NYMEX Light Sweet Crude Oil Future September 2016


Trading Metrics calculated at close of trading on 19-May-2016
Day Change Summary
Previous Current
18-May-2016 19-May-2016 Change Change % Previous Week
Open 49.82 49.20 -0.62 -1.2% 46.46
High 50.30 49.50 -0.80 -1.6% 48.50
Low 49.10 48.05 -1.05 -2.1% 44.53
Close 49.58 49.42 -0.16 -0.3% 47.82
Range 1.20 1.45 0.25 20.8% 3.97
ATR 1.58 1.58 0.00 -0.2% 0.00
Volume 42,056 31,918 -10,138 -24.1% 243,941
Daily Pivots for day following 19-May-2016
Classic Woodie Camarilla DeMark
R4 53.34 52.83 50.22
R3 51.89 51.38 49.82
R2 50.44 50.44 49.69
R1 49.93 49.93 49.55 50.19
PP 48.99 48.99 48.99 49.12
S1 48.48 48.48 49.29 48.74
S2 47.54 47.54 49.15
S3 46.09 47.03 49.02
S4 44.64 45.58 48.62
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 50.30 47.49 2.81 5.7% 1.20 2.4% 69% False False 41,005
10 50.30 44.53 5.77 11.7% 1.57 3.2% 85% False False 45,278
20 50.30 44.51 5.79 11.7% 1.56 3.1% 85% False False 40,590
40 50.30 38.67 11.63 23.5% 1.57 3.2% 92% False False 37,318
60 50.30 36.93 13.37 27.1% 1.51 3.1% 93% False False 34,925
80 50.30 34.69 15.61 31.6% 1.59 3.2% 94% False False 32,434
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.39
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 55.66
2.618 53.30
1.618 51.85
1.000 50.95
0.618 50.40
HIGH 49.50
0.618 48.95
0.500 48.78
0.382 48.60
LOW 48.05
0.618 47.15
1.000 46.60
1.618 45.70
2.618 44.25
4.250 41.89
Fisher Pivots for day following 19-May-2016
Pivot 1 day 3 day
R1 49.21 49.34
PP 48.99 49.26
S1 48.78 49.18

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

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