NYMEX Light Sweet Crude Oil Future August 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 |
47.23 |
47.62 |
0.39 |
0.8% |
46.09 |
| High |
48.14 |
47.75 |
-0.39 |
-0.8% |
48.14 |
| Low |
46.79 |
47.02 |
0.23 |
0.5% |
44.12 |
| Close |
47.90 |
47.39 |
-0.51 |
-1.1% |
47.39 |
| Range |
1.35 |
0.73 |
-0.62 |
-45.9% |
4.02 |
| ATR |
1.76 |
1.70 |
-0.06 |
-3.6% |
0.00 |
| Volume |
73,721 |
53,110 |
-20,611 |
-28.0% |
350,937 |
|
| Daily Pivots for day following 13-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
49.58 |
49.21 |
47.79 |
|
| R3 |
48.85 |
48.48 |
47.59 |
|
| R2 |
48.12 |
48.12 |
47.52 |
|
| R1 |
47.75 |
47.75 |
47.46 |
47.57 |
| PP |
47.39 |
47.39 |
47.39 |
47.30 |
| S1 |
47.02 |
47.02 |
47.32 |
46.84 |
| S2 |
46.66 |
46.66 |
47.26 |
|
| S3 |
45.93 |
46.29 |
47.19 |
|
| S4 |
45.20 |
45.56 |
46.99 |
|
|
| Weekly Pivots for week ending 13-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
58.61 |
57.02 |
49.60 |
|
| R3 |
54.59 |
53.00 |
48.50 |
|
| R2 |
50.57 |
50.57 |
48.13 |
|
| R1 |
48.98 |
48.98 |
47.76 |
49.78 |
| PP |
46.55 |
46.55 |
46.55 |
46.95 |
| S1 |
44.96 |
44.96 |
47.02 |
45.76 |
| S2 |
42.53 |
42.53 |
46.65 |
|
| S3 |
38.51 |
40.94 |
46.28 |
|
| S4 |
34.49 |
36.92 |
45.18 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
48.14 |
44.12 |
4.02 |
8.5% |
1.78 |
3.8% |
81% |
False |
False |
70,187 |
| 10 |
48.14 |
44.12 |
4.02 |
8.5% |
1.77 |
3.7% |
81% |
False |
False |
65,299 |
| 20 |
48.14 |
40.29 |
7.85 |
16.6% |
1.78 |
3.8% |
90% |
False |
False |
51,758 |
| 40 |
48.14 |
38.14 |
10.00 |
21.1% |
1.59 |
3.4% |
93% |
False |
False |
40,818 |
| 60 |
48.14 |
35.52 |
12.62 |
26.6% |
1.57 |
3.3% |
94% |
False |
False |
34,929 |
| 80 |
48.14 |
32.60 |
15.54 |
32.8% |
1.67 |
3.5% |
95% |
False |
False |
30,803 |
| 100 |
48.14 |
32.22 |
15.92 |
33.6% |
1.61 |
3.4% |
95% |
False |
False |
25,906 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
50.85 |
|
2.618 |
49.66 |
|
1.618 |
48.93 |
|
1.000 |
48.48 |
|
0.618 |
48.20 |
|
HIGH |
47.75 |
|
0.618 |
47.47 |
|
0.500 |
47.39 |
|
0.382 |
47.30 |
|
LOW |
47.02 |
|
0.618 |
46.57 |
|
1.000 |
46.29 |
|
1.618 |
45.84 |
|
2.618 |
45.11 |
|
4.250 |
43.92 |
|
|
| Fisher Pivots for day following 13-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
47.39 |
47.14 |
| PP |
47.39 |
46.89 |
| S1 |
47.39 |
46.64 |
|