NYMEX Light Sweet Crude Oil Future July 2016
| Trading Metrics calculated at close of trading on 24-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2016 |
24-May-2016 |
Change |
Change % |
Previous Week |
| Open |
48.46 |
48.08 |
-0.38 |
-0.8% |
46.96 |
| High |
48.50 |
49.27 |
0.77 |
1.6% |
49.56 |
| Low |
47.40 |
47.64 |
0.24 |
0.5% |
46.84 |
| Close |
48.08 |
48.62 |
0.54 |
1.1% |
48.41 |
| Range |
1.10 |
1.63 |
0.53 |
48.2% |
2.72 |
| ATR |
1.61 |
1.61 |
0.00 |
0.1% |
0.00 |
| Volume |
475,453 |
475,965 |
512 |
0.1% |
2,268,169 |
|
| Daily Pivots for day following 24-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
53.40 |
52.64 |
49.52 |
|
| R3 |
51.77 |
51.01 |
49.07 |
|
| R2 |
50.14 |
50.14 |
48.92 |
|
| R1 |
49.38 |
49.38 |
48.77 |
49.76 |
| PP |
48.51 |
48.51 |
48.51 |
48.70 |
| S1 |
47.75 |
47.75 |
48.47 |
48.13 |
| S2 |
46.88 |
46.88 |
48.32 |
|
| S3 |
45.25 |
46.12 |
48.17 |
|
| S4 |
43.62 |
44.49 |
47.72 |
|
|
| Weekly Pivots for week ending 20-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
56.43 |
55.14 |
49.91 |
|
| R3 |
53.71 |
52.42 |
49.16 |
|
| R2 |
50.99 |
50.99 |
48.91 |
|
| R1 |
49.70 |
49.70 |
48.66 |
50.35 |
| PP |
48.27 |
48.27 |
48.27 |
48.59 |
| S1 |
46.98 |
46.98 |
48.16 |
47.63 |
| S2 |
45.55 |
45.55 |
47.91 |
|
| S3 |
42.83 |
44.26 |
47.66 |
|
| S4 |
40.11 |
41.54 |
46.91 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
49.56 |
47.26 |
2.30 |
4.7% |
1.37 |
2.8% |
59% |
False |
False |
526,446 |
| 10 |
49.56 |
44.66 |
4.90 |
10.1% |
1.46 |
3.0% |
81% |
False |
False |
404,948 |
| 20 |
49.56 |
43.65 |
5.91 |
12.2% |
1.63 |
3.3% |
84% |
False |
False |
295,123 |
| 40 |
49.56 |
37.50 |
12.06 |
24.8% |
1.67 |
3.4% |
92% |
False |
False |
197,218 |
| 60 |
49.56 |
37.32 |
12.24 |
25.2% |
1.59 |
3.3% |
92% |
False |
False |
145,079 |
| 80 |
49.56 |
33.14 |
16.42 |
33.8% |
1.68 |
3.5% |
94% |
False |
False |
117,914 |
| 100 |
49.56 |
31.61 |
17.95 |
36.9% |
1.74 |
3.6% |
95% |
False |
False |
98,221 |
| 120 |
49.56 |
31.61 |
17.95 |
36.9% |
1.65 |
3.4% |
95% |
False |
False |
83,391 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
56.20 |
|
2.618 |
53.54 |
|
1.618 |
51.91 |
|
1.000 |
50.90 |
|
0.618 |
50.28 |
|
HIGH |
49.27 |
|
0.618 |
48.65 |
|
0.500 |
48.46 |
|
0.382 |
48.26 |
|
LOW |
47.64 |
|
0.618 |
46.63 |
|
1.000 |
46.01 |
|
1.618 |
45.00 |
|
2.618 |
43.37 |
|
4.250 |
40.71 |
|
|
| Fisher Pivots for day following 24-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
48.57 |
48.53 |
| PP |
48.51 |
48.44 |
| S1 |
48.46 |
48.35 |
|