NYMEX Light Sweet Crude Oil Future October 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 |
48.20 |
49.58 |
1.38 |
2.9% |
47.10 |
| High |
49.68 |
50.40 |
0.72 |
1.4% |
48.82 |
| Low |
48.20 |
49.27 |
1.07 |
2.2% |
45.03 |
| Close |
49.48 |
50.04 |
0.56 |
1.1% |
48.20 |
| Range |
1.48 |
1.13 |
-0.35 |
-23.6% |
3.79 |
| ATR |
1.56 |
1.53 |
-0.03 |
-2.0% |
0.00 |
| Volume |
26,591 |
22,363 |
-4,228 |
-15.9% |
126,360 |
|
| Daily Pivots for day following 17-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
53.29 |
52.80 |
50.66 |
|
| R3 |
52.16 |
51.67 |
50.35 |
|
| R2 |
51.03 |
51.03 |
50.25 |
|
| R1 |
50.54 |
50.54 |
50.14 |
50.79 |
| PP |
49.90 |
49.90 |
49.90 |
50.03 |
| S1 |
49.41 |
49.41 |
49.94 |
49.66 |
| S2 |
48.77 |
48.77 |
49.83 |
|
| S3 |
47.64 |
48.28 |
49.73 |
|
| S4 |
46.51 |
47.15 |
49.42 |
|
|
| Weekly Pivots for week ending 13-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
58.72 |
57.25 |
50.28 |
|
| R3 |
54.93 |
53.46 |
49.24 |
|
| R2 |
51.14 |
51.14 |
48.89 |
|
| R1 |
49.67 |
49.67 |
48.55 |
50.41 |
| PP |
47.35 |
47.35 |
47.35 |
47.72 |
| S1 |
45.88 |
45.88 |
47.85 |
46.62 |
| S2 |
43.56 |
43.56 |
47.51 |
|
| S3 |
39.77 |
42.09 |
47.16 |
|
| S4 |
35.98 |
38.30 |
46.12 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
50.40 |
45.98 |
4.42 |
8.8% |
1.37 |
2.7% |
92% |
True |
False |
23,888 |
| 10 |
50.40 |
45.03 |
5.37 |
10.7% |
1.61 |
3.2% |
93% |
True |
False |
24,254 |
| 20 |
50.40 |
43.37 |
7.03 |
14.0% |
1.55 |
3.1% |
95% |
True |
False |
20,740 |
| 40 |
50.40 |
39.08 |
11.32 |
22.6% |
1.45 |
2.9% |
97% |
True |
False |
17,688 |
| 60 |
50.40 |
36.98 |
13.42 |
26.8% |
1.39 |
2.8% |
97% |
True |
False |
15,492 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
55.20 |
|
2.618 |
53.36 |
|
1.618 |
52.23 |
|
1.000 |
51.53 |
|
0.618 |
51.10 |
|
HIGH |
50.40 |
|
0.618 |
49.97 |
|
0.500 |
49.84 |
|
0.382 |
49.70 |
|
LOW |
49.27 |
|
0.618 |
48.57 |
|
1.000 |
48.14 |
|
1.618 |
47.44 |
|
2.618 |
46.31 |
|
4.250 |
44.47 |
|
|
| Fisher Pivots for day following 17-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
49.97 |
49.74 |
| PP |
49.90 |
49.43 |
| S1 |
49.84 |
49.13 |
|