NYMEX Light Sweet Crude Oil Future August 2016
| Trading Metrics calculated at close of trading on 19-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2016 |
19-May-2016 |
Change |
Change % |
Previous Week |
| Open |
49.49 |
48.87 |
-0.62 |
-1.3% |
46.09 |
| High |
49.97 |
49.16 |
-0.81 |
-1.6% |
48.14 |
| Low |
48.72 |
47.69 |
-1.03 |
-2.1% |
44.12 |
| Close |
49.22 |
49.08 |
-0.14 |
-0.3% |
47.39 |
| Range |
1.25 |
1.47 |
0.22 |
17.6% |
4.02 |
| ATR |
1.64 |
1.63 |
-0.01 |
-0.5% |
0.00 |
| Volume |
71,942 |
77,469 |
5,527 |
7.7% |
350,937 |
|
| Daily Pivots for day following 19-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
53.05 |
52.54 |
49.89 |
|
| R3 |
51.58 |
51.07 |
49.48 |
|
| R2 |
50.11 |
50.11 |
49.35 |
|
| R1 |
49.60 |
49.60 |
49.21 |
49.86 |
| PP |
48.64 |
48.64 |
48.64 |
48.77 |
| S1 |
48.13 |
48.13 |
48.95 |
48.39 |
| S2 |
47.17 |
47.17 |
48.81 |
|
| S3 |
45.70 |
46.66 |
48.68 |
|
| S4 |
44.23 |
45.19 |
48.27 |
|
|
| 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 |
49.97 |
47.02 |
2.95 |
6.0% |
1.28 |
2.6% |
70% |
False |
False |
64,330 |
| 10 |
49.97 |
44.12 |
5.85 |
11.9% |
1.64 |
3.3% |
85% |
False |
False |
68,794 |
| 20 |
49.97 |
44.00 |
5.97 |
12.2% |
1.62 |
3.3% |
85% |
False |
False |
57,734 |
| 40 |
49.97 |
38.14 |
11.83 |
24.1% |
1.61 |
3.3% |
92% |
False |
False |
44,941 |
| 60 |
49.97 |
36.23 |
13.74 |
28.0% |
1.55 |
3.2% |
94% |
False |
False |
38,157 |
| 80 |
49.97 |
33.98 |
15.99 |
32.6% |
1.62 |
3.3% |
94% |
False |
False |
33,535 |
| 100 |
49.97 |
32.22 |
17.75 |
36.2% |
1.63 |
3.3% |
95% |
False |
False |
28,442 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
55.41 |
|
2.618 |
53.01 |
|
1.618 |
51.54 |
|
1.000 |
50.63 |
|
0.618 |
50.07 |
|
HIGH |
49.16 |
|
0.618 |
48.60 |
|
0.500 |
48.43 |
|
0.382 |
48.25 |
|
LOW |
47.69 |
|
0.618 |
46.78 |
|
1.000 |
46.22 |
|
1.618 |
45.31 |
|
2.618 |
43.84 |
|
4.250 |
41.44 |
|
|
| Fisher Pivots for day following 19-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
48.86 |
49.00 |
| PP |
48.64 |
48.91 |
| S1 |
48.43 |
48.83 |
|