NYMEX Light Sweet Crude Oil Future June 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 |
46.00 |
46.41 |
0.41 |
0.9% |
45.00 |
High |
47.02 |
46.49 |
-0.53 |
-1.1% |
47.02 |
Low |
45.61 |
45.75 |
0.14 |
0.3% |
43.03 |
Close |
46.70 |
46.21 |
-0.49 |
-1.0% |
46.21 |
Range |
1.41 |
0.74 |
-0.67 |
-47.5% |
3.99 |
ATR |
1.84 |
1.78 |
-0.06 |
-3.5% |
0.00 |
Volume |
715,102 |
519,363 |
-195,739 |
-27.4% |
3,581,405 |
|
Daily Pivots for day following 13-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
48.37 |
48.03 |
46.62 |
|
R3 |
47.63 |
47.29 |
46.41 |
|
R2 |
46.89 |
46.89 |
46.35 |
|
R1 |
46.55 |
46.55 |
46.28 |
46.35 |
PP |
46.15 |
46.15 |
46.15 |
46.05 |
S1 |
45.81 |
45.81 |
46.14 |
45.61 |
S2 |
45.41 |
45.41 |
46.07 |
|
S3 |
44.67 |
45.07 |
46.01 |
|
S4 |
43.93 |
44.33 |
45.80 |
|
|
Weekly Pivots for week ending 13-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
57.39 |
55.79 |
48.40 |
|
R3 |
53.40 |
51.80 |
47.31 |
|
R2 |
49.41 |
49.41 |
46.94 |
|
R1 |
47.81 |
47.81 |
46.58 |
48.61 |
PP |
45.42 |
45.42 |
45.42 |
45.82 |
S1 |
43.82 |
43.82 |
45.84 |
44.62 |
S2 |
41.43 |
41.43 |
45.48 |
|
S3 |
37.44 |
39.83 |
45.11 |
|
S4 |
33.45 |
35.84 |
44.02 |
|
|
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 |
8.6% |
1.80 |
3.9% |
80% |
False |
False |
716,281 |
10 |
47.02 |
43.03 |
3.99 |
8.6% |
1.82 |
3.9% |
80% |
False |
False |
682,357 |
20 |
47.02 |
39.00 |
8.02 |
17.4% |
1.85 |
4.0% |
90% |
False |
False |
654,581 |
40 |
47.02 |
36.57 |
10.45 |
22.6% |
1.68 |
3.6% |
92% |
False |
False |
435,137 |
60 |
47.02 |
33.76 |
13.26 |
28.7% |
1.68 |
3.6% |
94% |
False |
False |
324,968 |
80 |
47.02 |
31.26 |
15.76 |
34.1% |
1.83 |
4.0% |
95% |
False |
False |
267,462 |
100 |
47.02 |
30.79 |
16.23 |
35.1% |
1.78 |
3.9% |
95% |
False |
False |
222,510 |
120 |
48.02 |
30.79 |
17.23 |
37.3% |
1.73 |
3.7% |
89% |
False |
False |
191,617 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
49.64 |
2.618 |
48.43 |
1.618 |
47.69 |
1.000 |
47.23 |
0.618 |
46.95 |
HIGH |
46.49 |
0.618 |
46.21 |
0.500 |
46.12 |
0.382 |
46.03 |
LOW |
45.75 |
0.618 |
45.29 |
1.000 |
45.01 |
1.618 |
44.55 |
2.618 |
43.81 |
4.250 |
42.61 |
|
|
Fisher Pivots for day following 13-May-2016 |
Pivot |
1 day |
3 day |
R1 |
46.18 |
45.97 |
PP |
46.15 |
45.73 |
S1 |
46.12 |
45.49 |
|