NYMEX Light Sweet Crude Oil Future July 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 |
48.45 |
48.72 |
0.27 |
0.6% |
46.96 |
| High |
48.78 |
49.29 |
0.51 |
1.0% |
49.56 |
| Low |
47.26 |
47.95 |
0.69 |
1.5% |
46.84 |
| Close |
48.67 |
48.41 |
-0.26 |
-0.5% |
48.41 |
| Range |
1.52 |
1.34 |
-0.18 |
-11.8% |
2.72 |
| ATR |
1.67 |
1.65 |
-0.02 |
-1.4% |
0.00 |
| Volume |
620,753 |
538,047 |
-82,706 |
-13.3% |
2,268,169 |
|
| Daily Pivots for day following 20-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
52.57 |
51.83 |
49.15 |
|
| R3 |
51.23 |
50.49 |
48.78 |
|
| R2 |
49.89 |
49.89 |
48.66 |
|
| R1 |
49.15 |
49.15 |
48.53 |
48.85 |
| PP |
48.55 |
48.55 |
48.55 |
48.40 |
| S1 |
47.81 |
47.81 |
48.29 |
47.51 |
| S2 |
47.21 |
47.21 |
48.16 |
|
| S3 |
45.87 |
46.47 |
48.04 |
|
| S4 |
44.53 |
45.13 |
47.67 |
|
|
| Weekly Pivots for week ending 20-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
56.43 |
55.14 |
49.91 |
|
| R3 |
53.71 |
52.42 |
49.16 |
|
| R2 |
50.99 |
50.99 |
48.91 |
|
| R1 |
49.70 |
49.70 |
48.66 |
50.35 |
| PP |
48.27 |
48.27 |
48.27 |
48.59 |
| S1 |
46.98 |
46.98 |
48.16 |
47.63 |
| S2 |
45.55 |
45.55 |
47.91 |
|
| S3 |
42.83 |
44.26 |
47.66 |
|
| S4 |
40.11 |
41.54 |
46.91 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
49.56 |
46.84 |
2.72 |
5.6% |
1.44 |
3.0% |
58% |
False |
False |
453,633 |
| 10 |
49.56 |
43.65 |
5.91 |
12.2% |
1.63 |
3.4% |
81% |
False |
False |
364,828 |
| 20 |
49.56 |
43.43 |
6.13 |
12.7% |
1.67 |
3.4% |
81% |
False |
False |
259,837 |
| 40 |
49.56 |
37.50 |
12.06 |
24.9% |
1.67 |
3.4% |
90% |
False |
False |
174,762 |
| 60 |
49.56 |
36.47 |
13.09 |
27.0% |
1.60 |
3.3% |
91% |
False |
False |
130,355 |
| 80 |
49.56 |
33.14 |
16.42 |
33.9% |
1.70 |
3.5% |
93% |
False |
False |
106,721 |
| 100 |
49.56 |
31.61 |
17.95 |
37.1% |
1.73 |
3.6% |
94% |
False |
False |
88,775 |
| 120 |
49.56 |
31.61 |
17.95 |
37.1% |
1.64 |
3.4% |
94% |
False |
False |
75,531 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
54.99 |
|
2.618 |
52.80 |
|
1.618 |
51.46 |
|
1.000 |
50.63 |
|
0.618 |
50.12 |
|
HIGH |
49.29 |
|
0.618 |
48.78 |
|
0.500 |
48.62 |
|
0.382 |
48.46 |
|
LOW |
47.95 |
|
0.618 |
47.12 |
|
1.000 |
46.61 |
|
1.618 |
45.78 |
|
2.618 |
44.44 |
|
4.250 |
42.26 |
|
|
| Fisher Pivots for day following 20-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
48.62 |
48.41 |
| PP |
48.55 |
48.41 |
| S1 |
48.48 |
48.41 |
|