NYMEX Light Sweet Crude Oil Future September 2016
| Trading Metrics calculated at close of trading on 31-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2016 |
31-May-2016 |
Change |
Change % |
Previous Week |
| Open |
50.10 |
50.32 |
0.22 |
0.4% |
49.31 |
| High |
50.35 |
50.88 |
0.53 |
1.1% |
50.92 |
| Low |
49.45 |
49.63 |
0.18 |
0.4% |
48.25 |
| Close |
50.13 |
49.93 |
-0.20 |
-0.4% |
50.13 |
| Range |
0.90 |
1.25 |
0.35 |
38.9% |
2.67 |
| ATR |
1.41 |
1.40 |
-0.01 |
-0.8% |
0.00 |
| Volume |
37,372 |
38,176 |
804 |
2.2% |
223,128 |
|
| Daily Pivots for day following 31-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
53.90 |
53.16 |
50.62 |
|
| R3 |
52.65 |
51.91 |
50.27 |
|
| R2 |
51.40 |
51.40 |
50.16 |
|
| R1 |
50.66 |
50.66 |
50.04 |
50.41 |
| PP |
50.15 |
50.15 |
50.15 |
50.02 |
| S1 |
49.41 |
49.41 |
49.82 |
49.16 |
| S2 |
48.90 |
48.90 |
49.70 |
|
| S3 |
47.65 |
48.16 |
49.59 |
|
| S4 |
46.40 |
46.91 |
49.24 |
|
|
| 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 |
48.50 |
2.42 |
4.8% |
1.13 |
2.3% |
59% |
False |
False |
45,412 |
| 10 |
50.92 |
48.05 |
2.87 |
5.7% |
1.17 |
2.3% |
66% |
False |
False |
41,382 |
| 20 |
50.92 |
44.53 |
6.39 |
12.8% |
1.45 |
2.9% |
85% |
False |
False |
44,042 |
| 40 |
50.92 |
38.67 |
12.25 |
24.5% |
1.53 |
3.1% |
92% |
False |
False |
40,635 |
| 60 |
50.92 |
38.67 |
12.25 |
24.5% |
1.48 |
3.0% |
92% |
False |
False |
36,800 |
| 80 |
50.92 |
34.69 |
16.23 |
32.5% |
1.53 |
3.1% |
94% |
False |
False |
34,043 |
| 100 |
50.92 |
32.85 |
18.07 |
36.2% |
1.60 |
3.2% |
95% |
False |
False |
30,711 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
56.19 |
|
2.618 |
54.15 |
|
1.618 |
52.90 |
|
1.000 |
52.13 |
|
0.618 |
51.65 |
|
HIGH |
50.88 |
|
0.618 |
50.40 |
|
0.500 |
50.26 |
|
0.382 |
50.11 |
|
LOW |
49.63 |
|
0.618 |
48.86 |
|
1.000 |
48.38 |
|
1.618 |
47.61 |
|
2.618 |
46.36 |
|
4.250 |
44.32 |
|
|
| Fisher Pivots for day following 31-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
50.26 |
50.19 |
| PP |
50.15 |
50.10 |
| S1 |
50.04 |
50.02 |
|