NYMEX Light Sweet Crude Oil Future August 2016
| Trading Metrics calculated at close of trading on 27-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2016 |
27-May-2016 |
Change |
Change % |
Previous Week |
| Open |
50.10 |
49.76 |
-0.34 |
-0.7% |
48.86 |
| High |
50.59 |
49.99 |
-0.60 |
-1.2% |
50.59 |
| Low |
49.61 |
49.09 |
-0.52 |
-1.0% |
47.88 |
| Close |
49.88 |
49.74 |
-0.14 |
-0.3% |
49.74 |
| Range |
0.98 |
0.90 |
-0.08 |
-8.2% |
2.71 |
| ATR |
1.49 |
1.45 |
-0.04 |
-2.8% |
0.00 |
| Volume |
91,441 |
71,529 |
-19,912 |
-21.8% |
455,083 |
|
| Daily Pivots for day following 27-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
52.31 |
51.92 |
50.24 |
|
| R3 |
51.41 |
51.02 |
49.99 |
|
| R2 |
50.51 |
50.51 |
49.91 |
|
| R1 |
50.12 |
50.12 |
49.82 |
49.87 |
| PP |
49.61 |
49.61 |
49.61 |
49.48 |
| S1 |
49.22 |
49.22 |
49.66 |
48.97 |
| S2 |
48.71 |
48.71 |
49.58 |
|
| S3 |
47.81 |
48.32 |
49.49 |
|
| S4 |
46.91 |
47.42 |
49.25 |
|
|
| Weekly Pivots for week ending 27-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
57.53 |
56.35 |
51.23 |
|
| R3 |
54.82 |
53.64 |
50.49 |
|
| R2 |
52.11 |
52.11 |
50.24 |
|
| R1 |
50.93 |
50.93 |
49.99 |
51.52 |
| PP |
49.40 |
49.40 |
49.40 |
49.70 |
| S1 |
48.22 |
48.22 |
49.49 |
48.81 |
| S2 |
46.69 |
46.69 |
49.24 |
|
| S3 |
43.98 |
45.51 |
48.99 |
|
| S4 |
41.27 |
42.80 |
48.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
50.59 |
47.88 |
2.71 |
5.4% |
1.10 |
2.2% |
69% |
False |
False |
91,016 |
| 10 |
50.59 |
47.32 |
3.27 |
6.6% |
1.25 |
2.5% |
74% |
False |
False |
80,371 |
| 20 |
50.59 |
44.12 |
6.47 |
13.0% |
1.51 |
3.0% |
87% |
False |
False |
72,835 |
| 40 |
50.59 |
38.14 |
12.45 |
25.0% |
1.58 |
3.2% |
93% |
False |
False |
55,314 |
| 60 |
50.59 |
38.14 |
12.45 |
25.0% |
1.52 |
3.1% |
93% |
False |
False |
44,720 |
| 80 |
50.59 |
33.98 |
16.61 |
33.4% |
1.56 |
3.1% |
95% |
False |
False |
38,856 |
| 100 |
50.59 |
32.22 |
18.37 |
36.9% |
1.63 |
3.3% |
95% |
False |
False |
33,583 |
| 120 |
50.59 |
32.22 |
18.37 |
36.9% |
1.55 |
3.1% |
95% |
False |
False |
29,109 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
53.82 |
|
2.618 |
52.35 |
|
1.618 |
51.45 |
|
1.000 |
50.89 |
|
0.618 |
50.55 |
|
HIGH |
49.99 |
|
0.618 |
49.65 |
|
0.500 |
49.54 |
|
0.382 |
49.43 |
|
LOW |
49.09 |
|
0.618 |
48.53 |
|
1.000 |
48.19 |
|
1.618 |
47.63 |
|
2.618 |
46.73 |
|
4.250 |
45.27 |
|
|
| Fisher Pivots for day following 27-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
49.67 |
49.84 |
| PP |
49.61 |
49.80 |
| S1 |
49.54 |
49.77 |
|