NYMEX Light Sweet Crude Oil Future July 2016
| Trading Metrics calculated at close of trading on 25-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2016 |
25-May-2016 |
Change |
Change % |
Previous Week |
| Open |
48.08 |
49.09 |
1.01 |
2.1% |
46.96 |
| High |
49.27 |
49.75 |
0.48 |
1.0% |
49.56 |
| Low |
47.64 |
48.65 |
1.01 |
2.1% |
46.84 |
| Close |
48.62 |
49.56 |
0.94 |
1.9% |
48.41 |
| Range |
1.63 |
1.10 |
-0.53 |
-32.5% |
2.72 |
| ATR |
1.61 |
1.58 |
-0.03 |
-2.1% |
0.00 |
| Volume |
475,965 |
550,501 |
74,536 |
15.7% |
2,268,169 |
|
| Daily Pivots for day following 25-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
52.62 |
52.19 |
50.17 |
|
| R3 |
51.52 |
51.09 |
49.86 |
|
| R2 |
50.42 |
50.42 |
49.76 |
|
| R1 |
49.99 |
49.99 |
49.66 |
50.21 |
| PP |
49.32 |
49.32 |
49.32 |
49.43 |
| S1 |
48.89 |
48.89 |
49.46 |
49.11 |
| S2 |
48.22 |
48.22 |
49.36 |
|
| S3 |
47.12 |
47.79 |
49.26 |
|
| S4 |
46.02 |
46.69 |
48.96 |
|
|
| Weekly Pivots for week ending 20-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
56.43 |
55.14 |
49.91 |
|
| R3 |
53.71 |
52.42 |
49.16 |
|
| R2 |
50.99 |
50.99 |
48.91 |
|
| R1 |
49.70 |
49.70 |
48.66 |
50.35 |
| PP |
48.27 |
48.27 |
48.27 |
48.59 |
| S1 |
46.98 |
46.98 |
48.16 |
47.63 |
| S2 |
45.55 |
45.55 |
47.91 |
|
| S3 |
42.83 |
44.26 |
47.66 |
|
| S4 |
40.11 |
41.54 |
46.91 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
49.75 |
47.26 |
2.49 |
5.0% |
1.34 |
2.7% |
92% |
True |
False |
532,143 |
| 10 |
49.75 |
46.34 |
3.41 |
6.9% |
1.32 |
2.7% |
94% |
True |
False |
424,139 |
| 20 |
49.75 |
43.65 |
6.10 |
12.3% |
1.59 |
3.2% |
97% |
True |
False |
316,431 |
| 40 |
49.75 |
37.50 |
12.25 |
24.7% |
1.66 |
3.3% |
98% |
True |
False |
209,853 |
| 60 |
49.75 |
37.32 |
12.43 |
25.1% |
1.59 |
3.2% |
98% |
True |
False |
153,647 |
| 80 |
49.75 |
33.14 |
16.61 |
33.5% |
1.67 |
3.4% |
99% |
True |
False |
124,338 |
| 100 |
49.75 |
31.61 |
18.14 |
36.6% |
1.74 |
3.5% |
99% |
True |
False |
103,658 |
| 120 |
49.75 |
31.61 |
18.14 |
36.6% |
1.65 |
3.3% |
99% |
True |
False |
87,930 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
54.43 |
|
2.618 |
52.63 |
|
1.618 |
51.53 |
|
1.000 |
50.85 |
|
0.618 |
50.43 |
|
HIGH |
49.75 |
|
0.618 |
49.33 |
|
0.500 |
49.20 |
|
0.382 |
49.07 |
|
LOW |
48.65 |
|
0.618 |
47.97 |
|
1.000 |
47.55 |
|
1.618 |
46.87 |
|
2.618 |
45.77 |
|
4.250 |
43.98 |
|
|
| Fisher Pivots for day following 25-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
49.44 |
49.23 |
| PP |
49.32 |
48.90 |
| S1 |
49.20 |
48.58 |
|