NYMEX Light Sweet Crude Oil Future August 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 |
47.39 |
49.04 |
1.65 |
3.5% |
46.09 |
High |
49.08 |
49.82 |
0.74 |
1.5% |
48.14 |
Low |
47.32 |
48.61 |
1.29 |
2.7% |
44.12 |
Close |
48.85 |
49.42 |
0.57 |
1.2% |
47.39 |
Range |
1.76 |
1.21 |
-0.55 |
-31.3% |
4.02 |
ATR |
1.71 |
1.67 |
-0.04 |
-2.1% |
0.00 |
Volume |
61,488 |
57,644 |
-3,844 |
-6.3% |
350,937 |
|
Daily Pivots for day following 17-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
52.91 |
52.38 |
50.09 |
|
R3 |
51.70 |
51.17 |
49.75 |
|
R2 |
50.49 |
50.49 |
49.64 |
|
R1 |
49.96 |
49.96 |
49.53 |
50.23 |
PP |
49.28 |
49.28 |
49.28 |
49.42 |
S1 |
48.75 |
48.75 |
49.31 |
49.02 |
S2 |
48.07 |
48.07 |
49.20 |
|
S3 |
46.86 |
47.54 |
49.09 |
|
S4 |
45.65 |
46.33 |
48.75 |
|
|
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 |
49.82 |
45.13 |
4.69 |
9.5% |
1.51 |
3.1% |
91% |
True |
False |
66,734 |
10 |
49.82 |
44.12 |
5.70 |
11.5% |
1.73 |
3.5% |
93% |
True |
False |
67,315 |
20 |
49.82 |
42.70 |
7.12 |
14.4% |
1.70 |
3.4% |
94% |
True |
False |
54,033 |
40 |
49.82 |
38.14 |
11.68 |
23.6% |
1.60 |
3.2% |
97% |
True |
False |
42,443 |
60 |
49.82 |
35.52 |
14.30 |
28.9% |
1.57 |
3.2% |
97% |
True |
False |
36,214 |
80 |
49.82 |
33.98 |
15.84 |
32.1% |
1.65 |
3.3% |
97% |
True |
False |
32,031 |
100 |
49.82 |
32.22 |
17.60 |
35.6% |
1.63 |
3.3% |
98% |
True |
False |
27,006 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
54.96 |
2.618 |
52.99 |
1.618 |
51.78 |
1.000 |
51.03 |
0.618 |
50.57 |
HIGH |
49.82 |
0.618 |
49.36 |
0.500 |
49.22 |
0.382 |
49.07 |
LOW |
48.61 |
0.618 |
47.86 |
1.000 |
47.40 |
1.618 |
46.65 |
2.618 |
45.44 |
4.250 |
43.47 |
|
|
Fisher Pivots for day following 17-May-2016 |
Pivot |
1 day |
3 day |
R1 |
49.35 |
49.09 |
PP |
49.28 |
48.75 |
S1 |
49.22 |
48.42 |
|