NYMEX Light Sweet Crude Oil Future October 2016
Trading Metrics calculated at close of trading on 18-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2016 |
18-May-2016 |
Change |
Change % |
Previous Week |
Open |
49.58 |
50.04 |
0.46 |
0.9% |
47.10 |
High |
50.40 |
50.59 |
0.19 |
0.4% |
48.82 |
Low |
49.27 |
49.40 |
0.13 |
0.3% |
45.03 |
Close |
50.04 |
49.89 |
-0.15 |
-0.3% |
48.20 |
Range |
1.13 |
1.19 |
0.06 |
5.3% |
3.79 |
ATR |
1.53 |
1.51 |
-0.02 |
-1.6% |
0.00 |
Volume |
22,363 |
21,458 |
-905 |
-4.0% |
126,360 |
|
Daily Pivots for day following 18-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
53.53 |
52.90 |
50.54 |
|
R3 |
52.34 |
51.71 |
50.22 |
|
R2 |
51.15 |
51.15 |
50.11 |
|
R1 |
50.52 |
50.52 |
50.00 |
50.24 |
PP |
49.96 |
49.96 |
49.96 |
49.82 |
S1 |
49.33 |
49.33 |
49.78 |
49.05 |
S2 |
48.77 |
48.77 |
49.67 |
|
S3 |
47.58 |
48.14 |
49.56 |
|
S4 |
46.39 |
46.95 |
49.24 |
|
|
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 |
50.59 |
47.61 |
2.98 |
6.0% |
1.13 |
2.3% |
77% |
True |
False |
21,992 |
10 |
50.59 |
45.03 |
5.56 |
11.1% |
1.57 |
3.2% |
87% |
True |
False |
24,615 |
20 |
50.59 |
44.86 |
5.73 |
11.5% |
1.47 |
3.0% |
88% |
True |
False |
20,612 |
40 |
50.59 |
39.08 |
11.51 |
23.1% |
1.45 |
2.9% |
94% |
True |
False |
17,734 |
60 |
50.59 |
36.98 |
13.61 |
27.3% |
1.39 |
2.8% |
95% |
True |
False |
15,760 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
55.65 |
2.618 |
53.71 |
1.618 |
52.52 |
1.000 |
51.78 |
0.618 |
51.33 |
HIGH |
50.59 |
0.618 |
50.14 |
0.500 |
50.00 |
0.382 |
49.85 |
LOW |
49.40 |
0.618 |
48.66 |
1.000 |
48.21 |
1.618 |
47.47 |
2.618 |
46.28 |
4.250 |
44.34 |
|
|
Fisher Pivots for day following 18-May-2016 |
Pivot |
1 day |
3 day |
R1 |
50.00 |
49.73 |
PP |
49.96 |
49.56 |
S1 |
49.93 |
49.40 |
|