NYMEX Light Sweet Crude Oil Future September 2016
| Trading Metrics calculated at close of trading on 19-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2016 |
19-May-2016 |
Change |
Change % |
Previous Week |
| Open |
49.82 |
49.20 |
-0.62 |
-1.2% |
46.46 |
| High |
50.30 |
49.50 |
-0.80 |
-1.6% |
48.50 |
| Low |
49.10 |
48.05 |
-1.05 |
-2.1% |
44.53 |
| Close |
49.58 |
49.42 |
-0.16 |
-0.3% |
47.82 |
| Range |
1.20 |
1.45 |
0.25 |
20.8% |
3.97 |
| ATR |
1.58 |
1.58 |
0.00 |
-0.2% |
0.00 |
| Volume |
42,056 |
31,918 |
-10,138 |
-24.1% |
243,941 |
|
| Daily Pivots for day following 19-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
53.34 |
52.83 |
50.22 |
|
| R3 |
51.89 |
51.38 |
49.82 |
|
| R2 |
50.44 |
50.44 |
49.69 |
|
| R1 |
49.93 |
49.93 |
49.55 |
50.19 |
| PP |
48.99 |
48.99 |
48.99 |
49.12 |
| S1 |
48.48 |
48.48 |
49.29 |
48.74 |
| S2 |
47.54 |
47.54 |
49.15 |
|
| S3 |
46.09 |
47.03 |
49.02 |
|
| S4 |
44.64 |
45.58 |
48.62 |
|
|
| 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 |
47.49 |
2.81 |
5.7% |
1.20 |
2.4% |
69% |
False |
False |
41,005 |
| 10 |
50.30 |
44.53 |
5.77 |
11.7% |
1.57 |
3.2% |
85% |
False |
False |
45,278 |
| 20 |
50.30 |
44.51 |
5.79 |
11.7% |
1.56 |
3.1% |
85% |
False |
False |
40,590 |
| 40 |
50.30 |
38.67 |
11.63 |
23.5% |
1.57 |
3.2% |
92% |
False |
False |
37,318 |
| 60 |
50.30 |
36.93 |
13.37 |
27.1% |
1.51 |
3.1% |
93% |
False |
False |
34,925 |
| 80 |
50.30 |
34.69 |
15.61 |
31.6% |
1.59 |
3.2% |
94% |
False |
False |
32,434 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
55.66 |
|
2.618 |
53.30 |
|
1.618 |
51.85 |
|
1.000 |
50.95 |
|
0.618 |
50.40 |
|
HIGH |
49.50 |
|
0.618 |
48.95 |
|
0.500 |
48.78 |
|
0.382 |
48.60 |
|
LOW |
48.05 |
|
0.618 |
47.15 |
|
1.000 |
46.60 |
|
1.618 |
45.70 |
|
2.618 |
44.25 |
|
4.250 |
41.89 |
|
|
| Fisher Pivots for day following 19-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
49.21 |
49.34 |
| PP |
48.99 |
49.26 |
| S1 |
48.78 |
49.18 |
|