NYMEX Light Sweet Crude Oil Future October 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 |
50.42 |
50.78 |
0.36 |
0.7% |
49.33 |
| High |
50.68 |
51.19 |
0.51 |
1.0% |
51.12 |
| Low |
49.77 |
49.98 |
0.21 |
0.4% |
48.59 |
| Close |
50.47 |
50.27 |
-0.20 |
-0.4% |
50.47 |
| Range |
0.91 |
1.21 |
0.30 |
33.0% |
2.53 |
| ATR |
1.34 |
1.33 |
-0.01 |
-0.7% |
0.00 |
| Volume |
14,315 |
12,820 |
-1,495 |
-10.4% |
91,548 |
|
| Daily Pivots for day following 31-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
54.11 |
53.40 |
50.94 |
|
| R3 |
52.90 |
52.19 |
50.60 |
|
| R2 |
51.69 |
51.69 |
50.49 |
|
| R1 |
50.98 |
50.98 |
50.38 |
50.73 |
| PP |
50.48 |
50.48 |
50.48 |
50.36 |
| S1 |
49.77 |
49.77 |
50.16 |
49.52 |
| S2 |
49.27 |
49.27 |
50.05 |
|
| S3 |
48.06 |
48.56 |
49.94 |
|
| S4 |
46.85 |
47.35 |
49.60 |
|
|
| Weekly Pivots for week ending 27-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
57.65 |
56.59 |
51.86 |
|
| R3 |
55.12 |
54.06 |
51.17 |
|
| R2 |
52.59 |
52.59 |
50.93 |
|
| R1 |
51.53 |
51.53 |
50.70 |
52.06 |
| PP |
50.06 |
50.06 |
50.06 |
50.33 |
| S1 |
49.00 |
49.00 |
50.24 |
49.53 |
| S2 |
47.53 |
47.53 |
50.01 |
|
| S3 |
45.00 |
46.47 |
49.77 |
|
| S4 |
42.47 |
43.94 |
49.08 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
51.19 |
48.85 |
2.34 |
4.7% |
1.07 |
2.1% |
61% |
True |
False |
18,033 |
| 10 |
51.19 |
48.39 |
2.80 |
5.6% |
1.10 |
2.2% |
67% |
True |
False |
17,246 |
| 20 |
51.19 |
45.03 |
6.16 |
12.3% |
1.38 |
2.7% |
85% |
True |
False |
20,510 |
| 40 |
51.19 |
39.08 |
12.11 |
24.1% |
1.42 |
2.8% |
92% |
True |
False |
18,746 |
| 60 |
51.19 |
39.08 |
12.11 |
24.1% |
1.36 |
2.7% |
92% |
True |
False |
16,693 |
| 80 |
51.19 |
35.44 |
15.75 |
31.3% |
1.40 |
2.8% |
94% |
True |
False |
15,225 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
56.33 |
|
2.618 |
54.36 |
|
1.618 |
53.15 |
|
1.000 |
52.40 |
|
0.618 |
51.94 |
|
HIGH |
51.19 |
|
0.618 |
50.73 |
|
0.500 |
50.59 |
|
0.382 |
50.44 |
|
LOW |
49.98 |
|
0.618 |
49.23 |
|
1.000 |
48.77 |
|
1.618 |
48.02 |
|
2.618 |
46.81 |
|
4.250 |
44.84 |
|
|
| Fisher Pivots for day following 31-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
50.59 |
50.48 |
| PP |
50.48 |
50.41 |
| S1 |
50.38 |
50.34 |
|