NYMEX Light Sweet Crude Oil Future October 2016
Trading Metrics calculated at close of trading on 13-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2016 |
13-May-2016 |
Change |
Change % |
Previous Week |
Open |
48.12 |
48.46 |
0.34 |
0.7% |
47.10 |
High |
48.82 |
48.48 |
-0.34 |
-0.7% |
48.82 |
Low |
47.61 |
47.86 |
0.25 |
0.5% |
45.03 |
Close |
48.68 |
48.20 |
-0.48 |
-1.0% |
48.20 |
Range |
1.21 |
0.62 |
-0.59 |
-48.8% |
3.79 |
ATR |
1.63 |
1.57 |
-0.06 |
-3.5% |
0.00 |
Volume |
23,057 |
16,494 |
-6,563 |
-28.5% |
126,360 |
|
Daily Pivots for day following 13-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
50.04 |
49.74 |
48.54 |
|
R3 |
49.42 |
49.12 |
48.37 |
|
R2 |
48.80 |
48.80 |
48.31 |
|
R1 |
48.50 |
48.50 |
48.26 |
48.34 |
PP |
48.18 |
48.18 |
48.18 |
48.10 |
S1 |
47.88 |
47.88 |
48.14 |
47.72 |
S2 |
47.56 |
47.56 |
48.09 |
|
S3 |
46.94 |
47.26 |
48.03 |
|
S4 |
46.32 |
46.64 |
47.86 |
|
|
Weekly Pivots for week ending 13-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
58.72 |
57.25 |
50.28 |
|
R3 |
54.93 |
53.46 |
49.24 |
|
R2 |
51.14 |
51.14 |
48.89 |
|
R1 |
49.67 |
49.67 |
48.55 |
50.41 |
PP |
47.35 |
47.35 |
47.35 |
47.72 |
S1 |
45.88 |
45.88 |
47.85 |
46.62 |
S2 |
43.56 |
43.56 |
47.51 |
|
S3 |
39.77 |
42.09 |
47.16 |
|
S4 |
35.98 |
38.30 |
46.12 |
|
|
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 |
7.9% |
1.64 |
3.4% |
84% |
False |
False |
25,272 |
10 |
48.82 |
45.03 |
3.79 |
7.9% |
1.65 |
3.4% |
84% |
False |
False |
22,835 |
20 |
48.82 |
41.04 |
7.78 |
16.1% |
1.64 |
3.4% |
92% |
False |
False |
20,151 |
40 |
48.82 |
39.08 |
9.74 |
20.2% |
1.44 |
3.0% |
94% |
False |
False |
17,342 |
60 |
48.82 |
36.98 |
11.84 |
24.6% |
1.39 |
2.9% |
95% |
False |
False |
14,901 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
51.12 |
2.618 |
50.10 |
1.618 |
49.48 |
1.000 |
49.10 |
0.618 |
48.86 |
HIGH |
48.48 |
0.618 |
48.24 |
0.500 |
48.17 |
0.382 |
48.10 |
LOW |
47.86 |
0.618 |
47.48 |
1.000 |
47.24 |
1.618 |
46.86 |
2.618 |
46.24 |
4.250 |
45.23 |
|
|
Fisher Pivots for day following 13-May-2016 |
Pivot |
1 day |
3 day |
R1 |
48.19 |
47.93 |
PP |
48.18 |
47.67 |
S1 |
48.17 |
47.40 |
|