NYMEX Light Sweet Crude Oil Future June 2016
Trading Metrics calculated at close of trading on 19-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2016 |
19-May-2016 |
Change |
Change % |
Previous Week |
Open |
48.53 |
47.87 |
-0.66 |
-1.4% |
45.00 |
High |
48.95 |
48.28 |
-0.67 |
-1.4% |
47.02 |
Low |
47.75 |
46.73 |
-1.02 |
-2.1% |
43.03 |
Close |
48.19 |
48.16 |
-0.03 |
-0.1% |
46.21 |
Range |
1.20 |
1.55 |
0.35 |
29.2% |
3.99 |
ATR |
1.71 |
1.69 |
-0.01 |
-0.7% |
0.00 |
Volume |
343,184 |
108,816 |
-234,368 |
-68.3% |
3,581,405 |
|
Daily Pivots for day following 19-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
52.37 |
51.82 |
49.01 |
|
R3 |
50.82 |
50.27 |
48.59 |
|
R2 |
49.27 |
49.27 |
48.44 |
|
R1 |
48.72 |
48.72 |
48.30 |
49.00 |
PP |
47.72 |
47.72 |
47.72 |
47.86 |
S1 |
47.17 |
47.17 |
48.02 |
47.45 |
S2 |
46.17 |
46.17 |
47.88 |
|
S3 |
44.62 |
45.62 |
47.73 |
|
S4 |
43.07 |
44.07 |
47.31 |
|
|
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 |
45.75 |
3.20 |
6.6% |
1.31 |
2.7% |
75% |
False |
False |
398,533 |
10 |
48.95 |
43.03 |
5.92 |
12.3% |
1.66 |
3.5% |
87% |
False |
False |
575,001 |
20 |
48.95 |
42.50 |
6.45 |
13.4% |
1.69 |
3.5% |
88% |
False |
False |
588,831 |
40 |
48.95 |
36.57 |
12.38 |
25.7% |
1.70 |
3.5% |
94% |
False |
False |
457,159 |
60 |
48.95 |
34.42 |
14.53 |
30.2% |
1.65 |
3.4% |
95% |
False |
False |
343,571 |
80 |
48.95 |
32.10 |
16.85 |
35.0% |
1.77 |
3.7% |
95% |
False |
False |
281,824 |
100 |
48.95 |
30.79 |
18.16 |
37.7% |
1.80 |
3.7% |
96% |
False |
False |
236,130 |
120 |
48.95 |
30.79 |
18.16 |
37.7% |
1.73 |
3.6% |
96% |
False |
False |
202,978 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
54.87 |
2.618 |
52.34 |
1.618 |
50.79 |
1.000 |
49.83 |
0.618 |
49.24 |
HIGH |
48.28 |
0.618 |
47.69 |
0.500 |
47.51 |
0.382 |
47.32 |
LOW |
46.73 |
0.618 |
45.77 |
1.000 |
45.18 |
1.618 |
44.22 |
2.618 |
42.67 |
4.250 |
40.14 |
|
|
Fisher Pivots for day following 19-May-2016 |
Pivot |
1 day |
3 day |
R1 |
47.94 |
48.05 |
PP |
47.72 |
47.95 |
S1 |
47.51 |
47.84 |
|