NYMEX Light Sweet Crude Oil Future November 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 |
50.76 |
50.54 |
-0.22 |
-0.4% |
49.74 |
| High |
50.96 |
51.46 |
0.50 |
1.0% |
51.42 |
| Low |
50.09 |
50.30 |
0.21 |
0.4% |
48.88 |
| Close |
50.81 |
50.60 |
-0.21 |
-0.4% |
50.81 |
| Range |
0.87 |
1.16 |
0.29 |
33.3% |
2.54 |
| ATR |
1.26 |
1.25 |
-0.01 |
-0.6% |
0.00 |
| Volume |
7,181 |
8,504 |
1,323 |
18.4% |
71,467 |
|
| Daily Pivots for day following 31-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
54.27 |
53.59 |
51.24 |
|
| R3 |
53.11 |
52.43 |
50.92 |
|
| R2 |
51.95 |
51.95 |
50.81 |
|
| R1 |
51.27 |
51.27 |
50.71 |
51.61 |
| PP |
50.79 |
50.79 |
50.79 |
50.96 |
| S1 |
50.11 |
50.11 |
50.49 |
50.45 |
| S2 |
49.63 |
49.63 |
50.39 |
|
| S3 |
48.47 |
48.95 |
50.28 |
|
| S4 |
47.31 |
47.79 |
49.96 |
|
|
| 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 |
51.46 |
49.17 |
2.29 |
4.5% |
1.03 |
2.0% |
62% |
True |
False |
13,052 |
| 10 |
51.46 |
48.70 |
2.76 |
5.5% |
1.06 |
2.1% |
69% |
True |
False |
12,731 |
| 20 |
51.46 |
45.26 |
6.20 |
12.3% |
1.31 |
2.6% |
86% |
True |
False |
15,668 |
| 40 |
51.46 |
39.40 |
12.06 |
23.8% |
1.33 |
2.6% |
93% |
True |
False |
14,221 |
| 60 |
51.46 |
39.40 |
12.06 |
23.8% |
1.25 |
2.5% |
93% |
True |
False |
12,636 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
56.39 |
|
2.618 |
54.50 |
|
1.618 |
53.34 |
|
1.000 |
52.62 |
|
0.618 |
52.18 |
|
HIGH |
51.46 |
|
0.618 |
51.02 |
|
0.500 |
50.88 |
|
0.382 |
50.74 |
|
LOW |
50.30 |
|
0.618 |
49.58 |
|
1.000 |
49.14 |
|
1.618 |
48.42 |
|
2.618 |
47.26 |
|
4.250 |
45.37 |
|
|
| Fisher Pivots for day following 31-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
50.88 |
50.78 |
| PP |
50.79 |
50.72 |
| S1 |
50.69 |
50.66 |
|