NYMEX Light Sweet Crude Oil Future September 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 |
49.33 |
49.82 |
0.49 |
1.0% |
46.46 |
| High |
50.06 |
50.30 |
0.24 |
0.5% |
48.50 |
| Low |
48.98 |
49.10 |
0.12 |
0.2% |
44.53 |
| Close |
49.76 |
49.58 |
-0.18 |
-0.4% |
47.82 |
| Range |
1.08 |
1.20 |
0.12 |
11.1% |
3.97 |
| ATR |
1.61 |
1.58 |
-0.03 |
-1.8% |
0.00 |
| Volume |
45,532 |
42,056 |
-3,476 |
-7.6% |
243,941 |
|
| Daily Pivots for day following 18-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
53.26 |
52.62 |
50.24 |
|
| R3 |
52.06 |
51.42 |
49.91 |
|
| R2 |
50.86 |
50.86 |
49.80 |
|
| R1 |
50.22 |
50.22 |
49.69 |
49.94 |
| PP |
49.66 |
49.66 |
49.66 |
49.52 |
| S1 |
49.02 |
49.02 |
49.47 |
48.74 |
| S2 |
48.46 |
48.46 |
49.36 |
|
| S3 |
47.26 |
47.82 |
49.25 |
|
| S4 |
46.06 |
46.62 |
48.92 |
|
|
| 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 |
50.30 |
47.23 |
3.07 |
6.2% |
1.17 |
2.4% |
77% |
True |
False |
44,622 |
| 10 |
50.30 |
44.53 |
5.77 |
11.6% |
1.63 |
3.3% |
88% |
True |
False |
47,638 |
| 20 |
50.30 |
44.51 |
5.79 |
11.7% |
1.55 |
3.1% |
88% |
True |
False |
40,978 |
| 40 |
50.30 |
38.67 |
11.63 |
23.5% |
1.57 |
3.2% |
94% |
True |
False |
37,153 |
| 60 |
50.30 |
36.21 |
14.09 |
28.4% |
1.52 |
3.1% |
95% |
True |
False |
34,735 |
| 80 |
50.30 |
34.69 |
15.61 |
31.5% |
1.61 |
3.2% |
95% |
True |
False |
32,181 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
55.40 |
|
2.618 |
53.44 |
|
1.618 |
52.24 |
|
1.000 |
51.50 |
|
0.618 |
51.04 |
|
HIGH |
50.30 |
|
0.618 |
49.84 |
|
0.500 |
49.70 |
|
0.382 |
49.56 |
|
LOW |
49.10 |
|
0.618 |
48.36 |
|
1.000 |
47.90 |
|
1.618 |
47.16 |
|
2.618 |
45.96 |
|
4.250 |
44.00 |
|
|
| Fisher Pivots for day following 18-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
49.70 |
49.40 |
| PP |
49.66 |
49.21 |
| S1 |
49.62 |
49.03 |
|