NYMEX Light Sweet Crude Oil Future June 2016
| Trading Metrics calculated at close of trading on 11-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2016 |
11-May-2016 |
Change |
Change % |
Previous Week |
| Open |
43.25 |
44.60 |
1.35 |
3.1% |
45.90 |
| High |
44.79 |
46.36 |
1.57 |
3.5% |
46.15 |
| Low |
43.03 |
43.96 |
0.93 |
2.2% |
43.22 |
| Close |
44.66 |
46.23 |
1.57 |
3.5% |
44.66 |
| Range |
1.76 |
2.40 |
0.64 |
36.4% |
2.93 |
| ATR |
1.84 |
1.88 |
0.04 |
2.2% |
0.00 |
| Volume |
709,415 |
869,957 |
160,542 |
22.6% |
3,242,168 |
|
| Daily Pivots for day following 11-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
52.72 |
51.87 |
47.55 |
|
| R3 |
50.32 |
49.47 |
46.89 |
|
| R2 |
47.92 |
47.92 |
46.67 |
|
| R1 |
47.07 |
47.07 |
46.45 |
47.50 |
| PP |
45.52 |
45.52 |
45.52 |
45.73 |
| S1 |
44.67 |
44.67 |
46.01 |
45.10 |
| S2 |
43.12 |
43.12 |
45.79 |
|
| S3 |
40.72 |
42.27 |
45.57 |
|
| S4 |
38.32 |
39.87 |
44.91 |
|
|
| Weekly Pivots for week ending 06-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
53.47 |
51.99 |
46.27 |
|
| R3 |
50.54 |
49.06 |
45.47 |
|
| R2 |
47.61 |
47.61 |
45.20 |
|
| R1 |
46.13 |
46.13 |
44.93 |
45.41 |
| PP |
44.68 |
44.68 |
44.68 |
44.31 |
| S1 |
43.20 |
43.20 |
44.39 |
42.48 |
| S2 |
41.75 |
41.75 |
44.12 |
|
| S3 |
38.82 |
40.27 |
43.85 |
|
| S4 |
35.89 |
37.34 |
43.05 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
46.36 |
43.03 |
3.33 |
7.2% |
2.15 |
4.7% |
96% |
True |
False |
757,681 |
| 10 |
46.78 |
43.03 |
3.75 |
8.1% |
1.88 |
4.1% |
85% |
False |
False |
667,495 |
| 20 |
46.78 |
39.00 |
7.78 |
16.8% |
1.89 |
4.1% |
93% |
False |
False |
625,264 |
| 40 |
46.78 |
36.57 |
10.21 |
22.1% |
1.71 |
3.7% |
95% |
False |
False |
410,689 |
| 60 |
46.78 |
33.76 |
13.02 |
28.2% |
1.71 |
3.7% |
96% |
False |
False |
307,257 |
| 80 |
46.78 |
30.79 |
15.99 |
34.6% |
1.85 |
4.0% |
97% |
False |
False |
253,966 |
| 100 |
46.78 |
30.79 |
15.99 |
34.6% |
1.78 |
3.8% |
97% |
False |
False |
210,673 |
| 120 |
48.02 |
30.79 |
17.23 |
37.3% |
1.73 |
3.7% |
90% |
False |
False |
181,785 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
56.56 |
|
2.618 |
52.64 |
|
1.618 |
50.24 |
|
1.000 |
48.76 |
|
0.618 |
47.84 |
|
HIGH |
46.36 |
|
0.618 |
45.44 |
|
0.500 |
45.16 |
|
0.382 |
44.88 |
|
LOW |
43.96 |
|
0.618 |
42.48 |
|
1.000 |
41.56 |
|
1.618 |
40.08 |
|
2.618 |
37.68 |
|
4.250 |
33.76 |
|
|
| Fisher Pivots for day following 11-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
45.87 |
45.72 |
| PP |
45.52 |
45.21 |
| S1 |
45.16 |
44.70 |
|