There were so many oil stocks on the list this week that I put the cut off at 15 million shares (just for oil stocks) to help filter it down.

Synergy Pharma (SGYP)

Average day range (30) is 6.48% and average volume (30) is 6.2 million.

First Majestic Silver (AG)

Average day range (30) is 6.43% and average volume (30) is 5.8 million.

Cliffs Natural Resources (CLF)

Average day range (30) is 6.23% and average volume (30) is 14 million.

ASNA Retail Group (ASNA)

Average day range (30) is 5.95% and average volume (30) is 4.6 million.

Twilio (TWLO)

Average day range (30) is 5.63% and average volume (30) is 4.5 million. Could be hard to find short shares.

AK Steel Holdings (AKS)

Average day range (30) is 5.46% and average volume (30) is 19.2 million.

Weatherford International (WFT)

Average day range (30) is 5.43% and average volume (30) is 22.9 million.

Coeur Mining (CDE)

Average day range (30) is 5.41% and average volume (30) is 4.1 million.

Exelixis (EXEL)

Average day range (30) is 5.05% and average volume (30) is 5.6 million.

Community Health Systems (CYH)

Average day range (30) is 5.05% and average volume (30) is 3.2 million.

US Steel (X)

Average day range (30) is 5.01% and average volume (30) is 15.7 million.

Hecla Mining (HL)

Average day range (30) is 4.72% and average volume (30) is 12.7 million.

Charts courtesy of Finviz.