NYMEX Light Sweet Crude Oil Future June 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 |
47.87 |
48.20 |
0.33 |
0.7% |
46.28 |
| High |
48.28 |
48.79 |
0.51 |
1.1% |
48.95 |
| Low |
46.73 |
47.44 |
0.71 |
1.5% |
46.15 |
| Close |
48.16 |
47.75 |
-0.41 |
-0.9% |
47.75 |
| Range |
1.55 |
1.35 |
-0.20 |
-12.9% |
2.80 |
| ATR |
1.69 |
1.67 |
-0.02 |
-1.5% |
0.00 |
| Volume |
108,816 |
28,176 |
-80,640 |
-74.1% |
1,501,479 |
|
| Daily Pivots for day following 20-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
52.04 |
51.25 |
48.49 |
|
| R3 |
50.69 |
49.90 |
48.12 |
|
| R2 |
49.34 |
49.34 |
48.00 |
|
| R1 |
48.55 |
48.55 |
47.87 |
48.27 |
| PP |
47.99 |
47.99 |
47.99 |
47.86 |
| S1 |
47.20 |
47.20 |
47.63 |
46.92 |
| S2 |
46.64 |
46.64 |
47.50 |
|
| S3 |
45.29 |
45.85 |
47.38 |
|
| S4 |
43.94 |
44.50 |
47.01 |
|
|
| Weekly Pivots for week ending 20-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
56.02 |
54.68 |
49.29 |
|
| R3 |
53.22 |
51.88 |
48.52 |
|
| R2 |
50.42 |
50.42 |
48.26 |
|
| R1 |
49.08 |
49.08 |
48.01 |
49.75 |
| PP |
47.62 |
47.62 |
47.62 |
47.95 |
| S1 |
46.28 |
46.28 |
47.49 |
46.95 |
| S2 |
44.82 |
44.82 |
47.24 |
|
| S3 |
42.02 |
43.48 |
46.98 |
|
| S4 |
39.22 |
40.68 |
46.21 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
48.95 |
46.15 |
2.80 |
5.9% |
1.43 |
3.0% |
57% |
False |
False |
300,295 |
| 10 |
48.95 |
43.03 |
5.92 |
12.4% |
1.62 |
3.4% |
80% |
False |
False |
508,288 |
| 20 |
48.95 |
42.50 |
6.45 |
13.5% |
1.69 |
3.5% |
81% |
False |
False |
561,485 |
| 40 |
48.95 |
36.57 |
12.38 |
25.9% |
1.69 |
3.5% |
90% |
False |
False |
454,185 |
| 60 |
48.95 |
35.52 |
13.43 |
28.1% |
1.64 |
3.4% |
91% |
False |
False |
342,200 |
| 80 |
48.95 |
32.10 |
16.85 |
35.3% |
1.75 |
3.7% |
93% |
False |
False |
281,111 |
| 100 |
48.95 |
30.79 |
18.16 |
38.0% |
1.80 |
3.8% |
93% |
False |
False |
236,270 |
| 120 |
48.95 |
30.79 |
18.16 |
38.0% |
1.73 |
3.6% |
93% |
False |
False |
203,106 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
54.53 |
|
2.618 |
52.32 |
|
1.618 |
50.97 |
|
1.000 |
50.14 |
|
0.618 |
49.62 |
|
HIGH |
48.79 |
|
0.618 |
48.27 |
|
0.500 |
48.12 |
|
0.382 |
47.96 |
|
LOW |
47.44 |
|
0.618 |
46.61 |
|
1.000 |
46.09 |
|
1.618 |
45.26 |
|
2.618 |
43.91 |
|
4.250 |
41.70 |
|
|
| Fisher Pivots for day following 20-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
48.12 |
47.84 |
| PP |
47.99 |
47.81 |
| S1 |
47.87 |
47.78 |
|