NYMEX Light Sweet Crude Oil Future September 2016
| Trading Metrics calculated at close of trading on 20-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2016 |
20-May-2016 |
Change |
Change % |
Previous Week |
| Open |
49.20 |
49.47 |
0.27 |
0.5% |
47.76 |
| High |
49.50 |
49.99 |
0.49 |
1.0% |
50.30 |
| Low |
48.05 |
48.72 |
0.67 |
1.4% |
47.76 |
| Close |
49.42 |
49.22 |
-0.20 |
-0.4% |
49.22 |
| Range |
1.45 |
1.27 |
-0.18 |
-12.4% |
2.54 |
| ATR |
1.58 |
1.56 |
-0.02 |
-1.4% |
0.00 |
| Volume |
31,918 |
33,019 |
1,101 |
3.4% |
197,074 |
|
| Daily Pivots for day following 20-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
53.12 |
52.44 |
49.92 |
|
| R3 |
51.85 |
51.17 |
49.57 |
|
| R2 |
50.58 |
50.58 |
49.45 |
|
| R1 |
49.90 |
49.90 |
49.34 |
49.61 |
| PP |
49.31 |
49.31 |
49.31 |
49.16 |
| S1 |
48.63 |
48.63 |
49.10 |
48.34 |
| S2 |
48.04 |
48.04 |
48.99 |
|
| S3 |
46.77 |
47.36 |
48.87 |
|
| S4 |
45.50 |
46.09 |
48.52 |
|
|
| Weekly Pivots for week ending 20-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
56.71 |
55.51 |
50.62 |
|
| R3 |
54.17 |
52.97 |
49.92 |
|
| R2 |
51.63 |
51.63 |
49.69 |
|
| R1 |
50.43 |
50.43 |
49.45 |
51.03 |
| PP |
49.09 |
49.09 |
49.09 |
49.40 |
| S1 |
47.89 |
47.89 |
48.99 |
48.49 |
| S2 |
46.55 |
46.55 |
48.75 |
|
| S3 |
44.01 |
45.35 |
48.52 |
|
| S4 |
41.47 |
42.81 |
47.82 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
50.30 |
47.76 |
2.54 |
5.2% |
1.33 |
2.7% |
57% |
False |
False |
39,414 |
| 10 |
50.30 |
44.53 |
5.77 |
11.7% |
1.52 |
3.1% |
81% |
False |
False |
44,101 |
| 20 |
50.30 |
44.51 |
5.79 |
11.8% |
1.56 |
3.2% |
81% |
False |
False |
40,920 |
| 40 |
50.30 |
38.67 |
11.63 |
23.6% |
1.58 |
3.2% |
91% |
False |
False |
37,529 |
| 60 |
50.30 |
37.78 |
12.52 |
25.4% |
1.50 |
3.1% |
91% |
False |
False |
35,212 |
| 80 |
50.30 |
34.69 |
15.61 |
31.7% |
1.58 |
3.2% |
93% |
False |
False |
32,644 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
55.39 |
|
2.618 |
53.31 |
|
1.618 |
52.04 |
|
1.000 |
51.26 |
|
0.618 |
50.77 |
|
HIGH |
49.99 |
|
0.618 |
49.50 |
|
0.500 |
49.36 |
|
0.382 |
49.21 |
|
LOW |
48.72 |
|
0.618 |
47.94 |
|
1.000 |
47.45 |
|
1.618 |
46.67 |
|
2.618 |
45.40 |
|
4.250 |
43.32 |
|
|
| Fisher Pivots for day following 20-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
49.36 |
49.21 |
| PP |
49.31 |
49.19 |
| S1 |
49.27 |
49.18 |
|