NYMEX Light Sweet Crude Oil Future September 2016


Trading Metrics calculated at close of trading on 11-May-2016
Day Change Summary
Previous Current
10-May-2016 11-May-2016 Change Change % Previous Week
Open 44.71 46.17 1.46 3.3% 47.45
High 46.36 48.04 1.68 3.6% 47.55
Low 44.53 45.59 1.06 2.4% 44.79
Close 46.27 47.90 1.63 3.5% 46.12
Range 1.83 2.45 0.62 33.9% 2.76
ATR 1.70 1.75 0.05 3.2% 0.00
Volume 45,399 56,290 10,891 24.0% 207,819
Daily Pivots for day following 11-May-2016
Classic Woodie Camarilla DeMark
R4 54.53 53.66 49.25
R3 52.08 51.21 48.57
R2 49.63 49.63 48.35
R1 48.76 48.76 48.12 49.20
PP 47.18 47.18 47.18 47.39
S1 46.31 46.31 47.68 46.75
S2 44.73 44.73 47.45
S3 42.28 43.86 47.23
S4 39.83 41.41 46.55
Weekly Pivots for week ending 06-May-2016
Classic Woodie Camarilla DeMark
R4 54.43 53.04 47.64
R3 51.67 50.28 46.88
R2 48.91 48.91 46.63
R1 47.52 47.52 46.37 46.84
PP 46.15 46.15 46.15 45.81
S1 44.76 44.76 45.87 44.08
S2 43.39 43.39 45.61
S3 40.63 42.00 45.36
S4 37.87 39.24 44.60
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 48.04 44.53 3.51 7.3% 2.09 4.4% 96% True False 50,654
10 48.27 44.53 3.74 7.8% 1.78 3.7% 90% False False 42,794
20 48.27 40.58 7.69 16.1% 1.78 3.7% 95% False False 39,660
40 48.27 38.67 9.60 20.0% 1.58 3.3% 96% False False 36,166
60 48.27 36.21 12.06 25.2% 1.57 3.3% 97% False False 32,667
80 48.27 32.85 15.42 32.2% 1.66 3.5% 98% False False 30,523
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.50
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 58.45
2.618 54.45
1.618 52.00
1.000 50.49
0.618 49.55
HIGH 48.04
0.618 47.10
0.500 46.82
0.382 46.53
LOW 45.59
0.618 44.08
1.000 43.14
1.618 41.63
2.618 39.18
4.250 35.18
Fisher Pivots for day following 11-May-2016
Pivot 1 day 3 day
R1 47.54 47.36
PP 47.18 46.82
S1 46.82 46.29

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

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