NYMEX Light Sweet Crude Oil Future October 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 |
46.65 |
48.12 |
1.47 |
3.2% |
47.44 |
High |
48.40 |
48.82 |
0.42 |
0.9% |
47.81 |
Low |
45.98 |
47.61 |
1.63 |
3.5% |
45.12 |
Close |
48.27 |
48.68 |
0.41 |
0.8% |
46.46 |
Range |
2.42 |
1.21 |
-1.21 |
-50.0% |
2.69 |
ATR |
1.66 |
1.63 |
-0.03 |
-1.9% |
0.00 |
Volume |
30,936 |
23,057 |
-7,879 |
-25.5% |
101,993 |
|
Daily Pivots for day following 12-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
52.00 |
51.55 |
49.35 |
|
R3 |
50.79 |
50.34 |
49.01 |
|
R2 |
49.58 |
49.58 |
48.90 |
|
R1 |
49.13 |
49.13 |
48.79 |
49.36 |
PP |
48.37 |
48.37 |
48.37 |
48.48 |
S1 |
47.92 |
47.92 |
48.57 |
48.15 |
S2 |
47.16 |
47.16 |
48.46 |
|
S3 |
45.95 |
46.71 |
48.35 |
|
S4 |
44.74 |
45.50 |
48.01 |
|
|
Weekly Pivots for week ending 06-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
54.53 |
53.19 |
47.94 |
|
R3 |
51.84 |
50.50 |
47.20 |
|
R2 |
49.15 |
49.15 |
46.95 |
|
R1 |
47.81 |
47.81 |
46.71 |
47.14 |
PP |
46.46 |
46.46 |
46.46 |
46.13 |
S1 |
45.12 |
45.12 |
46.21 |
44.45 |
S2 |
43.77 |
43.77 |
45.97 |
|
S3 |
41.08 |
42.43 |
45.72 |
|
S4 |
38.39 |
39.74 |
44.98 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
48.82 |
45.03 |
3.79 |
7.8% |
1.87 |
3.8% |
96% |
True |
False |
26,733 |
10 |
48.82 |
45.03 |
3.79 |
7.8% |
1.72 |
3.5% |
96% |
True |
False |
22,943 |
20 |
48.82 |
41.04 |
7.78 |
16.0% |
1.68 |
3.5% |
98% |
True |
False |
20,056 |
40 |
48.82 |
39.08 |
9.74 |
20.0% |
1.45 |
3.0% |
99% |
True |
False |
17,462 |
60 |
48.82 |
36.98 |
11.84 |
24.3% |
1.41 |
2.9% |
99% |
True |
False |
14,744 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
53.96 |
2.618 |
51.99 |
1.618 |
50.78 |
1.000 |
50.03 |
0.618 |
49.57 |
HIGH |
48.82 |
0.618 |
48.36 |
0.500 |
48.22 |
0.382 |
48.07 |
LOW |
47.61 |
0.618 |
46.86 |
1.000 |
46.40 |
1.618 |
45.65 |
2.618 |
44.44 |
4.250 |
42.47 |
|
|
Fisher Pivots for day following 12-May-2016 |
Pivot |
1 day |
3 day |
R1 |
48.53 |
48.10 |
PP |
48.37 |
47.51 |
S1 |
48.22 |
46.93 |
|