NYMEX Light Sweet Crude Oil Future August 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 50.10 49.76 -0.34 -0.7% 48.86
High 50.59 49.99 -0.60 -1.2% 50.59
Low 49.61 49.09 -0.52 -1.0% 47.88
Close 49.88 49.74 -0.14 -0.3% 49.74
Range 0.98 0.90 -0.08 -8.2% 2.71
ATR 1.49 1.45 -0.04 -2.8% 0.00
Volume 91,441 71,529 -19,912 -21.8% 455,083
Daily Pivots for day following 27-May-2016
Classic Woodie Camarilla DeMark
R4 52.31 51.92 50.24
R3 51.41 51.02 49.99
R2 50.51 50.51 49.91
R1 50.12 50.12 49.82 49.87
PP 49.61 49.61 49.61 49.48
S1 49.22 49.22 49.66 48.97
S2 48.71 48.71 49.58
S3 47.81 48.32 49.49
S4 46.91 47.42 49.25
Weekly Pivots for week ending 27-May-2016
Classic Woodie Camarilla DeMark
R4 57.53 56.35 51.23
R3 54.82 53.64 50.49
R2 52.11 52.11 50.24
R1 50.93 50.93 49.99 51.52
PP 49.40 49.40 49.40 49.70
S1 48.22 48.22 49.49 48.81
S2 46.69 46.69 49.24
S3 43.98 45.51 48.99
S4 41.27 42.80 48.25
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% 1.10 2.2% 69% False False 91,016
10 50.59 47.32 3.27 6.6% 1.25 2.5% 74% False False 80,371
20 50.59 44.12 6.47 13.0% 1.51 3.0% 87% False False 72,835
40 50.59 38.14 12.45 25.0% 1.58 3.2% 93% False False 55,314
60 50.59 38.14 12.45 25.0% 1.52 3.1% 93% False False 44,720
80 50.59 33.98 16.61 33.4% 1.56 3.1% 95% False False 38,856
100 50.59 32.22 18.37 36.9% 1.63 3.3% 95% False False 33,583
120 50.59 32.22 18.37 36.9% 1.55 3.1% 95% False False 29,109
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 53.82
2.618 52.35
1.618 51.45
1.000 50.89
0.618 50.55
HIGH 49.99
0.618 49.65
0.500 49.54
0.382 49.43
LOW 49.09
0.618 48.53
1.000 48.19
1.618 47.63
2.618 46.73
4.250 45.27
Fisher Pivots for day following 27-May-2016
Pivot 1 day 3 day
R1 49.67 49.84
PP 49.61 49.80
S1 49.54 49.77

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

View Archives - Comment on this page... - Back to Index of Symbols