NYMEX Light Sweet Crude Oil Future September 2016


Trading Metrics calculated at close of trading on 24-May-2016
Day Change Summary
Previous Current
23-May-2016 24-May-2016 Change Change % Previous Week
Open 49.31 48.93 -0.38 -0.8% 47.76
High 49.31 49.96 0.65 1.3% 50.30
Low 48.25 48.50 0.25 0.5% 47.76
Close 48.95 49.41 0.46 0.9% 49.22
Range 1.06 1.46 0.40 37.7% 2.54
ATR 1.52 1.52 0.00 -0.3% 0.00
Volume 34,244 55,450 21,206 61.9% 197,074
Daily Pivots for day following 24-May-2016
Classic Woodie Camarilla DeMark
R4 53.67 53.00 50.21
R3 52.21 51.54 49.81
R2 50.75 50.75 49.68
R1 50.08 50.08 49.54 50.42
PP 49.29 49.29 49.29 49.46
S1 48.62 48.62 49.28 48.96
S2 47.83 47.83 49.14
S3 46.37 47.16 49.01
S4 44.91 45.70 48.61
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 48.05 2.25 4.6% 1.29 2.6% 60% False False 39,337
10 50.30 45.59 4.71 9.5% 1.35 2.7% 81% False False 43,403
20 50.30 44.53 5.77 11.7% 1.53 3.1% 85% False False 42,110
40 50.30 38.67 11.63 23.5% 1.57 3.2% 92% False False 39,098
60 50.30 38.62 11.68 23.6% 1.49 3.0% 92% False False 35,816
80 50.30 34.69 15.61 31.6% 1.56 3.2% 94% False False 33,214
100 50.30 32.85 17.45 35.3% 1.62 3.3% 95% False False 29,350
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.31
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 56.17
2.618 53.78
1.618 52.32
1.000 51.42
0.618 50.86
HIGH 49.96
0.618 49.40
0.500 49.23
0.382 49.06
LOW 48.50
0.618 47.60
1.000 47.04
1.618 46.14
2.618 44.68
4.250 42.30
Fisher Pivots for day following 24-May-2016
Pivot 1 day 3 day
R1 49.35 49.31
PP 49.29 49.22
S1 49.23 49.12

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

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