NYMEX Light Sweet Crude Oil Future June 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 |
44.60 |
46.00 |
1.40 |
3.1% |
45.90 |
| High |
46.36 |
47.02 |
0.66 |
1.4% |
46.15 |
| Low |
43.96 |
45.61 |
1.65 |
3.8% |
43.22 |
| Close |
46.23 |
46.70 |
0.47 |
1.0% |
44.66 |
| Range |
2.40 |
1.41 |
-0.99 |
-41.3% |
2.93 |
| ATR |
1.88 |
1.84 |
-0.03 |
-1.8% |
0.00 |
| Volume |
869,957 |
715,102 |
-154,855 |
-17.8% |
3,242,168 |
|
| Daily Pivots for day following 12-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
50.67 |
50.10 |
47.48 |
|
| R3 |
49.26 |
48.69 |
47.09 |
|
| R2 |
47.85 |
47.85 |
46.96 |
|
| R1 |
47.28 |
47.28 |
46.83 |
47.57 |
| PP |
46.44 |
46.44 |
46.44 |
46.59 |
| S1 |
45.87 |
45.87 |
46.57 |
46.16 |
| S2 |
45.03 |
45.03 |
46.44 |
|
| S3 |
43.62 |
44.46 |
46.31 |
|
| S4 |
42.21 |
43.05 |
45.92 |
|
|
| Weekly Pivots for week ending 06-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
53.47 |
51.99 |
46.27 |
|
| R3 |
50.54 |
49.06 |
45.47 |
|
| R2 |
47.61 |
47.61 |
45.20 |
|
| R1 |
46.13 |
46.13 |
44.93 |
45.41 |
| PP |
44.68 |
44.68 |
44.68 |
44.31 |
| S1 |
43.20 |
43.20 |
44.39 |
42.48 |
| S2 |
41.75 |
41.75 |
44.12 |
|
| S3 |
38.82 |
40.27 |
43.85 |
|
| S4 |
35.89 |
37.34 |
43.05 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
47.02 |
43.03 |
3.99 |
8.5% |
2.01 |
4.3% |
92% |
True |
False |
751,469 |
| 10 |
47.02 |
43.03 |
3.99 |
8.5% |
1.90 |
4.1% |
92% |
True |
False |
690,264 |
| 20 |
47.02 |
39.00 |
8.02 |
17.2% |
1.90 |
4.1% |
96% |
True |
False |
647,990 |
| 40 |
47.02 |
36.57 |
10.45 |
22.4% |
1.70 |
3.6% |
97% |
True |
False |
425,514 |
| 60 |
47.02 |
33.76 |
13.26 |
28.4% |
1.69 |
3.6% |
98% |
True |
False |
317,593 |
| 80 |
47.02 |
30.79 |
16.23 |
34.8% |
1.84 |
3.9% |
98% |
True |
False |
262,010 |
| 100 |
47.02 |
30.79 |
16.23 |
34.8% |
1.78 |
3.8% |
98% |
True |
False |
217,526 |
| 120 |
48.02 |
30.79 |
17.23 |
36.9% |
1.73 |
3.7% |
92% |
False |
False |
187,522 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
53.01 |
|
2.618 |
50.71 |
|
1.618 |
49.30 |
|
1.000 |
48.43 |
|
0.618 |
47.89 |
|
HIGH |
47.02 |
|
0.618 |
46.48 |
|
0.500 |
46.32 |
|
0.382 |
46.15 |
|
LOW |
45.61 |
|
0.618 |
44.74 |
|
1.000 |
44.20 |
|
1.618 |
43.33 |
|
2.618 |
41.92 |
|
4.250 |
39.62 |
|
|
| Fisher Pivots for day following 12-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
46.57 |
46.14 |
| PP |
46.44 |
45.58 |
| S1 |
46.32 |
45.03 |
|