NYMEX Light Sweet Crude Oil Future July 2016
| Trading Metrics calculated at close of trading on 13-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2016 |
13-May-2016 |
Change |
Change % |
Previous Week |
| Open |
46.77 |
47.22 |
0.45 |
1.0% |
45.61 |
| High |
47.73 |
47.30 |
-0.43 |
-0.9% |
47.73 |
| Low |
46.34 |
46.53 |
0.19 |
0.4% |
43.65 |
| Close |
47.45 |
46.90 |
-0.55 |
-1.2% |
46.90 |
| Range |
1.39 |
0.77 |
-0.62 |
-44.6% |
4.08 |
| ATR |
1.81 |
1.75 |
-0.06 |
-3.5% |
0.00 |
| Volume |
280,262 |
191,049 |
-89,213 |
-31.8% |
1,380,119 |
|
| Daily Pivots for day following 13-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
49.22 |
48.83 |
47.32 |
|
| R3 |
48.45 |
48.06 |
47.11 |
|
| R2 |
47.68 |
47.68 |
47.04 |
|
| R1 |
47.29 |
47.29 |
46.97 |
47.10 |
| PP |
46.91 |
46.91 |
46.91 |
46.82 |
| S1 |
46.52 |
46.52 |
46.83 |
46.33 |
| S2 |
46.14 |
46.14 |
46.76 |
|
| S3 |
45.37 |
45.75 |
46.69 |
|
| S4 |
44.60 |
44.98 |
46.48 |
|
|
| Weekly Pivots for week ending 13-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
58.33 |
56.70 |
49.14 |
|
| R3 |
54.25 |
52.62 |
48.02 |
|
| R2 |
50.17 |
50.17 |
47.65 |
|
| R1 |
48.54 |
48.54 |
47.27 |
49.36 |
| PP |
46.09 |
46.09 |
46.09 |
46.50 |
| S1 |
44.46 |
44.46 |
46.53 |
45.28 |
| S2 |
42.01 |
42.01 |
46.15 |
|
| S3 |
37.93 |
40.38 |
45.78 |
|
| S4 |
33.85 |
36.30 |
44.66 |
|
|
| 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 |
8.7% |
1.82 |
3.9% |
80% |
False |
False |
276,023 |
| 10 |
47.73 |
43.65 |
4.08 |
8.7% |
1.81 |
3.9% |
80% |
False |
False |
231,409 |
| 20 |
47.73 |
39.80 |
7.93 |
16.9% |
1.83 |
3.9% |
90% |
False |
False |
174,351 |
| 40 |
47.73 |
37.50 |
10.23 |
21.8% |
1.65 |
3.5% |
92% |
False |
False |
124,775 |
| 60 |
47.73 |
34.74 |
12.99 |
27.7% |
1.63 |
3.5% |
94% |
False |
False |
95,367 |
| 80 |
47.73 |
32.05 |
15.68 |
33.4% |
1.77 |
3.8% |
95% |
False |
False |
79,906 |
| 100 |
47.73 |
31.61 |
16.12 |
34.4% |
1.70 |
3.6% |
95% |
False |
False |
66,376 |
| 120 |
48.35 |
31.61 |
16.74 |
35.7% |
1.64 |
3.5% |
91% |
False |
False |
56,929 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
50.57 |
|
2.618 |
49.32 |
|
1.618 |
48.55 |
|
1.000 |
48.07 |
|
0.618 |
47.78 |
|
HIGH |
47.30 |
|
0.618 |
47.01 |
|
0.500 |
46.92 |
|
0.382 |
46.82 |
|
LOW |
46.53 |
|
0.618 |
46.05 |
|
1.000 |
45.76 |
|
1.618 |
45.28 |
|
2.618 |
44.51 |
|
4.250 |
43.26 |
|
|
| Fisher Pivots for day following 13-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
46.92 |
46.67 |
| PP |
46.91 |
46.43 |
| S1 |
46.91 |
46.20 |
|