NYMEX Light Sweet Crude Oil Future October 2016


Trading Metrics calculated at close of trading on 12-May-2016
Day Change Summary
Previous Current
11-May-2016 12-May-2016 Change Change % Previous Week
Open 46.65 48.12 1.47 3.2% 47.44
High 48.40 48.82 0.42 0.9% 47.81
Low 45.98 47.61 1.63 3.5% 45.12
Close 48.27 48.68 0.41 0.8% 46.46
Range 2.42 1.21 -1.21 -50.0% 2.69
ATR 1.66 1.63 -0.03 -1.9% 0.00
Volume 30,936 23,057 -7,879 -25.5% 101,993
Daily Pivots for day following 12-May-2016
Classic Woodie Camarilla DeMark
R4 52.00 51.55 49.35
R3 50.79 50.34 49.01
R2 49.58 49.58 48.90
R1 49.13 49.13 48.79 49.36
PP 48.37 48.37 48.37 48.48
S1 47.92 47.92 48.57 48.15
S2 47.16 47.16 48.46
S3 45.95 46.71 48.35
S4 44.74 45.50 48.01
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 48.82 45.03 3.79 7.8% 1.87 3.8% 96% True False 26,733
10 48.82 45.03 3.79 7.8% 1.72 3.5% 96% True False 22,943
20 48.82 41.04 7.78 16.0% 1.68 3.5% 98% True False 20,056
40 48.82 39.08 9.74 20.0% 1.45 3.0% 99% True False 17,462
60 48.82 36.98 11.84 24.3% 1.41 2.9% 99% True False 14,744
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 False
Bear Hook False
Bull Hook False
Stretch 0.46
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 53.96
2.618 51.99
1.618 50.78
1.000 50.03
0.618 49.57
HIGH 48.82
0.618 48.36
0.500 48.22
0.382 48.07
LOW 47.61
0.618 46.86
1.000 46.40
1.618 45.65
2.618 44.44
4.250 42.47
Fisher Pivots for day following 12-May-2016
Pivot 1 day 3 day
R1 48.53 48.10
PP 48.37 47.51
S1 48.22 46.93

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

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