NYMEX Light Sweet Crude Oil Future October 2016
Trading Metrics calculated at close of trading on 16-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2016 |
16-May-2016 |
Change |
Change % |
Previous Week |
Open |
48.46 |
48.20 |
-0.26 |
-0.5% |
47.10 |
High |
48.48 |
49.68 |
1.20 |
2.5% |
48.82 |
Low |
47.86 |
48.20 |
0.34 |
0.7% |
45.03 |
Close |
48.20 |
49.48 |
1.28 |
2.7% |
48.20 |
Range |
0.62 |
1.48 |
0.86 |
138.7% |
3.79 |
ATR |
1.57 |
1.56 |
-0.01 |
-0.4% |
0.00 |
Volume |
16,494 |
26,591 |
10,097 |
61.2% |
126,360 |
|
Daily Pivots for day following 16-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
53.56 |
53.00 |
50.29 |
|
R3 |
52.08 |
51.52 |
49.89 |
|
R2 |
50.60 |
50.60 |
49.75 |
|
R1 |
50.04 |
50.04 |
49.62 |
50.32 |
PP |
49.12 |
49.12 |
49.12 |
49.26 |
S1 |
48.56 |
48.56 |
49.34 |
48.84 |
S2 |
47.64 |
47.64 |
49.21 |
|
S3 |
46.16 |
47.08 |
49.07 |
|
S4 |
44.68 |
45.60 |
48.67 |
|
|
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 |
49.68 |
45.03 |
4.65 |
9.4% |
1.49 |
3.0% |
96% |
True |
False |
24,391 |
10 |
49.68 |
45.03 |
4.65 |
9.4% |
1.66 |
3.4% |
96% |
True |
False |
23,774 |
20 |
49.68 |
43.00 |
6.68 |
13.5% |
1.58 |
3.2% |
97% |
True |
False |
20,533 |
40 |
49.68 |
39.08 |
10.60 |
21.4% |
1.45 |
2.9% |
98% |
True |
False |
17,363 |
60 |
49.68 |
36.98 |
12.70 |
25.7% |
1.40 |
2.8% |
98% |
True |
False |
15,277 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
55.97 |
2.618 |
53.55 |
1.618 |
52.07 |
1.000 |
51.16 |
0.618 |
50.59 |
HIGH |
49.68 |
0.618 |
49.11 |
0.500 |
48.94 |
0.382 |
48.77 |
LOW |
48.20 |
0.618 |
47.29 |
1.000 |
46.72 |
1.618 |
45.81 |
2.618 |
44.33 |
4.250 |
41.91 |
|
|
Fisher Pivots for day following 16-May-2016 |
Pivot |
1 day |
3 day |
R1 |
49.30 |
49.20 |
PP |
49.12 |
48.92 |
S1 |
48.94 |
48.65 |
|