NYMEX Light Sweet Crude Oil Future July 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 |
49.19 |
48.45 |
-0.74 |
-1.5% |
45.61 |
High |
49.56 |
48.78 |
-0.78 |
-1.6% |
47.73 |
Low |
48.31 |
47.26 |
-1.05 |
-2.2% |
43.65 |
Close |
48.78 |
48.67 |
-0.11 |
-0.2% |
46.90 |
Range |
1.25 |
1.52 |
0.27 |
21.6% |
4.08 |
ATR |
1.69 |
1.67 |
-0.01 |
-0.7% |
0.00 |
Volume |
522,016 |
620,753 |
98,737 |
18.9% |
1,380,119 |
|
Daily Pivots for day following 19-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
52.80 |
52.25 |
49.51 |
|
R3 |
51.28 |
50.73 |
49.09 |
|
R2 |
49.76 |
49.76 |
48.95 |
|
R1 |
49.21 |
49.21 |
48.81 |
49.49 |
PP |
48.24 |
48.24 |
48.24 |
48.37 |
S1 |
47.69 |
47.69 |
48.53 |
47.97 |
S2 |
46.72 |
46.72 |
48.39 |
|
S3 |
45.20 |
46.17 |
48.25 |
|
S4 |
43.68 |
44.65 |
47.83 |
|
|
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 |
46.53 |
3.03 |
6.2% |
1.32 |
2.7% |
71% |
False |
False |
384,234 |
10 |
49.56 |
43.65 |
5.91 |
12.1% |
1.68 |
3.4% |
85% |
False |
False |
335,155 |
20 |
49.56 |
43.43 |
6.13 |
12.6% |
1.67 |
3.4% |
85% |
False |
False |
237,340 |
40 |
49.56 |
37.50 |
12.06 |
24.8% |
1.67 |
3.4% |
93% |
False |
False |
162,720 |
60 |
49.56 |
35.44 |
14.12 |
29.0% |
1.61 |
3.3% |
94% |
False |
False |
121,990 |
80 |
49.56 |
33.14 |
16.42 |
33.7% |
1.71 |
3.5% |
95% |
False |
False |
100,386 |
100 |
49.56 |
31.61 |
17.95 |
36.9% |
1.73 |
3.6% |
95% |
False |
False |
83,419 |
120 |
49.56 |
31.61 |
17.95 |
36.9% |
1.64 |
3.4% |
95% |
False |
False |
71,085 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
55.24 |
2.618 |
52.76 |
1.618 |
51.24 |
1.000 |
50.30 |
0.618 |
49.72 |
HIGH |
48.78 |
0.618 |
48.20 |
0.500 |
48.02 |
0.382 |
47.84 |
LOW |
47.26 |
0.618 |
46.32 |
1.000 |
45.74 |
1.618 |
44.80 |
2.618 |
43.28 |
4.250 |
40.80 |
|
|
Fisher Pivots for day following 19-May-2016 |
Pivot |
1 day |
3 day |
R1 |
48.45 |
48.58 |
PP |
48.24 |
48.50 |
S1 |
48.02 |
48.41 |
|