NYMEX Light Sweet Crude Oil Future October 2016


Trading Metrics calculated at close of trading on 20-May-2016
Day Change Summary
Previous Current
19-May-2016 20-May-2016 Change Change % Previous Week
Open 49.71 50.14 0.43 0.9% 48.20
High 49.77 50.20 0.43 0.9% 50.59
Low 48.39 49.02 0.63 1.3% 48.20
Close 49.73 49.53 -0.20 -0.4% 49.53
Range 1.38 1.18 -0.20 -14.5% 2.39
ATR 1.51 1.48 -0.02 -1.6% 0.00
Volume 11,262 13,009 1,747 15.5% 94,683
Daily Pivots for day following 20-May-2016
Classic Woodie Camarilla DeMark
R4 53.12 52.51 50.18
R3 51.94 51.33 49.85
R2 50.76 50.76 49.75
R1 50.15 50.15 49.64 49.87
PP 49.58 49.58 49.58 49.44
S1 48.97 48.97 49.42 48.69
S2 48.40 48.40 49.31
S3 47.22 47.79 49.21
S4 46.04 46.61 48.88
Weekly Pivots for week ending 20-May-2016
Classic Woodie Camarilla DeMark
R4 56.61 55.46 50.84
R3 54.22 53.07 50.19
R2 51.83 51.83 49.97
R1 50.68 50.68 49.75 51.26
PP 49.44 49.44 49.44 49.73
S1 48.29 48.29 49.31 48.87
S2 47.05 47.05 49.09
S3 44.66 45.90 48.87
S4 42.27 43.51 48.22
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 50.59 48.20 2.39 4.8% 1.27 2.6% 56% False False 18,936
10 50.59 45.03 5.56 11.2% 1.46 2.9% 81% False False 22,104
20 50.59 44.86 5.73 11.6% 1.49 3.0% 82% False False 19,989
40 50.59 39.08 11.51 23.2% 1.47 3.0% 91% False False 17,771
60 50.59 38.56 12.03 24.3% 1.37 2.8% 91% False False 15,952
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 True
Stretch 0.24
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 55.22
2.618 53.29
1.618 52.11
1.000 51.38
0.618 50.93
HIGH 50.20
0.618 49.75
0.500 49.61
0.382 49.47
LOW 49.02
0.618 48.29
1.000 47.84
1.618 47.11
2.618 45.93
4.250 44.01
Fisher Pivots for day following 20-May-2016
Pivot 1 day 3 day
R1 49.61 49.52
PP 49.58 49.50
S1 49.56 49.49

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

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