NYMEX Light Sweet Crude Oil Future October 2016


Trading Metrics calculated at close of trading on 09-May-2016
Day Change Summary
Previous Current
06-May-2016 09-May-2016 Change Change % Previous Week
Open 46.15 47.10 0.95 2.1% 47.44
High 46.96 47.32 0.36 0.8% 47.81
Low 45.22 45.05 -0.17 -0.4% 45.12
Close 46.46 45.19 -1.27 -2.7% 46.46
Range 1.74 2.27 0.53 30.5% 2.69
ATR 1.54 1.59 0.05 3.4% 0.00
Volume 23,803 30,994 7,191 30.2% 101,993
Daily Pivots for day following 09-May-2016
Classic Woodie Camarilla DeMark
R4 52.66 51.20 46.44
R3 50.39 48.93 45.81
R2 48.12 48.12 45.61
R1 46.66 46.66 45.40 46.26
PP 45.85 45.85 45.85 45.65
S1 44.39 44.39 44.98 43.99
S2 43.58 43.58 44.77
S3 41.31 42.12 44.57
S4 39.04 39.85 43.94
Weekly Pivots for week ending 06-May-2016
Classic Woodie Camarilla DeMark
R4 54.53 53.19 47.94
R3 51.84 50.50 47.20
R2 49.15 49.15 46.95
R1 47.81 47.81 46.71 47.14
PP 46.46 46.46 46.46 46.13
S1 45.12 45.12 46.21 44.45
S2 43.77 43.77 45.97
S3 41.08 42.43 45.72
S4 38.39 39.74 44.98
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 47.59 45.05 2.54 5.6% 1.84 4.1% 6% False True 23,157
10 48.52 44.86 3.66 8.1% 1.63 3.6% 9% False False 19,245
20 48.52 41.04 7.48 16.6% 1.60 3.6% 55% False False 18,979
40 48.52 39.08 9.44 20.9% 1.41 3.1% 65% False False 16,256
60 48.52 36.48 12.04 26.6% 1.44 3.2% 72% False False 13,887
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.47
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 56.97
2.618 53.26
1.618 50.99
1.000 49.59
0.618 48.72
HIGH 47.32
0.618 46.45
0.500 46.19
0.382 45.92
LOW 45.05
0.618 43.65
1.000 42.78
1.618 41.38
2.618 39.11
4.250 35.40
Fisher Pivots for day following 09-May-2016
Pivot 1 day 3 day
R1 46.19 46.32
PP 45.85 45.94
S1 45.52 45.57

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

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