NYMEX Light Sweet Crude Oil Future September 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 |
50.43 |
50.10 |
-0.33 |
-0.7% |
49.31 |
| High |
50.92 |
50.35 |
-0.57 |
-1.1% |
50.92 |
| Low |
49.95 |
49.45 |
-0.50 |
-1.0% |
48.25 |
| Close |
50.23 |
50.13 |
-0.10 |
-0.2% |
50.13 |
| Range |
0.97 |
0.90 |
-0.07 |
-7.2% |
2.67 |
| ATR |
1.45 |
1.41 |
-0.04 |
-2.7% |
0.00 |
| Volume |
48,279 |
37,372 |
-10,907 |
-22.6% |
223,128 |
|
| Daily Pivots for day following 27-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
52.68 |
52.30 |
50.63 |
|
| R3 |
51.78 |
51.40 |
50.38 |
|
| R2 |
50.88 |
50.88 |
50.30 |
|
| R1 |
50.50 |
50.50 |
50.21 |
50.69 |
| PP |
49.98 |
49.98 |
49.98 |
50.07 |
| S1 |
49.60 |
49.60 |
50.05 |
49.79 |
| S2 |
49.08 |
49.08 |
49.97 |
|
| S3 |
48.18 |
48.70 |
49.88 |
|
| S4 |
47.28 |
47.80 |
49.64 |
|
|
| Weekly Pivots for week ending 27-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
57.78 |
56.62 |
51.60 |
|
| R3 |
55.11 |
53.95 |
50.86 |
|
| R2 |
52.44 |
52.44 |
50.62 |
|
| R1 |
51.28 |
51.28 |
50.37 |
51.86 |
| PP |
49.77 |
49.77 |
49.77 |
50.06 |
| S1 |
48.61 |
48.61 |
49.89 |
49.19 |
| S2 |
47.10 |
47.10 |
49.64 |
|
| S3 |
44.43 |
45.94 |
49.40 |
|
| S4 |
41.76 |
43.27 |
48.66 |
|
|
| 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% |
1.09 |
2.2% |
70% |
False |
False |
44,625 |
| 10 |
50.92 |
47.76 |
3.16 |
6.3% |
1.21 |
2.4% |
75% |
False |
False |
42,020 |
| 20 |
50.92 |
44.53 |
6.39 |
12.7% |
1.46 |
2.9% |
88% |
False |
False |
43,598 |
| 40 |
50.92 |
38.67 |
12.25 |
24.4% |
1.54 |
3.1% |
94% |
False |
False |
40,506 |
| 60 |
50.92 |
38.67 |
12.25 |
24.4% |
1.49 |
3.0% |
94% |
False |
False |
36,486 |
| 80 |
50.92 |
34.69 |
16.23 |
32.4% |
1.53 |
3.0% |
95% |
False |
False |
33,886 |
| 100 |
50.92 |
32.85 |
18.07 |
36.0% |
1.60 |
3.2% |
96% |
False |
False |
30,448 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
54.18 |
|
2.618 |
52.71 |
|
1.618 |
51.81 |
|
1.000 |
51.25 |
|
0.618 |
50.91 |
|
HIGH |
50.35 |
|
0.618 |
50.01 |
|
0.500 |
49.90 |
|
0.382 |
49.79 |
|
LOW |
49.45 |
|
0.618 |
48.89 |
|
1.000 |
48.55 |
|
1.618 |
47.99 |
|
2.618 |
47.09 |
|
4.250 |
45.63 |
|
|
| Fisher Pivots for day following 27-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
50.05 |
50.19 |
| PP |
49.98 |
50.17 |
| S1 |
49.90 |
50.15 |
|