NYMEX Light Sweet Crude Oil Future September 2016


Trading Metrics calculated at close of trading on 25-May-2016
Day Change Summary
Previous Current
24-May-2016 25-May-2016 Change Change % Previous Week
Open 48.93 49.80 0.87 1.8% 47.76
High 49.96 50.50 0.54 1.1% 50.30
Low 48.50 49.45 0.95 2.0% 47.76
Close 49.41 50.31 0.90 1.8% 49.22
Range 1.46 1.05 -0.41 -28.1% 2.54
ATR 1.52 1.49 -0.03 -2.0% 0.00
Volume 55,450 47,783 -7,667 -13.8% 197,074
Daily Pivots for day following 25-May-2016
Classic Woodie Camarilla DeMark
R4 53.24 52.82 50.89
R3 52.19 51.77 50.60
R2 51.14 51.14 50.50
R1 50.72 50.72 50.41 50.93
PP 50.09 50.09 50.09 50.19
S1 49.67 49.67 50.21 49.88
S2 49.04 49.04 50.12
S3 47.99 48.62 50.02
S4 46.94 47.57 49.73
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 50.50 48.05 2.45 4.9% 1.26 2.5% 92% True False 40,482
10 50.50 47.23 3.27 6.5% 1.21 2.4% 94% True False 42,552
20 50.50 44.53 5.97 11.9% 1.49 3.0% 97% True False 42,673
40 50.50 38.67 11.83 23.5% 1.57 3.1% 98% True False 39,747
60 50.50 38.62 11.88 23.6% 1.49 3.0% 98% True False 36,103
80 50.50 34.69 15.81 31.4% 1.55 3.1% 99% True False 33,470
100 50.50 32.85 17.65 35.1% 1.61 3.2% 99% True False 29,768
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.29
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 54.96
2.618 53.25
1.618 52.20
1.000 51.55
0.618 51.15
HIGH 50.50
0.618 50.10
0.500 49.98
0.382 49.85
LOW 49.45
0.618 48.80
1.000 48.40
1.618 47.75
2.618 46.70
4.250 44.99
Fisher Pivots for day following 25-May-2016
Pivot 1 day 3 day
R1 50.20 50.00
PP 50.09 49.69
S1 49.98 49.38

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

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