NYMEX Light Sweet Crude Oil Future August 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 |
44.26 |
45.78 |
1.52 |
3.4% |
47.11 |
| High |
45.94 |
47.62 |
1.68 |
3.7% |
47.26 |
| Low |
44.12 |
45.13 |
1.01 |
2.3% |
44.39 |
| Close |
45.83 |
47.48 |
1.65 |
3.6% |
45.74 |
| Range |
1.82 |
2.49 |
0.67 |
36.8% |
2.87 |
| ATR |
1.74 |
1.80 |
0.05 |
3.1% |
0.00 |
| Volume |
60,400 |
87,709 |
27,309 |
45.2% |
302,056 |
|
| Daily Pivots for day following 11-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
54.21 |
53.34 |
48.85 |
|
| R3 |
51.72 |
50.85 |
48.16 |
|
| R2 |
49.23 |
49.23 |
47.94 |
|
| R1 |
48.36 |
48.36 |
47.71 |
48.80 |
| PP |
46.74 |
46.74 |
46.74 |
46.96 |
| S1 |
45.87 |
45.87 |
47.25 |
46.31 |
| S2 |
44.25 |
44.25 |
47.02 |
|
| S3 |
41.76 |
43.38 |
46.80 |
|
| S4 |
39.27 |
40.89 |
46.11 |
|
|
| Weekly Pivots for week ending 06-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
54.41 |
52.94 |
47.32 |
|
| R3 |
51.54 |
50.07 |
46.53 |
|
| R2 |
48.67 |
48.67 |
46.27 |
|
| R1 |
47.20 |
47.20 |
46.00 |
46.50 |
| PP |
45.80 |
45.80 |
45.80 |
45.45 |
| S1 |
44.33 |
44.33 |
45.48 |
43.63 |
| S2 |
42.93 |
42.93 |
45.21 |
|
| S3 |
40.06 |
41.46 |
44.95 |
|
| S4 |
37.19 |
38.59 |
44.16 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
47.62 |
44.12 |
3.50 |
7.4% |
2.13 |
4.5% |
96% |
True |
False |
73,183 |
| 10 |
47.95 |
44.12 |
3.83 |
8.1% |
1.82 |
3.8% |
88% |
False |
False |
62,540 |
| 20 |
47.95 |
40.29 |
7.66 |
16.1% |
1.82 |
3.8% |
94% |
False |
False |
49,167 |
| 40 |
47.95 |
38.14 |
9.81 |
20.7% |
1.61 |
3.4% |
95% |
False |
False |
38,972 |
| 60 |
47.95 |
35.52 |
12.43 |
26.2% |
1.60 |
3.4% |
96% |
False |
False |
33,346 |
| 80 |
47.95 |
32.22 |
15.73 |
33.1% |
1.69 |
3.6% |
97% |
False |
False |
29,551 |
| 100 |
47.95 |
32.22 |
15.73 |
33.1% |
1.61 |
3.4% |
97% |
False |
False |
24,708 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
58.20 |
|
2.618 |
54.14 |
|
1.618 |
51.65 |
|
1.000 |
50.11 |
|
0.618 |
49.16 |
|
HIGH |
47.62 |
|
0.618 |
46.67 |
|
0.500 |
46.38 |
|
0.382 |
46.08 |
|
LOW |
45.13 |
|
0.618 |
43.59 |
|
1.000 |
42.64 |
|
1.618 |
41.10 |
|
2.618 |
38.61 |
|
4.250 |
34.55 |
|
|
| Fisher Pivots for day following 11-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
47.11 |
46.94 |
| PP |
46.74 |
46.41 |
| S1 |
46.38 |
45.87 |
|