NYMEX Light Sweet Crude Oil Future October 2016
Trading Metrics calculated at close of trading on 23-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2016 |
23-May-2016 |
Change |
Change % |
Previous Week |
Open |
50.14 |
49.33 |
-0.81 |
-1.6% |
48.20 |
High |
50.20 |
49.36 |
-0.84 |
-1.7% |
50.59 |
Low |
49.02 |
48.59 |
-0.43 |
-0.9% |
48.20 |
Close |
49.53 |
49.28 |
-0.25 |
-0.5% |
49.53 |
Range |
1.18 |
0.77 |
-0.41 |
-34.7% |
2.39 |
ATR |
1.48 |
1.45 |
-0.04 |
-2.6% |
0.00 |
Volume |
13,009 |
14,199 |
1,190 |
9.1% |
94,683 |
|
Daily Pivots for day following 23-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
51.39 |
51.10 |
49.70 |
|
R3 |
50.62 |
50.33 |
49.49 |
|
R2 |
49.85 |
49.85 |
49.42 |
|
R1 |
49.56 |
49.56 |
49.35 |
49.32 |
PP |
49.08 |
49.08 |
49.08 |
48.96 |
S1 |
48.79 |
48.79 |
49.21 |
48.55 |
S2 |
48.31 |
48.31 |
49.14 |
|
S3 |
47.54 |
48.02 |
49.07 |
|
S4 |
46.77 |
47.25 |
48.86 |
|
|
Weekly Pivots for week ending 20-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
56.61 |
55.46 |
50.84 |
|
R3 |
54.22 |
53.07 |
50.19 |
|
R2 |
51.83 |
51.83 |
49.97 |
|
R1 |
50.68 |
50.68 |
49.75 |
51.26 |
PP |
49.44 |
49.44 |
49.44 |
49.73 |
S1 |
48.29 |
48.29 |
49.31 |
48.87 |
S2 |
47.05 |
47.05 |
49.09 |
|
S3 |
44.66 |
45.90 |
48.87 |
|
S4 |
42.27 |
43.51 |
48.22 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
50.59 |
48.39 |
2.20 |
4.5% |
1.13 |
2.3% |
40% |
False |
False |
16,458 |
10 |
50.59 |
45.03 |
5.56 |
11.3% |
1.31 |
2.7% |
76% |
False |
False |
20,424 |
20 |
50.59 |
44.86 |
5.73 |
11.6% |
1.47 |
3.0% |
77% |
False |
False |
19,835 |
40 |
50.59 |
39.08 |
11.51 |
23.4% |
1.45 |
3.0% |
89% |
False |
False |
18,005 |
60 |
50.59 |
38.70 |
11.89 |
24.1% |
1.36 |
2.8% |
89% |
False |
False |
16,020 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
52.63 |
2.618 |
51.38 |
1.618 |
50.61 |
1.000 |
50.13 |
0.618 |
49.84 |
HIGH |
49.36 |
0.618 |
49.07 |
0.500 |
48.98 |
0.382 |
48.88 |
LOW |
48.59 |
0.618 |
48.11 |
1.000 |
47.82 |
1.618 |
47.34 |
2.618 |
46.57 |
4.250 |
45.32 |
|
|
Fisher Pivots for day following 23-May-2016 |
Pivot |
1 day |
3 day |
R1 |
49.18 |
49.30 |
PP |
49.08 |
49.29 |
S1 |
48.98 |
49.29 |
|