NYMEX Light Sweet Crude Oil Future September 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 |
46.17 |
47.65 |
1.48 |
3.2% |
47.45 |
| High |
48.04 |
48.50 |
0.46 |
1.0% |
47.55 |
| Low |
45.59 |
47.23 |
1.64 |
3.6% |
44.79 |
| Close |
47.90 |
48.31 |
0.41 |
0.9% |
46.12 |
| Range |
2.45 |
1.27 |
-1.18 |
-48.2% |
2.76 |
| ATR |
1.75 |
1.72 |
-0.03 |
-2.0% |
0.00 |
| Volume |
56,290 |
50,003 |
-6,287 |
-11.2% |
207,819 |
|
| Daily Pivots for day following 12-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
51.82 |
51.34 |
49.01 |
|
| R3 |
50.55 |
50.07 |
48.66 |
|
| R2 |
49.28 |
49.28 |
48.54 |
|
| R1 |
48.80 |
48.80 |
48.43 |
49.04 |
| PP |
48.01 |
48.01 |
48.01 |
48.14 |
| S1 |
47.53 |
47.53 |
48.19 |
47.77 |
| S2 |
46.74 |
46.74 |
48.08 |
|
| S3 |
45.47 |
46.26 |
47.96 |
|
| S4 |
44.20 |
44.99 |
47.61 |
|
|
| Weekly Pivots for week ending 06-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
54.43 |
53.04 |
47.64 |
|
| R3 |
51.67 |
50.28 |
46.88 |
|
| R2 |
48.91 |
48.91 |
46.63 |
|
| R1 |
47.52 |
47.52 |
46.37 |
46.84 |
| PP |
46.15 |
46.15 |
46.15 |
45.81 |
| S1 |
44.76 |
44.76 |
45.87 |
44.08 |
| S2 |
43.39 |
43.39 |
45.61 |
|
| S3 |
40.63 |
42.00 |
45.36 |
|
| S4 |
37.87 |
39.24 |
44.60 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
48.50 |
44.53 |
3.97 |
8.2% |
1.95 |
4.0% |
95% |
True |
False |
49,552 |
| 10 |
48.50 |
44.53 |
3.97 |
8.2% |
1.79 |
3.7% |
95% |
True |
False |
45,157 |
| 20 |
48.50 |
40.58 |
7.92 |
16.4% |
1.78 |
3.7% |
98% |
True |
False |
40,613 |
| 40 |
48.50 |
38.67 |
9.83 |
20.3% |
1.57 |
3.3% |
98% |
True |
False |
36,488 |
| 60 |
48.50 |
36.21 |
12.29 |
25.4% |
1.55 |
3.2% |
98% |
True |
False |
33,169 |
| 80 |
48.50 |
32.85 |
15.65 |
32.4% |
1.65 |
3.4% |
99% |
True |
False |
30,964 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
53.90 |
|
2.618 |
51.82 |
|
1.618 |
50.55 |
|
1.000 |
49.77 |
|
0.618 |
49.28 |
|
HIGH |
48.50 |
|
0.618 |
48.01 |
|
0.500 |
47.87 |
|
0.382 |
47.72 |
|
LOW |
47.23 |
|
0.618 |
46.45 |
|
1.000 |
45.96 |
|
1.618 |
45.18 |
|
2.618 |
43.91 |
|
4.250 |
41.83 |
|
|
| Fisher Pivots for day following 12-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
48.16 |
47.71 |
| PP |
48.01 |
47.11 |
| S1 |
47.87 |
46.52 |
|