NYMEX Light Sweet Crude Oil Future July 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 |
48.60 |
49.19 |
0.59 |
1.2% |
45.61 |
High |
49.43 |
49.56 |
0.13 |
0.3% |
47.73 |
Low |
48.18 |
48.31 |
0.13 |
0.3% |
43.65 |
Close |
48.99 |
48.78 |
-0.21 |
-0.4% |
46.90 |
Range |
1.25 |
1.25 |
0.00 |
0.0% |
4.08 |
ATR |
1.72 |
1.69 |
-0.03 |
-2.0% |
0.00 |
Volume |
313,961 |
522,016 |
208,055 |
66.3% |
1,380,119 |
|
Daily Pivots for day following 18-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
52.63 |
51.96 |
49.47 |
|
R3 |
51.38 |
50.71 |
49.12 |
|
R2 |
50.13 |
50.13 |
49.01 |
|
R1 |
49.46 |
49.46 |
48.89 |
49.17 |
PP |
48.88 |
48.88 |
48.88 |
48.74 |
S1 |
48.21 |
48.21 |
48.67 |
47.92 |
S2 |
47.63 |
47.63 |
48.55 |
|
S3 |
46.38 |
46.96 |
48.44 |
|
S4 |
45.13 |
45.71 |
48.09 |
|
|
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 |
49.56 |
46.34 |
3.22 |
6.6% |
1.30 |
2.7% |
76% |
True |
False |
316,136 |
10 |
49.56 |
43.65 |
5.91 |
12.1% |
1.73 |
3.5% |
87% |
True |
False |
292,626 |
20 |
49.56 |
43.43 |
6.13 |
12.6% |
1.66 |
3.4% |
87% |
True |
False |
212,850 |
40 |
49.56 |
37.50 |
12.06 |
24.7% |
1.67 |
3.4% |
94% |
True |
False |
148,441 |
60 |
49.56 |
34.74 |
14.82 |
30.4% |
1.61 |
3.3% |
95% |
True |
False |
112,202 |
80 |
49.56 |
33.14 |
16.42 |
33.7% |
1.73 |
3.5% |
95% |
True |
False |
92,935 |
100 |
49.56 |
31.61 |
17.95 |
36.8% |
1.72 |
3.5% |
96% |
True |
False |
77,235 |
120 |
49.56 |
31.61 |
17.95 |
36.8% |
1.64 |
3.4% |
96% |
True |
False |
65,977 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
54.87 |
2.618 |
52.83 |
1.618 |
51.58 |
1.000 |
50.81 |
0.618 |
50.33 |
HIGH |
49.56 |
0.618 |
49.08 |
0.500 |
48.94 |
0.382 |
48.79 |
LOW |
48.31 |
0.618 |
47.54 |
1.000 |
47.06 |
1.618 |
46.29 |
2.618 |
45.04 |
4.250 |
43.00 |
|
|
Fisher Pivots for day following 18-May-2016 |
Pivot |
1 day |
3 day |
R1 |
48.94 |
48.59 |
PP |
48.88 |
48.39 |
S1 |
48.83 |
48.20 |
|