NYMEX Light Sweet Crude Oil Future September 2016
| Trading Metrics calculated at close of trading on 17-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2016 |
17-May-2016 |
Change |
Change % |
Previous Week |
| Open |
47.76 |
49.33 |
1.57 |
3.3% |
46.46 |
| High |
49.41 |
50.06 |
0.65 |
1.3% |
48.50 |
| Low |
47.76 |
48.98 |
1.22 |
2.6% |
44.53 |
| Close |
49.18 |
49.76 |
0.58 |
1.2% |
47.82 |
| Range |
1.65 |
1.08 |
-0.57 |
-34.5% |
3.97 |
| ATR |
1.65 |
1.61 |
-0.04 |
-2.5% |
0.00 |
| Volume |
44,549 |
45,532 |
983 |
2.2% |
243,941 |
|
| Daily Pivots for day following 17-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
52.84 |
52.38 |
50.35 |
|
| R3 |
51.76 |
51.30 |
50.06 |
|
| R2 |
50.68 |
50.68 |
49.96 |
|
| R1 |
50.22 |
50.22 |
49.86 |
50.45 |
| PP |
49.60 |
49.60 |
49.60 |
49.72 |
| S1 |
49.14 |
49.14 |
49.66 |
49.37 |
| S2 |
48.52 |
48.52 |
49.56 |
|
| S3 |
47.44 |
48.06 |
49.46 |
|
| S4 |
46.36 |
46.98 |
49.17 |
|
|
| Weekly Pivots for week ending 13-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
58.86 |
57.31 |
50.00 |
|
| R3 |
54.89 |
53.34 |
48.91 |
|
| R2 |
50.92 |
50.92 |
48.55 |
|
| R1 |
49.37 |
49.37 |
48.18 |
50.15 |
| PP |
46.95 |
46.95 |
46.95 |
47.34 |
| S1 |
45.40 |
45.40 |
47.46 |
46.18 |
| S2 |
42.98 |
42.98 |
47.09 |
|
| S3 |
39.01 |
41.43 |
46.73 |
|
| S4 |
35.04 |
37.46 |
45.64 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
50.06 |
45.59 |
4.47 |
9.0% |
1.42 |
2.8% |
93% |
True |
False |
47,469 |
| 10 |
50.06 |
44.53 |
5.53 |
11.1% |
1.67 |
3.4% |
95% |
True |
False |
47,347 |
| 20 |
50.06 |
43.07 |
6.99 |
14.0% |
1.63 |
3.3% |
96% |
True |
False |
40,926 |
| 40 |
50.06 |
38.67 |
11.39 |
22.9% |
1.57 |
3.1% |
97% |
True |
False |
36,800 |
| 60 |
50.06 |
36.21 |
13.85 |
27.8% |
1.53 |
3.1% |
98% |
True |
False |
34,368 |
| 80 |
50.06 |
34.69 |
15.37 |
30.9% |
1.62 |
3.2% |
98% |
True |
False |
31,943 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
54.65 |
|
2.618 |
52.89 |
|
1.618 |
51.81 |
|
1.000 |
51.14 |
|
0.618 |
50.73 |
|
HIGH |
50.06 |
|
0.618 |
49.65 |
|
0.500 |
49.52 |
|
0.382 |
49.39 |
|
LOW |
48.98 |
|
0.618 |
48.31 |
|
1.000 |
47.90 |
|
1.618 |
47.23 |
|
2.618 |
46.15 |
|
4.250 |
44.39 |
|
|
| Fisher Pivots for day following 17-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
49.68 |
49.43 |
| PP |
49.60 |
49.10 |
| S1 |
49.52 |
48.78 |
|