NYMEX Light Sweet Crude Oil Future September 2016

Trading Metrics calculated at close of trading on 13-May-2016

Day Change Summary
	Previous	Current
	12-May-2016	13-May-2016	Change	Change %	Previous Week
Open	47.65	48.06	0.41	0.9%	46.46
High	48.50	48.12	-0.38	-0.8%	48.50
Low	47.23	47.49	0.26	0.6%	44.53
Close	48.31	47.82	-0.49	-1.0%	47.82
Range	1.27	0.63	-0.64	-50.4%	3.97
ATR	1.72	1.65	-0.06	-3.7%	0.00
Volume	50,003	40,972	-9,031	-18.1%	243,941

Daily Pivots for day following 13-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	49.70	49.39	48.17
R3	49.07	48.76	47.99
R2	48.44	48.44	47.94
R1	48.13	48.13	47.88	47.97
PP	47.81	47.81	47.81	47.73
S1	47.50	47.50	47.76	47.34
S2	47.18	47.18	47.70
S3	46.55	46.87	47.65
S4	45.92	46.24	47.47

Weekly Pivots for week ending 13-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	58.86	57.31	50.00
R3	54.89	53.34	48.91
R2	50.92	50.92	48.55
R1	49.37	49.37	48.18	50.15
PP	46.95	46.95	46.95	47.34
S1	45.40	45.40	47.46	46.18
S2	42.98	42.98	47.09
S3	39.01	41.43	46.73
S4	35.04	37.46	45.64

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	48.50	44.53	3.97	8.3%	1.71	3.6%	83%	False	False	48,788
10	48.50	44.53	3.97	8.3%	1.72	3.6%	83%	False	False	45,176
20	48.50	40.58	7.92	16.6%	1.73	3.6%	91%	False	False	40,337
40	48.50	38.67	9.83	20.6%	1.55	3.2%	93%	False	False	36,368
60	48.50	36.21	12.29	25.7%	1.53	3.2%	94%	False	False	33,529
80	48.50	33.16	15.34	32.1%	1.65	3.4%	96%	False	False	31,236

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.46
Narrowest range in 93 trading days

Fibonacci Retracements and Extensions
4.250	50.80
2.618	49.77
1.618	49.14
1.000	48.75
0.618	48.51
HIGH	48.12
0.618	47.88
0.500	47.81
0.382	47.73
LOW	47.49
0.618	47.10
1.000	46.86
1.618	46.47
2.618	45.84
4.250	44.81

Fisher Pivots for day following 13-May-2016
Pivot	1 day	3 day
R1	47.82	47.56
PP	47.81	47.30
S1	47.81	47.05

Download as Excel Spreadsheet

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

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