NYMEX Light Sweet Crude Oil Future November 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 | 
                        50.94 | 
                        50.76 | 
                        -0.18 | 
                        -0.4% | 
                        49.74 | 
                     
                    
                        | High | 
                        51.42 | 
                        50.96 | 
                        -0.46 | 
                        -0.9% | 
                        51.42 | 
                     
                    
                        | Low | 
                        50.60 | 
                        50.09 | 
                        -0.51 | 
                        -1.0% | 
                        48.88 | 
                     
                    
                        | Close | 
                        50.86 | 
                        50.81 | 
                        -0.05 | 
                        -0.1% | 
                        50.81 | 
                     
                    
                        | Range | 
                        0.82 | 
                        0.87 | 
                        0.05 | 
                        6.1% | 
                        2.54 | 
                     
                    
                        | ATR | 
                        1.29 | 
                        1.26 | 
                        -0.03 | 
                        -2.3% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        14,716 | 
                        7,181 | 
                        -7,535 | 
                        -51.2% | 
                        71,467 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 27-May-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                53.23 | 
                52.89 | 
                51.29 | 
                 | 
             
            
                | R3 | 
                52.36 | 
                52.02 | 
                51.05 | 
                 | 
             
            
                | R2 | 
                51.49 | 
                51.49 | 
                50.97 | 
                 | 
             
            
                | R1 | 
                51.15 | 
                51.15 | 
                50.89 | 
                51.32 | 
             
            
                | PP | 
                50.62 | 
                50.62 | 
                50.62 | 
                50.71 | 
             
            
                | S1 | 
                50.28 | 
                50.28 | 
                50.73 | 
                50.45 | 
             
            
                | S2 | 
                49.75 | 
                49.75 | 
                50.65 | 
                 | 
             
            
                | S3 | 
                48.88 | 
                49.41 | 
                50.57 | 
                 | 
             
            
                | S4 | 
                48.01 | 
                48.54 | 
                50.33 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 27-May-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                57.99 | 
                56.94 | 
                52.21 | 
                 | 
             
            
                | R3 | 
                55.45 | 
                54.40 | 
                51.51 | 
                 | 
             
            
                | R2 | 
                52.91 | 
                52.91 | 
                51.28 | 
                 | 
             
            
                | R1 | 
                51.86 | 
                51.86 | 
                51.04 | 
                52.39 | 
             
            
                | PP | 
                50.37 | 
                50.37 | 
                50.37 | 
                50.63 | 
             
            
                | S1 | 
                49.32 | 
                49.32 | 
                50.58 | 
                49.85 | 
             
            
                | S2 | 
                47.83 | 
                47.83 | 
                50.34 | 
                 | 
             
            
                | S3 | 
                45.29 | 
                46.78 | 
                50.11 | 
                 | 
             
            
                | S4 | 
                42.75 | 
                44.24 | 
                49.41 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                51.42 | 
                48.88 | 
                2.54 | 
                5.0% | 
                0.97 | 
                1.9% | 
                76% | 
                False | 
                False | 
                14,293 | 
                 
                
                | 10 | 
                51.42 | 
                48.53 | 
                2.89 | 
                5.7% | 
                1.08 | 
                2.1% | 
                79% | 
                False | 
                False | 
                14,064 | 
                 
                
                | 20 | 
                51.42 | 
                45.26 | 
                6.16 | 
                12.1% | 
                1.32 | 
                2.6% | 
                90% | 
                False | 
                False | 
                15,956 | 
                 
                
                | 40 | 
                51.42 | 
                39.40 | 
                12.02 | 
                23.7% | 
                1.33 | 
                2.6% | 
                95% | 
                False | 
                False | 
                14,274 | 
                 
                
                | 60 | 
                51.42 | 
                39.40 | 
                12.02 | 
                23.7% | 
                1.26 | 
                2.5% | 
                95% | 
                False | 
                False | 
                12,601 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            54.66 | 
         
        
            | 
2.618             | 
            53.24 | 
         
        
            | 
1.618             | 
            52.37 | 
         
        
            | 
1.000             | 
            51.83 | 
         
        
            | 
0.618             | 
            51.50 | 
         
        
            | 
HIGH             | 
            50.96 | 
         
        
            | 
0.618             | 
            50.63 | 
         
        
            | 
0.500             | 
            50.53 | 
         
        
            | 
0.382             | 
            50.42 | 
         
        
            | 
LOW             | 
            50.09 | 
         
        
            | 
0.618             | 
            49.55 | 
         
        
            | 
1.000             | 
            49.22 | 
         
        
            | 
1.618             | 
            48.68 | 
         
        
            | 
2.618             | 
            47.81 | 
         
        
            | 
4.250             | 
            46.39 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 27-May-2016 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                50.72 | 
                                50.79 | 
                             
                            
                                | PP | 
                                50.62 | 
                                50.76 | 
                             
                            
                                | S1 | 
                                50.53 | 
                                50.74 | 
                             
             
         |