NYMEX Light Sweet Crude Oil Future June 2016
| Trading Metrics calculated at close of trading on 16-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2016 |
16-May-2016 |
Change |
Change % |
Previous Week |
| Open |
46.41 |
46.28 |
-0.13 |
-0.3% |
45.00 |
| High |
46.49 |
47.98 |
1.49 |
3.2% |
47.02 |
| Low |
45.75 |
46.15 |
0.40 |
0.9% |
43.03 |
| Close |
46.21 |
47.72 |
1.51 |
3.3% |
46.21 |
| Range |
0.74 |
1.83 |
1.09 |
147.3% |
3.99 |
| ATR |
1.78 |
1.78 |
0.00 |
0.2% |
0.00 |
| Volume |
519,363 |
550,863 |
31,500 |
6.1% |
3,581,405 |
|
| Daily Pivots for day following 16-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
52.77 |
52.08 |
48.73 |
|
| R3 |
50.94 |
50.25 |
48.22 |
|
| R2 |
49.11 |
49.11 |
48.06 |
|
| R1 |
48.42 |
48.42 |
47.89 |
48.77 |
| PP |
47.28 |
47.28 |
47.28 |
47.46 |
| S1 |
46.59 |
46.59 |
47.55 |
46.94 |
| S2 |
45.45 |
45.45 |
47.38 |
|
| S3 |
43.62 |
44.76 |
47.22 |
|
| S4 |
41.79 |
42.93 |
46.71 |
|
|
| Weekly Pivots for week ending 13-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
57.39 |
55.79 |
48.40 |
|
| R3 |
53.40 |
51.80 |
47.31 |
|
| R2 |
49.41 |
49.41 |
46.94 |
|
| R1 |
47.81 |
47.81 |
46.58 |
48.61 |
| PP |
45.42 |
45.42 |
45.42 |
45.82 |
| S1 |
43.82 |
43.82 |
45.84 |
44.62 |
| S2 |
41.43 |
41.43 |
45.48 |
|
| S3 |
37.44 |
39.83 |
45.11 |
|
| S4 |
33.45 |
35.84 |
44.02 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
47.98 |
43.03 |
4.95 |
10.4% |
1.63 |
3.4% |
95% |
True |
False |
672,940 |
| 10 |
47.98 |
43.03 |
4.95 |
10.4% |
1.84 |
3.9% |
95% |
True |
False |
691,040 |
| 20 |
47.98 |
40.88 |
7.10 |
14.9% |
1.81 |
3.8% |
96% |
True |
False |
651,649 |
| 40 |
47.98 |
36.57 |
11.41 |
23.9% |
1.70 |
3.6% |
98% |
True |
False |
444,254 |
| 60 |
47.98 |
33.76 |
14.22 |
29.8% |
1.68 |
3.5% |
98% |
True |
False |
332,943 |
| 80 |
47.98 |
32.10 |
15.88 |
33.3% |
1.82 |
3.8% |
98% |
True |
False |
273,264 |
| 100 |
47.98 |
30.79 |
17.19 |
36.0% |
1.79 |
3.7% |
98% |
True |
False |
227,777 |
| 120 |
48.02 |
30.79 |
17.23 |
36.1% |
1.74 |
3.6% |
98% |
False |
False |
196,025 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
55.76 |
|
2.618 |
52.77 |
|
1.618 |
50.94 |
|
1.000 |
49.81 |
|
0.618 |
49.11 |
|
HIGH |
47.98 |
|
0.618 |
47.28 |
|
0.500 |
47.07 |
|
0.382 |
46.85 |
|
LOW |
46.15 |
|
0.618 |
45.02 |
|
1.000 |
44.32 |
|
1.618 |
43.19 |
|
2.618 |
41.36 |
|
4.250 |
38.37 |
|
|
| Fisher Pivots for day following 16-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
47.50 |
47.41 |
| PP |
47.28 |
47.10 |
| S1 |
47.07 |
46.80 |
|