.74
Range 2.05 1.79 -0.26 -12.7% 2.87
ATR 1.67 1.68 0.01 0.5% 0.00
Volume 73,348 68,465 -4,883 -6.7% 302,056
Daily Pivots for day following 06-May-2016
Classic Woodie Camarilla DeMark
R4 50.92 50.12 46.72
R3 49.13 48.33 46.23
R2 47.34 47.34 46.07
R1 46.54 46.54 45.90 46.94
PP 45.55 45.55 45.55 45.75
S1 44.75 44.75 45.58 45.15
S2 43.76 43.76 45.41
S3 41.97 42.96 45.25
S4 40.18 41.17 44.76
Weekly Pivots for week ending 06-May-2016
Classic Woodie Camarilla DeMark
R4 54.41 52.94 47.32
R3 51.54 50.07 46.53
R2 48.67 48.67 46.27
R1 47.20 47.20 46.00 46.50
PP 45.80 45.80 45.80 45.45
S1 44.33 44.33 45.48 43.63
S2 42.93 42.93 45.21
S3 40.06 41.46 44.95
S4 37.19 38.59 44.16
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 47.26 44.39 2.87 6.3% 1.76 3.9% 47% False False 60,411
10 47.95 44.00 3.95 8.6% 1.65 3.6% 44% False False 51,294
20 47.95 40.29 7.66 16.7% 1.70 3.7% 71% False False 44,596
40 47.95 38.14 9.81 21.4% 1.53 3.3% 77% False False 35,111
60 47.95 33.98 13.97 30.5% 1.59 3.5% 84% False False 30,549
80 47.95 32.22 15.73 34.4% 1.66 3.6% 86% False False 27,080
100 47.95 32.22 15.73 34.4% 1.58 3.5% 86% False False 22,598
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 False
Bear Hook False
Bull Hook False
Stretch 0.47
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 53.96
2.618 51.04
1.618 49.25
1.000 48.14
0.618 47.46
HIGH 46.35
0.618 45.67
0.500 45.46
0.382 45.24
LOW 44.56
0.618 43.45
1.000 42.77
1.618 41.66
2.618 39.87
4.250 36.95
Fisher Pivots for day following 06-May-2016
Pivot 1 day 3 day
R1 45.65 45.73
PP 45.55 45.71
S1 45.46 45.70

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

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