NYMEX Light Sweet Crude Oil Future June 2016
| Trading Metrics calculated at close of trading on 17-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2016 |
17-May-2016 |
Change |
Change % |
Previous Week |
| Open |
46.28 |
47.90 |
1.62 |
3.5% |
45.00 |
| High |
47.98 |
48.76 |
0.78 |
1.6% |
47.02 |
| Low |
46.15 |
47.53 |
1.38 |
3.0% |
43.03 |
| Close |
47.72 |
48.31 |
0.59 |
1.2% |
46.21 |
| Range |
1.83 |
1.23 |
-0.60 |
-32.8% |
3.99 |
| ATR |
1.78 |
1.74 |
-0.04 |
-2.2% |
0.00 |
| Volume |
550,863 |
470,440 |
-80,423 |
-14.6% |
3,581,405 |
|
| Daily Pivots for day following 17-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
51.89 |
51.33 |
48.99 |
|
| R3 |
50.66 |
50.10 |
48.65 |
|
| R2 |
49.43 |
49.43 |
48.54 |
|
| R1 |
48.87 |
48.87 |
48.42 |
49.15 |
| PP |
48.20 |
48.20 |
48.20 |
48.34 |
| S1 |
47.64 |
47.64 |
48.20 |
47.92 |
| S2 |
46.97 |
46.97 |
48.08 |
|
| S3 |
45.74 |
46.41 |
47.97 |
|
| S4 |
44.51 |
45.18 |
47.63 |
|
|
| 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 |
48.76 |
43.96 |
4.80 |
9.9% |
1.52 |
3.2% |
91% |
True |
False |
625,145 |
| 10 |
48.76 |
43.03 |
5.73 |
11.9% |
1.76 |
3.7% |
92% |
True |
False |
675,529 |
| 20 |
48.76 |
41.30 |
7.46 |
15.4% |
1.77 |
3.7% |
94% |
True |
False |
639,599 |
| 40 |
48.76 |
36.57 |
12.19 |
25.2% |
1.69 |
3.5% |
96% |
True |
False |
452,943 |
| 60 |
48.76 |
33.76 |
15.00 |
31.0% |
1.67 |
3.5% |
97% |
True |
False |
339,087 |
| 80 |
48.76 |
32.10 |
16.66 |
34.5% |
1.80 |
3.7% |
97% |
True |
False |
278,123 |
| 100 |
48.76 |
30.79 |
17.97 |
37.2% |
1.80 |
3.7% |
97% |
True |
False |
232,124 |
| 120 |
48.76 |
30.79 |
17.97 |
37.2% |
1.73 |
3.6% |
97% |
True |
False |
199,712 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
53.99 |
|
2.618 |
51.98 |
|
1.618 |
50.75 |
|
1.000 |
49.99 |
|
0.618 |
49.52 |
|
HIGH |
48.76 |
|
0.618 |
48.29 |
|
0.500 |
48.15 |
|
0.382 |
48.00 |
|
LOW |
47.53 |
|
0.618 |
46.77 |
|
1.000 |
46.30 |
|
1.618 |
45.54 |
|
2.618 |
44.31 |
|
4.250 |
42.30 |
|
|
| Fisher Pivots for day following 17-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
48.26 |
47.96 |
| PP |
48.20 |
47.61 |
| S1 |
48.15 |
47.26 |
|