NYMEX Light Sweet Crude Oil Future August 2016
| Trading Metrics calculated at close of trading on 25-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2016 |
25-May-2016 |
Change |
Change % |
Previous Week |
| Open |
48.57 |
49.48 |
0.91 |
1.9% |
47.39 |
| High |
49.65 |
50.14 |
0.49 |
1.0% |
49.97 |
| Low |
48.13 |
49.08 |
0.95 |
2.0% |
47.32 |
| Close |
49.06 |
49.96 |
0.90 |
1.8% |
48.87 |
| Range |
1.52 |
1.06 |
-0.46 |
-30.3% |
2.65 |
| ATR |
1.57 |
1.53 |
-0.03 |
-2.2% |
0.00 |
| Volume |
101,827 |
104,008 |
2,181 |
2.1% |
348,627 |
|
| Daily Pivots for day following 25-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
52.91 |
52.49 |
50.54 |
|
| R3 |
51.85 |
51.43 |
50.25 |
|
| R2 |
50.79 |
50.79 |
50.15 |
|
| R1 |
50.37 |
50.37 |
50.06 |
50.58 |
| PP |
49.73 |
49.73 |
49.73 |
49.83 |
| S1 |
49.31 |
49.31 |
49.86 |
49.52 |
| S2 |
48.67 |
48.67 |
49.77 |
|
| S3 |
47.61 |
48.25 |
49.67 |
|
| S4 |
46.55 |
47.19 |
49.38 |
|
|
| Weekly Pivots for week ending 20-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
56.67 |
55.42 |
50.33 |
|
| R3 |
54.02 |
52.77 |
49.60 |
|
| R2 |
51.37 |
51.37 |
49.36 |
|
| R1 |
50.12 |
50.12 |
49.11 |
50.75 |
| PP |
48.72 |
48.72 |
48.72 |
49.03 |
| S1 |
47.47 |
47.47 |
48.63 |
48.10 |
| S2 |
46.07 |
46.07 |
48.38 |
|
| S3 |
43.42 |
44.82 |
48.14 |
|
| S4 |
40.77 |
42.17 |
47.41 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
50.14 |
47.69 |
2.45 |
4.9% |
1.28 |
2.6% |
93% |
True |
False |
89,933 |
| 10 |
50.14 |
46.79 |
3.35 |
6.7% |
1.27 |
2.5% |
95% |
True |
False |
76,757 |
| 20 |
50.14 |
44.12 |
6.02 |
12.0% |
1.55 |
3.1% |
97% |
True |
False |
69,648 |
| 40 |
50.14 |
38.14 |
12.00 |
24.0% |
1.61 |
3.2% |
99% |
True |
False |
52,440 |
| 60 |
50.14 |
38.00 |
12.14 |
24.3% |
1.53 |
3.1% |
99% |
True |
False |
42,842 |
| 80 |
50.14 |
33.98 |
16.16 |
32.3% |
1.59 |
3.2% |
99% |
True |
False |
37,349 |
| 100 |
50.14 |
32.22 |
17.92 |
35.9% |
1.64 |
3.3% |
99% |
True |
False |
32,075 |
| 120 |
50.14 |
32.22 |
17.92 |
35.9% |
1.55 |
3.1% |
99% |
True |
False |
27,860 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
54.65 |
|
2.618 |
52.92 |
|
1.618 |
51.86 |
|
1.000 |
51.20 |
|
0.618 |
50.80 |
|
HIGH |
50.14 |
|
0.618 |
49.74 |
|
0.500 |
49.61 |
|
0.382 |
49.48 |
|
LOW |
49.08 |
|
0.618 |
48.42 |
|
1.000 |
48.02 |
|
1.618 |
47.36 |
|
2.618 |
46.30 |
|
4.250 |
44.58 |
|
|
| Fisher Pivots for day following 25-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
49.84 |
49.64 |
| PP |
49.73 |
49.33 |
| S1 |
49.61 |
49.01 |
|