NYMEX Light Sweet Crude Oil Future August 2016


Trading Metrics calculated at close of trading on 26-May-2016
Day Change Summary
Previous Current
25-May-2016 26-May-2016 Change Change % Previous Week
Open 49.48 50.10 0.62 1.3% 47.39
High 50.14 50.59 0.45 0.9% 49.97
Low 49.08 49.61 0.53 1.1% 47.32
Close 49.96 49.88 -0.08 -0.2% 48.87
Range 1.06 0.98 -0.08 -7.5% 2.65
ATR 1.53 1.49 -0.04 -2.6% 0.00
Volume 104,008 91,441 -12,567 -12.1% 348,627
Daily Pivots for day following 26-May-2016
Classic Woodie Camarilla DeMark
R4 52.97 52.40 50.42
R3 51.99 51.42 50.15
R2 51.01 51.01 50.06
R1 50.44 50.44 49.97 50.24
PP 50.03 50.03 50.03 49.92
S1 49.46 49.46 49.79 49.26
S2 49.05 49.05 49.70
S3 48.07 48.48 49.61
S4 47.09 47.50 49.34
Weekly Pivots for week ending 20-May-2016
Classic Woodie Camarilla DeMark
R4 56.67 55.42 50.33
R3 54.02 52.77 49.60
R2 51.37 51.37 49.36
R1 50.12 50.12 49.11 50.75
PP 48.72 48.72 48.72 49.03
S1 47.47 47.47 48.63 48.10
S2 46.07 46.07 48.38
S3 43.42 44.82 48.14
S4 40.77 42.17 47.41
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 50.59 47.88 2.71 5.4% 1.18 2.4% 74% True False 92,727
10 50.59 47.02 3.57 7.2% 1.23 2.5% 80% True False 78,529
20 50.59 44.12 6.47 13.0% 1.54 3.1% 89% True False 72,261
40 50.59 38.14 12.45 25.0% 1.60 3.2% 94% True False 54,109
60 50.59 38.14 12.45 25.0% 1.52 3.1% 94% True False 44,037
80 50.59 33.98 16.61 33.3% 1.58 3.2% 96% True False 38,211
100 50.59 32.22 18.37 36.8% 1.63 3.3% 96% True False 32,921
120 50.59 32.22 18.37 36.8% 1.55 3.1% 96% True False 28,568
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.34
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 54.76
2.618 53.16
1.618 52.18
1.000 51.57
0.618 51.20
HIGH 50.59
0.618 50.22
0.500 50.10
0.382 49.98
LOW 49.61
0.618 49.00
1.000 48.63
1.618 48.02
2.618 47.04
4.250 45.45
Fisher Pivots for day following 26-May-2016
Pivot 1 day 3 day
R1 50.10 49.71
PP 50.03 49.53
S1 49.95 49.36

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

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