NYMEX Light Sweet Crude Oil Future October 2016
| Trading Metrics calculated at close of trading on 20-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2016 |
20-May-2016 |
Change |
Change % |
Previous Week |
| Open |
49.71 |
50.14 |
0.43 |
0.9% |
48.20 |
| High |
49.77 |
50.20 |
0.43 |
0.9% |
50.59 |
| Low |
48.39 |
49.02 |
0.63 |
1.3% |
48.20 |
| Close |
49.73 |
49.53 |
-0.20 |
-0.4% |
49.53 |
| Range |
1.38 |
1.18 |
-0.20 |
-14.5% |
2.39 |
| ATR |
1.51 |
1.48 |
-0.02 |
-1.6% |
0.00 |
| Volume |
11,262 |
13,009 |
1,747 |
15.5% |
94,683 |
|
| Daily Pivots for day following 20-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
53.12 |
52.51 |
50.18 |
|
| R3 |
51.94 |
51.33 |
49.85 |
|
| R2 |
50.76 |
50.76 |
49.75 |
|
| R1 |
50.15 |
50.15 |
49.64 |
49.87 |
| PP |
49.58 |
49.58 |
49.58 |
49.44 |
| S1 |
48.97 |
48.97 |
49.42 |
48.69 |
| S2 |
48.40 |
48.40 |
49.31 |
|
| S3 |
47.22 |
47.79 |
49.21 |
|
| S4 |
46.04 |
46.61 |
48.88 |
|
|
| Weekly Pivots for week ending 20-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
56.61 |
55.46 |
50.84 |
|
| R3 |
54.22 |
53.07 |
50.19 |
|
| R2 |
51.83 |
51.83 |
49.97 |
|
| R1 |
50.68 |
50.68 |
49.75 |
51.26 |
| PP |
49.44 |
49.44 |
49.44 |
49.73 |
| S1 |
48.29 |
48.29 |
49.31 |
48.87 |
| S2 |
47.05 |
47.05 |
49.09 |
|
| S3 |
44.66 |
45.90 |
48.87 |
|
| S4 |
42.27 |
43.51 |
48.22 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
50.59 |
48.20 |
2.39 |
4.8% |
1.27 |
2.6% |
56% |
False |
False |
18,936 |
| 10 |
50.59 |
45.03 |
5.56 |
11.2% |
1.46 |
2.9% |
81% |
False |
False |
22,104 |
| 20 |
50.59 |
44.86 |
5.73 |
11.6% |
1.49 |
3.0% |
82% |
False |
False |
19,989 |
| 40 |
50.59 |
39.08 |
11.51 |
23.2% |
1.47 |
3.0% |
91% |
False |
False |
17,771 |
| 60 |
50.59 |
38.56 |
12.03 |
24.3% |
1.37 |
2.8% |
91% |
False |
False |
15,952 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
55.22 |
|
2.618 |
53.29 |
|
1.618 |
52.11 |
|
1.000 |
51.38 |
|
0.618 |
50.93 |
|
HIGH |
50.20 |
|
0.618 |
49.75 |
|
0.500 |
49.61 |
|
0.382 |
49.47 |
|
LOW |
49.02 |
|
0.618 |
48.29 |
|
1.000 |
47.84 |
|
1.618 |
47.11 |
|
2.618 |
45.93 |
|
4.250 |
44.01 |
|
|
| Fisher Pivots for day following 20-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
49.61 |
49.52 |
| PP |
49.58 |
49.50 |
| S1 |
49.56 |
49.49 |
|