NYMEX Light Sweet Crude Oil Future July 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 |
46.96 |
48.60 |
1.64 |
3.5% |
45.61 |
| High |
48.67 |
49.43 |
0.76 |
1.6% |
47.73 |
| Low |
46.84 |
48.18 |
1.34 |
2.9% |
43.65 |
| Close |
48.42 |
48.99 |
0.57 |
1.2% |
46.90 |
| Range |
1.83 |
1.25 |
-0.58 |
-31.7% |
4.08 |
| ATR |
1.76 |
1.72 |
-0.04 |
-2.1% |
0.00 |
| Volume |
273,392 |
313,961 |
40,569 |
14.8% |
1,380,119 |
|
| Daily Pivots for day following 17-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
52.62 |
52.05 |
49.68 |
|
| R3 |
51.37 |
50.80 |
49.33 |
|
| R2 |
50.12 |
50.12 |
49.22 |
|
| R1 |
49.55 |
49.55 |
49.10 |
49.84 |
| PP |
48.87 |
48.87 |
48.87 |
49.01 |
| S1 |
48.30 |
48.30 |
48.88 |
48.59 |
| S2 |
47.62 |
47.62 |
48.76 |
|
| S3 |
46.37 |
47.05 |
48.65 |
|
| S4 |
45.12 |
45.80 |
48.30 |
|
|
| Weekly Pivots for week ending 13-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
58.33 |
56.70 |
49.14 |
|
| R3 |
54.25 |
52.62 |
48.02 |
|
| R2 |
50.17 |
50.17 |
47.65 |
|
| R1 |
48.54 |
48.54 |
47.27 |
49.36 |
| PP |
46.09 |
46.09 |
46.09 |
46.50 |
| S1 |
44.46 |
44.46 |
46.53 |
45.28 |
| S2 |
42.01 |
42.01 |
46.15 |
|
| S3 |
37.93 |
40.38 |
45.78 |
|
| S4 |
33.85 |
36.30 |
44.66 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
49.43 |
44.66 |
4.77 |
9.7% |
1.54 |
3.2% |
91% |
True |
False |
283,449 |
| 10 |
49.43 |
43.65 |
5.78 |
11.8% |
1.77 |
3.6% |
92% |
True |
False |
262,301 |
| 20 |
49.43 |
42.17 |
7.26 |
14.8% |
1.75 |
3.6% |
94% |
True |
False |
193,555 |
| 40 |
49.43 |
37.50 |
11.93 |
24.4% |
1.66 |
3.4% |
96% |
True |
False |
136,830 |
| 60 |
49.43 |
34.74 |
14.69 |
30.0% |
1.63 |
3.3% |
97% |
True |
False |
103,947 |
| 80 |
49.43 |
33.14 |
16.29 |
33.3% |
1.75 |
3.6% |
97% |
True |
False |
86,709 |
| 100 |
49.43 |
31.61 |
17.82 |
36.4% |
1.72 |
3.5% |
98% |
True |
False |
72,098 |
| 120 |
49.43 |
31.61 |
17.82 |
36.4% |
1.64 |
3.3% |
98% |
True |
False |
61,702 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
54.74 |
|
2.618 |
52.70 |
|
1.618 |
51.45 |
|
1.000 |
50.68 |
|
0.618 |
50.20 |
|
HIGH |
49.43 |
|
0.618 |
48.95 |
|
0.500 |
48.81 |
|
0.382 |
48.66 |
|
LOW |
48.18 |
|
0.618 |
47.41 |
|
1.000 |
46.93 |
|
1.618 |
46.16 |
|
2.618 |
44.91 |
|
4.250 |
42.87 |
|
|
| Fisher Pivots for day following 17-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
48.93 |
48.65 |
| PP |
48.87 |
48.32 |
| S1 |
48.81 |
47.98 |
|