NYMEX Light Sweet Crude Oil Future August 2016
| Trading Metrics calculated at close of trading on 20-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2016 |
20-May-2016 |
Change |
Change % |
Previous Week |
| Open |
48.87 |
49.11 |
0.24 |
0.5% |
47.39 |
| High |
49.16 |
49.67 |
0.51 |
1.0% |
49.97 |
| Low |
47.69 |
48.37 |
0.68 |
1.4% |
47.32 |
| Close |
49.08 |
48.87 |
-0.21 |
-0.4% |
48.87 |
| Range |
1.47 |
1.30 |
-0.17 |
-11.6% |
2.65 |
| ATR |
1.63 |
1.61 |
-0.02 |
-1.5% |
0.00 |
| Volume |
77,469 |
80,084 |
2,615 |
3.4% |
348,627 |
|
| Daily Pivots for day following 20-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
52.87 |
52.17 |
49.59 |
|
| R3 |
51.57 |
50.87 |
49.23 |
|
| R2 |
50.27 |
50.27 |
49.11 |
|
| R1 |
49.57 |
49.57 |
48.99 |
49.27 |
| PP |
48.97 |
48.97 |
48.97 |
48.82 |
| S1 |
48.27 |
48.27 |
48.75 |
47.97 |
| S2 |
47.67 |
47.67 |
48.63 |
|
| S3 |
46.37 |
46.97 |
48.51 |
|
| S4 |
45.07 |
45.67 |
48.16 |
|
|
| Weekly Pivots for week ending 20-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
56.67 |
55.42 |
50.33 |
|
| R3 |
54.02 |
52.77 |
49.60 |
|
| R2 |
51.37 |
51.37 |
49.36 |
|
| R1 |
50.12 |
50.12 |
49.11 |
50.75 |
| PP |
48.72 |
48.72 |
48.72 |
49.03 |
| S1 |
47.47 |
47.47 |
48.63 |
48.10 |
| S2 |
46.07 |
46.07 |
48.38 |
|
| S3 |
43.42 |
44.82 |
48.14 |
|
| S4 |
40.77 |
42.17 |
47.41 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
49.97 |
47.32 |
2.65 |
5.4% |
1.40 |
2.9% |
58% |
False |
False |
69,725 |
| 10 |
49.97 |
44.12 |
5.85 |
12.0% |
1.59 |
3.3% |
81% |
False |
False |
69,956 |
| 20 |
49.97 |
44.00 |
5.97 |
12.2% |
1.62 |
3.3% |
82% |
False |
False |
60,625 |
| 40 |
49.97 |
38.14 |
11.83 |
24.2% |
1.62 |
3.3% |
91% |
False |
False |
46,422 |
| 60 |
49.97 |
37.15 |
12.82 |
26.2% |
1.54 |
3.2% |
91% |
False |
False |
39,168 |
| 80 |
49.97 |
33.98 |
15.99 |
32.7% |
1.61 |
3.3% |
93% |
False |
False |
34,311 |
| 100 |
49.97 |
32.22 |
17.75 |
36.3% |
1.63 |
3.3% |
94% |
False |
False |
29,225 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
55.20 |
|
2.618 |
53.07 |
|
1.618 |
51.77 |
|
1.000 |
50.97 |
|
0.618 |
50.47 |
|
HIGH |
49.67 |
|
0.618 |
49.17 |
|
0.500 |
49.02 |
|
0.382 |
48.87 |
|
LOW |
48.37 |
|
0.618 |
47.57 |
|
1.000 |
47.07 |
|
1.618 |
46.27 |
|
2.618 |
44.97 |
|
4.250 |
42.85 |
|
|
| Fisher Pivots for day following 20-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
49.02 |
48.86 |
| PP |
48.97 |
48.84 |
| S1 |
48.92 |
48.83 |
|