NYMEX Light Sweet Crude Oil Future August 2016


Trading Metrics calculated at close of trading on 17-May-2016
Day Change Summary
Previous Current
16-May-2016 17-May-2016 Change Change % Previous Week
Open 47.39 49.04 1.65 3.5% 46.09
High 49.08 49.82 0.74 1.5% 48.14
Low 47.32 48.61 1.29 2.7% 44.12
Close 48.85 49.42 0.57 1.2% 47.39
Range 1.76 1.21 -0.55 -31.3% 4.02
ATR 1.71 1.67 -0.04 -2.1% 0.00
Volume 61,488 57,644 -3,844 -6.3% 350,937
Daily Pivots for day following 17-May-2016
Classic Woodie Camarilla DeMark
R4 52.91 52.38 50.09
R3 51.70 51.17 49.75
R2 50.49 50.49 49.64
R1 49.96 49.96 49.53 50.23
PP 49.28 49.28 49.28 49.42
S1 48.75 48.75 49.31 49.02
S2 48.07 48.07 49.20
S3 46.86 47.54 49.09
S4 45.65 46.33 48.75
Weekly Pivots for week ending 13-May-2016
Classic Woodie Camarilla DeMark
R4 58.61 57.02 49.60
R3 54.59 53.00 48.50
R2 50.57 50.57 48.13
R1 48.98 48.98 47.76 49.78
PP 46.55 46.55 46.55 46.95
S1 44.96 44.96 47.02 45.76
S2 42.53 42.53 46.65
S3 38.51 40.94 46.28
S4 34.49 36.92 45.18
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 49.82 45.13 4.69 9.5% 1.51 3.1% 91% True False 66,734
10 49.82 44.12 5.70 11.5% 1.73 3.5% 93% True False 67,315
20 49.82 42.70 7.12 14.4% 1.70 3.4% 94% True False 54,033
40 49.82 38.14 11.68 23.6% 1.60 3.2% 97% True False 42,443
60 49.82 35.52 14.30 28.9% 1.57 3.2% 97% True False 36,214
80 49.82 33.98 15.84 32.1% 1.65 3.3% 97% True False 32,031
100 49.82 32.22 17.60 35.6% 1.63 3.3% 98% True False 27,006
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 0.43
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 54.96
2.618 52.99
1.618 51.78
1.000 51.03
0.618 50.57
HIGH 49.82
0.618 49.36
0.500 49.22
0.382 49.07
LOW 48.61
0.618 47.86
1.000 47.40
1.618 46.65
2.618 45.44
4.250 43.47
Fisher Pivots for day following 17-May-2016
Pivot 1 day 3 day
R1 49.35 49.09
PP 49.28 48.75
S1 49.22 48.42

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

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