NYMEX Light Sweet Crude Oil Future September 2016


Trading Metrics calculated at close of trading on 20-May-2016
Day Change Summary
Previous Current
19-May-2016 20-May-2016 Change Change % Previous Week
Open 49.20 49.47 0.27 0.5% 47.76
High 49.50 49.99 0.49 1.0% 50.30
Low 48.05 48.72 0.67 1.4% 47.76
Close 49.42 49.22 -0.20 -0.4% 49.22
Range 1.45 1.27 -0.18 -12.4% 2.54
ATR 1.58 1.56 -0.02 -1.4% 0.00
Volume 31,918 33,019 1,101 3.4% 197,074
Daily Pivots for day following 20-May-2016
Classic Woodie Camarilla DeMark
R4 53.12 52.44 49.92
R3 51.85 51.17 49.57
R2 50.58 50.58 49.45
R1 49.90 49.90 49.34 49.61
PP 49.31 49.31 49.31 49.16
S1 48.63 48.63 49.10 48.34
S2 48.04 48.04 48.99
S3 46.77 47.36 48.87
S4 45.50 46.09 48.52
Weekly Pivots for week ending 20-May-2016
Classic Woodie Camarilla DeMark
R4 56.71 55.51 50.62
R3 54.17 52.97 49.92
R2 51.63 51.63 49.69
R1 50.43 50.43 49.45 51.03
PP 49.09 49.09 49.09 49.40
S1 47.89 47.89 48.99 48.49
S2 46.55 46.55 48.75
S3 44.01 45.35 48.52
S4 41.47 42.81 47.82
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 50.30 47.76 2.54 5.2% 1.33 2.7% 57% False False 39,414
10 50.30 44.53 5.77 11.7% 1.52 3.1% 81% False False 44,101
20 50.30 44.51 5.79 11.8% 1.56 3.2% 81% False False 40,920
40 50.30 38.67 11.63 23.6% 1.58 3.2% 91% False False 37,529
60 50.30 37.78 12.52 25.4% 1.50 3.1% 91% False False 35,212
80 50.30 34.69 15.61 31.7% 1.58 3.2% 93% False False 32,644
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.35
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 55.39
2.618 53.31
1.618 52.04
1.000 51.26
0.618 50.77
HIGH 49.99
0.618 49.50
0.500 49.36
0.382 49.21
LOW 48.72
0.618 47.94
1.000 47.45
1.618 46.67
2.618 45.40
4.250 43.32
Fisher Pivots for day following 20-May-2016
Pivot 1 day 3 day
R1 49.36 49.21
PP 49.31 49.19
S1 49.27 49.18

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

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