NYMEX Light Sweet Crude Oil Future September 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 |
48.06 |
47.76 |
-0.30 |
-0.6% |
46.46 |
High |
48.12 |
49.41 |
1.29 |
2.7% |
48.50 |
Low |
47.49 |
47.76 |
0.27 |
0.6% |
44.53 |
Close |
47.82 |
49.18 |
1.36 |
2.8% |
47.82 |
Range |
0.63 |
1.65 |
1.02 |
161.9% |
3.97 |
ATR |
1.65 |
1.65 |
0.00 |
0.0% |
0.00 |
Volume |
40,972 |
44,549 |
3,577 |
8.7% |
243,941 |
|
Daily Pivots for day following 16-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
53.73 |
53.11 |
50.09 |
|
R3 |
52.08 |
51.46 |
49.63 |
|
R2 |
50.43 |
50.43 |
49.48 |
|
R1 |
49.81 |
49.81 |
49.33 |
50.12 |
PP |
48.78 |
48.78 |
48.78 |
48.94 |
S1 |
48.16 |
48.16 |
49.03 |
48.47 |
S2 |
47.13 |
47.13 |
48.88 |
|
S3 |
45.48 |
46.51 |
48.73 |
|
S4 |
43.83 |
44.86 |
48.27 |
|
|
Weekly Pivots for week ending 13-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
58.86 |
57.31 |
50.00 |
|
R3 |
54.89 |
53.34 |
48.91 |
|
R2 |
50.92 |
50.92 |
48.55 |
|
R1 |
49.37 |
49.37 |
48.18 |
50.15 |
PP |
46.95 |
46.95 |
46.95 |
47.34 |
S1 |
45.40 |
45.40 |
47.46 |
46.18 |
S2 |
42.98 |
42.98 |
47.09 |
|
S3 |
39.01 |
41.43 |
46.73 |
|
S4 |
35.04 |
37.46 |
45.64 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
49.41 |
44.53 |
4.88 |
9.9% |
1.57 |
3.2% |
95% |
True |
False |
47,442 |
10 |
49.41 |
44.53 |
4.88 |
9.9% |
1.74 |
3.5% |
95% |
True |
False |
46,702 |
20 |
49.41 |
42.65 |
6.76 |
13.7% |
1.67 |
3.4% |
97% |
True |
False |
40,615 |
40 |
49.41 |
38.67 |
10.74 |
21.8% |
1.57 |
3.2% |
98% |
True |
False |
36,380 |
60 |
49.41 |
36.21 |
13.20 |
26.8% |
1.54 |
3.1% |
98% |
True |
False |
34,062 |
80 |
49.41 |
34.67 |
14.74 |
30.0% |
1.64 |
3.3% |
98% |
True |
False |
31,582 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
56.42 |
2.618 |
53.73 |
1.618 |
52.08 |
1.000 |
51.06 |
0.618 |
50.43 |
HIGH |
49.41 |
0.618 |
48.78 |
0.500 |
48.59 |
0.382 |
48.39 |
LOW |
47.76 |
0.618 |
46.74 |
1.000 |
46.11 |
1.618 |
45.09 |
2.618 |
43.44 |
4.250 |
40.75 |
|
|
Fisher Pivots for day following 16-May-2016 |
Pivot |
1 day |
3 day |
R1 |
48.98 |
48.89 |
PP |
48.78 |
48.61 |
S1 |
48.59 |
48.32 |
|