NYMEX Light Sweet Crude Oil Future August 2016
Trading Metrics calculated at close of trading on 23-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2016 |
23-May-2016 |
Change |
Change % |
Previous Week |
Open |
49.11 |
48.86 |
-0.25 |
-0.5% |
47.39 |
High |
49.67 |
48.93 |
-0.74 |
-1.5% |
49.97 |
Low |
48.37 |
47.88 |
-0.49 |
-1.0% |
47.32 |
Close |
48.87 |
48.57 |
-0.30 |
-0.6% |
48.87 |
Range |
1.30 |
1.05 |
-0.25 |
-19.2% |
2.65 |
ATR |
1.61 |
1.57 |
-0.04 |
-2.5% |
0.00 |
Volume |
80,084 |
86,278 |
6,194 |
7.7% |
348,627 |
|
Daily Pivots for day following 23-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
51.61 |
51.14 |
49.15 |
|
R3 |
50.56 |
50.09 |
48.86 |
|
R2 |
49.51 |
49.51 |
48.76 |
|
R1 |
49.04 |
49.04 |
48.67 |
48.75 |
PP |
48.46 |
48.46 |
48.46 |
48.32 |
S1 |
47.99 |
47.99 |
48.47 |
47.70 |
S2 |
47.41 |
47.41 |
48.38 |
|
S3 |
46.36 |
46.94 |
48.28 |
|
S4 |
45.31 |
45.89 |
47.99 |
|
|
Weekly Pivots for week ending 20-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
56.67 |
55.42 |
50.33 |
|
R3 |
54.02 |
52.77 |
49.60 |
|
R2 |
51.37 |
51.37 |
49.36 |
|
R1 |
50.12 |
50.12 |
49.11 |
50.75 |
PP |
48.72 |
48.72 |
48.72 |
49.03 |
S1 |
47.47 |
47.47 |
48.63 |
48.10 |
S2 |
46.07 |
46.07 |
48.38 |
|
S3 |
43.42 |
44.82 |
48.14 |
|
S4 |
40.77 |
42.17 |
47.41 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
49.97 |
47.69 |
2.28 |
4.7% |
1.26 |
2.6% |
39% |
False |
False |
74,683 |
10 |
49.97 |
44.12 |
5.85 |
12.0% |
1.44 |
3.0% |
76% |
False |
False |
70,984 |
20 |
49.97 |
44.00 |
5.97 |
12.3% |
1.61 |
3.3% |
77% |
False |
False |
62,835 |
40 |
49.97 |
38.14 |
11.83 |
24.4% |
1.61 |
3.3% |
88% |
False |
False |
48,346 |
60 |
49.97 |
37.15 |
12.82 |
26.4% |
1.53 |
3.1% |
89% |
False |
False |
40,121 |
80 |
49.97 |
33.98 |
15.99 |
32.9% |
1.59 |
3.3% |
91% |
False |
False |
35,261 |
100 |
49.97 |
32.22 |
17.75 |
36.5% |
1.63 |
3.4% |
92% |
False |
False |
30,069 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
53.39 |
2.618 |
51.68 |
1.618 |
50.63 |
1.000 |
49.98 |
0.618 |
49.58 |
HIGH |
48.93 |
0.618 |
48.53 |
0.500 |
48.41 |
0.382 |
48.28 |
LOW |
47.88 |
0.618 |
47.23 |
1.000 |
46.83 |
1.618 |
46.18 |
2.618 |
45.13 |
4.250 |
43.42 |
|
|
Fisher Pivots for day following 23-May-2016 |
Pivot |
1 day |
3 day |
R1 |
48.52 |
48.68 |
PP |
48.46 |
48.64 |
S1 |
48.41 |
48.61 |
|