NYMEX Light Sweet Crude Oil Future September 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 |
49.80 |
50.43 |
0.63 |
1.3% |
47.76 |
| High |
50.50 |
50.92 |
0.42 |
0.8% |
50.30 |
| Low |
49.45 |
49.95 |
0.50 |
1.0% |
47.76 |
| Close |
50.31 |
50.23 |
-0.08 |
-0.2% |
49.22 |
| Range |
1.05 |
0.97 |
-0.08 |
-7.6% |
2.54 |
| ATR |
1.49 |
1.45 |
-0.04 |
-2.5% |
0.00 |
| Volume |
47,783 |
48,279 |
496 |
1.0% |
197,074 |
|
| Daily Pivots for day following 26-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
53.28 |
52.72 |
50.76 |
|
| R3 |
52.31 |
51.75 |
50.50 |
|
| R2 |
51.34 |
51.34 |
50.41 |
|
| R1 |
50.78 |
50.78 |
50.32 |
50.58 |
| PP |
50.37 |
50.37 |
50.37 |
50.26 |
| S1 |
49.81 |
49.81 |
50.14 |
49.61 |
| S2 |
49.40 |
49.40 |
50.05 |
|
| S3 |
48.43 |
48.84 |
49.96 |
|
| S4 |
47.46 |
47.87 |
49.70 |
|
|
| Weekly Pivots for week ending 20-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
56.71 |
55.51 |
50.62 |
|
| R3 |
54.17 |
52.97 |
49.92 |
|
| R2 |
51.63 |
51.63 |
49.69 |
|
| R1 |
50.43 |
50.43 |
49.45 |
51.03 |
| PP |
49.09 |
49.09 |
49.09 |
49.40 |
| S1 |
47.89 |
47.89 |
48.99 |
48.49 |
| S2 |
46.55 |
46.55 |
48.75 |
|
| S3 |
44.01 |
45.35 |
48.52 |
|
| S4 |
41.47 |
42.81 |
47.82 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
50.92 |
48.25 |
2.67 |
5.3% |
1.16 |
2.3% |
74% |
True |
False |
43,755 |
| 10 |
50.92 |
47.49 |
3.43 |
6.8% |
1.18 |
2.4% |
80% |
True |
False |
42,380 |
| 20 |
50.92 |
44.53 |
6.39 |
12.7% |
1.49 |
3.0% |
89% |
True |
False |
43,768 |
| 40 |
50.92 |
38.67 |
12.25 |
24.4% |
1.56 |
3.1% |
94% |
True |
False |
40,275 |
| 60 |
50.92 |
38.67 |
12.25 |
24.4% |
1.49 |
3.0% |
94% |
True |
False |
36,360 |
| 80 |
50.92 |
34.69 |
16.23 |
32.3% |
1.55 |
3.1% |
96% |
True |
False |
33,779 |
| 100 |
50.92 |
32.85 |
18.07 |
36.0% |
1.60 |
3.2% |
96% |
True |
False |
30,130 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
55.04 |
|
2.618 |
53.46 |
|
1.618 |
52.49 |
|
1.000 |
51.89 |
|
0.618 |
51.52 |
|
HIGH |
50.92 |
|
0.618 |
50.55 |
|
0.500 |
50.44 |
|
0.382 |
50.32 |
|
LOW |
49.95 |
|
0.618 |
49.35 |
|
1.000 |
48.98 |
|
1.618 |
48.38 |
|
2.618 |
47.41 |
|
4.250 |
45.83 |
|
|
| Fisher Pivots for day following 26-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
50.44 |
50.06 |
| PP |
50.37 |
49.88 |
| S1 |
50.30 |
49.71 |
|