NYMEX Light Sweet Crude Oil Future August 2016


Trading Metrics calculated at close of trading on 31-May-2016
Day Change Summary
Previous Current
27-May-2016 31-May-2016 Change Change % Previous Week
Open 49.76 49.97 0.21 0.4% 48.86
High 49.99 50.51 0.52 1.0% 50.59
Low 49.09 49.23 0.14 0.3% 47.88
Close 49.74 49.53 -0.21 -0.4% 49.74
Range 0.90 1.28 0.38 42.2% 2.71
ATR 1.45 1.44 -0.01 -0.8% 0.00
Volume 71,529 89,874 18,345 25.6% 455,083
Daily Pivots for day following 31-May-2016
Classic Woodie Camarilla DeMark
R4 53.60 52.84 50.23
R3 52.32 51.56 49.88
R2 51.04 51.04 49.76
R1 50.28 50.28 49.65 50.02
PP 49.76 49.76 49.76 49.63
S1 49.00 49.00 49.41 48.74
S2 48.48 48.48 49.30
S3 47.20 47.72 49.18
S4 45.92 46.44 48.83
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 48.13 2.46 5.0% 1.15 2.3% 57% False False 91,735
10 50.59 47.69 2.90 5.9% 1.20 2.4% 63% False False 83,209
20 50.59 44.12 6.47 13.1% 1.50 3.0% 84% False False 75,626
40 50.59 38.14 12.45 25.1% 1.58 3.2% 91% False False 56,750
60 50.59 38.14 12.45 25.1% 1.51 3.1% 91% False False 45,958
80 50.59 33.98 16.61 33.5% 1.56 3.2% 94% False False 39,688
100 50.59 32.22 18.37 37.1% 1.62 3.3% 94% False False 34,419
120 50.59 32.22 18.37 37.1% 1.54 3.1% 94% False False 29,705
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.39
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 55.95
2.618 53.86
1.618 52.58
1.000 51.79
0.618 51.30
HIGH 50.51
0.618 50.02
0.500 49.87
0.382 49.72
LOW 49.23
0.618 48.44
1.000 47.95
1.618 47.16
2.618 45.88
4.250 43.79
Fisher Pivots for day following 31-May-2016
Pivot 1 day 3 day
R1 49.87 49.84
PP 49.76 49.74
S1 49.64 49.63

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

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