NYMEX Light Sweet Crude Oil Future August 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 |
49.04 |
49.49 |
0.45 |
0.9% |
46.09 |
High |
49.82 |
49.97 |
0.15 |
0.3% |
48.14 |
Low |
48.61 |
48.72 |
0.11 |
0.2% |
44.12 |
Close |
49.42 |
49.22 |
-0.20 |
-0.4% |
47.39 |
Range |
1.21 |
1.25 |
0.04 |
3.3% |
4.02 |
ATR |
1.67 |
1.64 |
-0.03 |
-1.8% |
0.00 |
Volume |
57,644 |
71,942 |
14,298 |
24.8% |
350,937 |
|
Daily Pivots for day following 18-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
53.05 |
52.39 |
49.91 |
|
R3 |
51.80 |
51.14 |
49.56 |
|
R2 |
50.55 |
50.55 |
49.45 |
|
R1 |
49.89 |
49.89 |
49.33 |
49.60 |
PP |
49.30 |
49.30 |
49.30 |
49.16 |
S1 |
48.64 |
48.64 |
49.11 |
48.35 |
S2 |
48.05 |
48.05 |
48.99 |
|
S3 |
46.80 |
47.39 |
48.88 |
|
S4 |
45.55 |
46.14 |
48.53 |
|
|
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 |
49.97 |
46.79 |
3.18 |
6.5% |
1.26 |
2.6% |
76% |
True |
False |
63,581 |
10 |
49.97 |
44.12 |
5.85 |
11.9% |
1.70 |
3.4% |
87% |
True |
False |
68,382 |
20 |
49.97 |
44.00 |
5.97 |
12.1% |
1.62 |
3.3% |
87% |
True |
False |
55,764 |
40 |
49.97 |
38.14 |
11.83 |
24.0% |
1.61 |
3.3% |
94% |
True |
False |
43,536 |
60 |
49.97 |
35.52 |
14.45 |
29.4% |
1.56 |
3.2% |
95% |
True |
False |
37,151 |
80 |
49.97 |
33.98 |
15.99 |
32.5% |
1.64 |
3.3% |
95% |
True |
False |
32,698 |
100 |
49.97 |
32.22 |
17.75 |
36.1% |
1.63 |
3.3% |
96% |
True |
False |
27,680 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
55.28 |
2.618 |
53.24 |
1.618 |
51.99 |
1.000 |
51.22 |
0.618 |
50.74 |
HIGH |
49.97 |
0.618 |
49.49 |
0.500 |
49.35 |
0.382 |
49.20 |
LOW |
48.72 |
0.618 |
47.95 |
1.000 |
47.47 |
1.618 |
46.70 |
2.618 |
45.45 |
4.250 |
43.41 |
|
|
Fisher Pivots for day following 18-May-2016 |
Pivot |
1 day |
3 day |
R1 |
49.35 |
49.03 |
PP |
49.30 |
48.84 |
S1 |
49.26 |
48.65 |
|