NYMEX Light Sweet Crude Oil Future June 2016
| Trading Metrics calculated at close of trading on 18-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2016 |
18-May-2016 |
Change |
Change % |
Previous Week |
| Open |
47.90 |
48.53 |
0.63 |
1.3% |
45.00 |
| High |
48.76 |
48.95 |
0.19 |
0.4% |
47.02 |
| Low |
47.53 |
47.75 |
0.22 |
0.5% |
43.03 |
| Close |
48.31 |
48.19 |
-0.12 |
-0.2% |
46.21 |
| Range |
1.23 |
1.20 |
-0.03 |
-2.4% |
3.99 |
| ATR |
1.74 |
1.71 |
-0.04 |
-2.2% |
0.00 |
| Volume |
470,440 |
343,184 |
-127,256 |
-27.1% |
3,581,405 |
|
| Daily Pivots for day following 18-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
51.90 |
51.24 |
48.85 |
|
| R3 |
50.70 |
50.04 |
48.52 |
|
| R2 |
49.50 |
49.50 |
48.41 |
|
| R1 |
48.84 |
48.84 |
48.30 |
48.57 |
| PP |
48.30 |
48.30 |
48.30 |
48.16 |
| S1 |
47.64 |
47.64 |
48.08 |
47.37 |
| S2 |
47.10 |
47.10 |
47.97 |
|
| S3 |
45.90 |
46.44 |
47.86 |
|
| S4 |
44.70 |
45.24 |
47.53 |
|
|
| 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 |
48.95 |
45.61 |
3.34 |
6.9% |
1.28 |
2.7% |
77% |
True |
False |
519,790 |
| 10 |
48.95 |
43.03 |
5.92 |
12.3% |
1.72 |
3.6% |
87% |
True |
False |
638,735 |
| 20 |
48.95 |
42.50 |
6.45 |
13.4% |
1.68 |
3.5% |
88% |
True |
False |
616,946 |
| 40 |
48.95 |
36.57 |
12.38 |
25.7% |
1.70 |
3.5% |
94% |
True |
False |
458,048 |
| 60 |
48.95 |
33.76 |
15.19 |
31.5% |
1.65 |
3.4% |
95% |
True |
False |
343,490 |
| 80 |
48.95 |
32.10 |
16.85 |
35.0% |
1.78 |
3.7% |
95% |
True |
False |
281,442 |
| 100 |
48.95 |
30.79 |
18.16 |
37.7% |
1.79 |
3.7% |
96% |
True |
False |
235,208 |
| 120 |
48.95 |
30.79 |
18.16 |
37.7% |
1.73 |
3.6% |
96% |
True |
False |
202,281 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
54.05 |
|
2.618 |
52.09 |
|
1.618 |
50.89 |
|
1.000 |
50.15 |
|
0.618 |
49.69 |
|
HIGH |
48.95 |
|
0.618 |
48.49 |
|
0.500 |
48.35 |
|
0.382 |
48.21 |
|
LOW |
47.75 |
|
0.618 |
47.01 |
|
1.000 |
46.55 |
|
1.618 |
45.81 |
|
2.618 |
44.61 |
|
4.250 |
42.65 |
|
|
| Fisher Pivots for day following 18-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
48.35 |
47.98 |
| PP |
48.30 |
47.76 |
| S1 |
48.24 |
47.55 |
|