NYMEX Light Sweet Crude Oil Future August 2016
Trading Metrics calculated at close of trading on 16-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2016 |
16-May-2016 |
Change |
Change % |
Previous Week |
Open |
47.62 |
47.39 |
-0.23 |
-0.5% |
46.09 |
High |
47.75 |
49.08 |
1.33 |
2.8% |
48.14 |
Low |
47.02 |
47.32 |
0.30 |
0.6% |
44.12 |
Close |
47.39 |
48.85 |
1.46 |
3.1% |
47.39 |
Range |
0.73 |
1.76 |
1.03 |
141.1% |
4.02 |
ATR |
1.70 |
1.71 |
0.00 |
0.2% |
0.00 |
Volume |
53,110 |
61,488 |
8,378 |
15.8% |
350,937 |
|
Daily Pivots for day following 16-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
53.70 |
53.03 |
49.82 |
|
R3 |
51.94 |
51.27 |
49.33 |
|
R2 |
50.18 |
50.18 |
49.17 |
|
R1 |
49.51 |
49.51 |
49.01 |
49.85 |
PP |
48.42 |
48.42 |
48.42 |
48.58 |
S1 |
47.75 |
47.75 |
48.69 |
48.09 |
S2 |
46.66 |
46.66 |
48.53 |
|
S3 |
44.90 |
45.99 |
48.37 |
|
S4 |
43.14 |
44.23 |
47.88 |
|
|
Weekly Pivots for week ending 13-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
58.61 |
57.02 |
49.60 |
|
R3 |
54.59 |
53.00 |
48.50 |
|
R2 |
50.57 |
50.57 |
48.13 |
|
R1 |
48.98 |
48.98 |
47.76 |
49.78 |
PP |
46.55 |
46.55 |
46.55 |
46.95 |
S1 |
44.96 |
44.96 |
47.02 |
45.76 |
S2 |
42.53 |
42.53 |
46.65 |
|
S3 |
38.51 |
40.94 |
46.28 |
|
S4 |
34.49 |
36.92 |
45.18 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
49.08 |
44.12 |
4.96 |
10.2% |
1.63 |
3.3% |
95% |
True |
False |
67,285 |
10 |
49.08 |
44.12 |
4.96 |
10.2% |
1.80 |
3.7% |
95% |
True |
False |
68,042 |
20 |
49.08 |
42.28 |
6.80 |
13.9% |
1.73 |
3.5% |
97% |
True |
False |
53,137 |
40 |
49.08 |
38.14 |
10.94 |
22.4% |
1.60 |
3.3% |
98% |
True |
False |
41,465 |
60 |
49.08 |
35.52 |
13.56 |
27.8% |
1.57 |
3.2% |
98% |
True |
False |
35,707 |
80 |
49.08 |
33.98 |
15.10 |
30.9% |
1.67 |
3.4% |
98% |
True |
False |
31,433 |
100 |
49.08 |
32.22 |
16.86 |
34.5% |
1.62 |
3.3% |
99% |
True |
False |
26,477 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
56.56 |
2.618 |
53.69 |
1.618 |
51.93 |
1.000 |
50.84 |
0.618 |
50.17 |
HIGH |
49.08 |
0.618 |
48.41 |
0.500 |
48.20 |
0.382 |
47.99 |
LOW |
47.32 |
0.618 |
46.23 |
1.000 |
45.56 |
1.618 |
44.47 |
2.618 |
42.71 |
4.250 |
39.84 |
|
|
Fisher Pivots for day following 16-May-2016 |
Pivot |
1 day |
3 day |
R1 |
48.63 |
48.55 |
PP |
48.42 |
48.24 |
S1 |
48.20 |
47.94 |
|