NYMEX Light Sweet Crude Oil Future October 2016


Trading Metrics calculated at close of trading on 13-May-2016
Day Change Summary
Previous Current
12-May-2016 13-May-2016 Change Change % Previous Week
Open 48.12 48.46 0.34 0.7% 47.10
High 48.82 48.48 -0.34 -0.7% 48.82
Low 47.61 47.86 0.25 0.5% 45.03
Close 48.68 48.20 -0.48 -1.0% 48.20
Range 1.21 0.62 -0.59 -48.8% 3.79
ATR 1.63 1.57 -0.06 -3.5% 0.00
Volume 23,057 16,494 -6,563 -28.5% 126,360
Daily Pivots for day following 13-May-2016
Classic Woodie Camarilla DeMark
R4 50.04 49.74 48.54
R3 49.42 49.12 48.37
R2 48.80 48.80 48.31
R1 48.50 48.50 48.26 48.34
PP 48.18 48.18 48.18 48.10
S1 47.88 47.88 48.14 47.72
S2 47.56 47.56 48.09
S3 46.94 47.26 48.03
S4 46.32 46.64 47.86
Weekly Pivots for week ending 13-May-2016
Classic Woodie Camarilla DeMark
R4 58.72 57.25 50.28
R3 54.93 53.46 49.24
R2 51.14 51.14 48.89
R1 49.67 49.67 48.55 50.41
PP 47.35 47.35 47.35 47.72
S1 45.88 45.88 47.85 46.62
S2 43.56 43.56 47.51
S3 39.77 42.09 47.16
S4 35.98 38.30 46.12
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 7.9% 1.64 3.4% 84% False False 25,272
10 48.82 45.03 3.79 7.9% 1.65 3.4% 84% False False 22,835
20 48.82 41.04 7.78 16.1% 1.64 3.4% 92% False False 20,151
40 48.82 39.08 9.74 20.2% 1.44 3.0% 94% False False 17,342
60 48.82 36.98 11.84 24.6% 1.39 2.9% 95% False False 14,901
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.43
Narrowest range in 44 trading days
Fibonacci Retracements and Extensions
4.250 51.12
2.618 50.10
1.618 49.48
1.000 49.10
0.618 48.86
HIGH 48.48
0.618 48.24
0.500 48.17
0.382 48.10
LOW 47.86
0.618 47.48
1.000 47.24
1.618 46.86
2.618 46.24
4.250 45.23
Fisher Pivots for day following 13-May-2016
Pivot 1 day 3 day
R1 48.19 47.93
PP 48.18 47.67
S1 48.17 47.40

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

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