NYMEX Light Sweet Crude Oil Future July 2016
| Trading Metrics calculated at close of trading on 12-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2016 |
12-May-2016 |
Change |
Change % |
Previous Week |
| Open |
45.30 |
46.77 |
1.47 |
3.2% |
46.64 |
| High |
47.14 |
47.73 |
0.59 |
1.3% |
46.84 |
| Low |
44.66 |
46.34 |
1.68 |
3.8% |
43.92 |
| Close |
47.01 |
47.45 |
0.44 |
0.9% |
45.32 |
| Range |
2.48 |
1.39 |
-1.09 |
-44.0% |
2.92 |
| ATR |
1.85 |
1.81 |
-0.03 |
-1.8% |
0.00 |
| Volume |
358,584 |
280,262 |
-78,322 |
-21.8% |
933,973 |
|
| Daily Pivots for day following 12-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
51.34 |
50.79 |
48.21 |
|
| R3 |
49.95 |
49.40 |
47.83 |
|
| R2 |
48.56 |
48.56 |
47.70 |
|
| R1 |
48.01 |
48.01 |
47.58 |
48.29 |
| PP |
47.17 |
47.17 |
47.17 |
47.31 |
| S1 |
46.62 |
46.62 |
47.32 |
46.90 |
| S2 |
45.78 |
45.78 |
47.20 |
|
| S3 |
44.39 |
45.23 |
47.07 |
|
| S4 |
43.00 |
43.84 |
46.69 |
|
|
| Weekly Pivots for week ending 06-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
54.12 |
52.64 |
46.93 |
|
| R3 |
51.20 |
49.72 |
46.12 |
|
| R2 |
48.28 |
48.28 |
45.86 |
|
| R1 |
46.80 |
46.80 |
45.59 |
46.08 |
| PP |
45.36 |
45.36 |
45.36 |
45.00 |
| S1 |
43.88 |
43.88 |
45.05 |
43.16 |
| S2 |
42.44 |
42.44 |
44.78 |
|
| S3 |
39.52 |
40.96 |
44.52 |
|
| S4 |
36.60 |
38.04 |
43.71 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
47.73 |
43.65 |
4.08 |
8.6% |
2.03 |
4.3% |
93% |
True |
False |
286,075 |
| 10 |
47.73 |
43.65 |
4.08 |
8.6% |
1.88 |
4.0% |
93% |
True |
False |
225,712 |
| 20 |
47.73 |
39.80 |
7.93 |
16.7% |
1.87 |
3.9% |
96% |
True |
False |
171,147 |
| 40 |
47.73 |
37.50 |
10.23 |
21.6% |
1.67 |
3.5% |
97% |
True |
False |
121,023 |
| 60 |
47.73 |
34.74 |
12.99 |
27.4% |
1.64 |
3.5% |
98% |
True |
False |
92,675 |
| 80 |
47.73 |
31.61 |
16.12 |
34.0% |
1.78 |
3.8% |
98% |
True |
False |
77,821 |
| 100 |
47.73 |
31.61 |
16.12 |
34.0% |
1.71 |
3.6% |
98% |
True |
False |
64,532 |
| 120 |
48.35 |
31.61 |
16.74 |
35.3% |
1.64 |
3.5% |
95% |
False |
False |
55,424 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
53.64 |
|
2.618 |
51.37 |
|
1.618 |
49.98 |
|
1.000 |
49.12 |
|
0.618 |
48.59 |
|
HIGH |
47.73 |
|
0.618 |
47.20 |
|
0.500 |
47.04 |
|
0.382 |
46.87 |
|
LOW |
46.34 |
|
0.618 |
45.48 |
|
1.000 |
44.95 |
|
1.618 |
44.09 |
|
2.618 |
42.70 |
|
4.250 |
40.43 |
|
|
| Fisher Pivots for day following 12-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
47.31 |
46.86 |
| PP |
47.17 |
46.28 |
| S1 |
47.04 |
45.69 |
|