NYMEX Light Sweet Crude Oil Future July 2016
| Trading Metrics calculated at close of trading on 26-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2016 |
26-May-2016 |
Change |
Change % |
Previous Week |
| Open |
49.09 |
49.70 |
0.61 |
1.2% |
46.96 |
| High |
49.75 |
50.21 |
0.46 |
0.9% |
49.56 |
| Low |
48.65 |
49.22 |
0.57 |
1.2% |
46.84 |
| Close |
49.56 |
49.48 |
-0.08 |
-0.2% |
48.41 |
| Range |
1.10 |
0.99 |
-0.11 |
-10.0% |
2.72 |
| ATR |
1.58 |
1.54 |
-0.04 |
-2.7% |
0.00 |
| Volume |
550,501 |
488,465 |
-62,036 |
-11.3% |
2,268,169 |
|
| Daily Pivots for day following 26-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
52.61 |
52.03 |
50.02 |
|
| R3 |
51.62 |
51.04 |
49.75 |
|
| R2 |
50.63 |
50.63 |
49.66 |
|
| R1 |
50.05 |
50.05 |
49.57 |
49.85 |
| PP |
49.64 |
49.64 |
49.64 |
49.53 |
| S1 |
49.06 |
49.06 |
49.39 |
48.86 |
| S2 |
48.65 |
48.65 |
49.30 |
|
| S3 |
47.66 |
48.07 |
49.21 |
|
| S4 |
46.67 |
47.08 |
48.94 |
|
|
| 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 |
50.21 |
47.40 |
2.81 |
5.7% |
1.23 |
2.5% |
74% |
True |
False |
505,686 |
| 10 |
50.21 |
46.53 |
3.68 |
7.4% |
1.28 |
2.6% |
80% |
True |
False |
444,960 |
| 20 |
50.21 |
43.65 |
6.56 |
13.3% |
1.58 |
3.2% |
89% |
True |
False |
335,336 |
| 40 |
50.21 |
37.50 |
12.71 |
25.7% |
1.65 |
3.3% |
94% |
True |
False |
220,621 |
| 60 |
50.21 |
37.50 |
12.71 |
25.7% |
1.58 |
3.2% |
94% |
True |
False |
161,254 |
| 80 |
50.21 |
33.14 |
17.07 |
34.5% |
1.66 |
3.4% |
96% |
True |
False |
130,068 |
| 100 |
50.21 |
31.61 |
18.60 |
37.6% |
1.73 |
3.5% |
96% |
True |
False |
108,417 |
| 120 |
50.21 |
31.61 |
18.60 |
37.6% |
1.64 |
3.3% |
96% |
True |
False |
91,949 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
54.42 |
|
2.618 |
52.80 |
|
1.618 |
51.81 |
|
1.000 |
51.20 |
|
0.618 |
50.82 |
|
HIGH |
50.21 |
|
0.618 |
49.83 |
|
0.500 |
49.72 |
|
0.382 |
49.60 |
|
LOW |
49.22 |
|
0.618 |
48.61 |
|
1.000 |
48.23 |
|
1.618 |
47.62 |
|
2.618 |
46.63 |
|
4.250 |
45.01 |
|
|
| Fisher Pivots for day following 26-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
49.72 |
49.30 |
| PP |
49.64 |
49.11 |
| S1 |
49.56 |
48.93 |
|