NYMEX Light Sweet Crude Oil Future August 2016
Trading Metrics calculated at close of trading on 12-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2016 |
12-May-2016 |
Change |
Change % |
Previous Week |
Open |
45.78 |
47.23 |
1.45 |
3.2% |
47.11 |
High |
47.62 |
48.14 |
0.52 |
1.1% |
47.26 |
Low |
45.13 |
46.79 |
1.66 |
3.7% |
44.39 |
Close |
47.48 |
47.90 |
0.42 |
0.9% |
45.74 |
Range |
2.49 |
1.35 |
-1.14 |
-45.8% |
2.87 |
ATR |
1.80 |
1.76 |
-0.03 |
-1.8% |
0.00 |
Volume |
87,709 |
73,721 |
-13,988 |
-15.9% |
302,056 |
|
Daily Pivots for day following 12-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
51.66 |
51.13 |
48.64 |
|
R3 |
50.31 |
49.78 |
48.27 |
|
R2 |
48.96 |
48.96 |
48.15 |
|
R1 |
48.43 |
48.43 |
48.02 |
48.70 |
PP |
47.61 |
47.61 |
47.61 |
47.74 |
S1 |
47.08 |
47.08 |
47.78 |
47.35 |
S2 |
46.26 |
46.26 |
47.65 |
|
S3 |
44.91 |
45.73 |
47.53 |
|
S4 |
43.56 |
44.38 |
47.16 |
|
|
Weekly Pivots for week ending 06-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
54.41 |
52.94 |
47.32 |
|
R3 |
51.54 |
50.07 |
46.53 |
|
R2 |
48.67 |
48.67 |
46.27 |
|
R1 |
47.20 |
47.20 |
46.00 |
46.50 |
PP |
45.80 |
45.80 |
45.80 |
45.45 |
S1 |
44.33 |
44.33 |
45.48 |
43.63 |
S2 |
42.93 |
42.93 |
45.21 |
|
S3 |
40.06 |
41.46 |
44.95 |
|
S4 |
37.19 |
38.59 |
44.16 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
48.14 |
44.12 |
4.02 |
8.4% |
1.99 |
4.2% |
94% |
True |
False |
73,258 |
10 |
48.14 |
44.12 |
4.02 |
8.4% |
1.84 |
3.8% |
94% |
True |
False |
65,993 |
20 |
48.14 |
40.29 |
7.85 |
16.4% |
1.83 |
3.8% |
97% |
True |
False |
51,514 |
40 |
48.14 |
38.14 |
10.00 |
20.9% |
1.61 |
3.4% |
98% |
True |
False |
40,165 |
60 |
48.14 |
35.52 |
12.62 |
26.3% |
1.58 |
3.3% |
98% |
True |
False |
34,274 |
80 |
48.14 |
32.22 |
15.92 |
33.2% |
1.68 |
3.5% |
98% |
True |
False |
30,305 |
100 |
48.14 |
32.22 |
15.92 |
33.2% |
1.61 |
3.4% |
98% |
True |
False |
25,402 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
53.88 |
2.618 |
51.67 |
1.618 |
50.32 |
1.000 |
49.49 |
0.618 |
48.97 |
HIGH |
48.14 |
0.618 |
47.62 |
0.500 |
47.47 |
0.382 |
47.31 |
LOW |
46.79 |
0.618 |
45.96 |
1.000 |
45.44 |
1.618 |
44.61 |
2.618 |
43.26 |
4.250 |
41.05 |
|
|
Fisher Pivots for day following 12-May-2016 |
Pivot |
1 day |
3 day |
R1 |
47.76 |
47.31 |
PP |
47.61 |
46.72 |
S1 |
47.47 |
46.13 |
|