NYMEX Light Sweet Crude Oil Future July 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 |
49.70 |
49.31 |
-0.39 |
-0.8% |
48.46 |
| High |
50.21 |
49.60 |
-0.61 |
-1.2% |
50.21 |
| Low |
49.22 |
48.69 |
-0.53 |
-1.1% |
47.40 |
| Close |
49.48 |
49.33 |
-0.15 |
-0.3% |
49.33 |
| Range |
0.99 |
0.91 |
-0.08 |
-8.1% |
2.81 |
| ATR |
1.54 |
1.49 |
-0.04 |
-2.9% |
0.00 |
| Volume |
488,465 |
406,386 |
-82,079 |
-16.8% |
2,396,770 |
|
| Daily Pivots for day following 27-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
51.94 |
51.54 |
49.83 |
|
| R3 |
51.03 |
50.63 |
49.58 |
|
| R2 |
50.12 |
50.12 |
49.50 |
|
| R1 |
49.72 |
49.72 |
49.41 |
49.92 |
| PP |
49.21 |
49.21 |
49.21 |
49.31 |
| S1 |
48.81 |
48.81 |
49.25 |
49.01 |
| S2 |
48.30 |
48.30 |
49.16 |
|
| S3 |
47.39 |
47.90 |
49.08 |
|
| S4 |
46.48 |
46.99 |
48.83 |
|
|
| Weekly Pivots for week ending 27-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
57.41 |
56.18 |
50.88 |
|
| R3 |
54.60 |
53.37 |
50.10 |
|
| R2 |
51.79 |
51.79 |
49.85 |
|
| R1 |
50.56 |
50.56 |
49.59 |
51.18 |
| PP |
48.98 |
48.98 |
48.98 |
49.29 |
| S1 |
47.75 |
47.75 |
49.07 |
48.37 |
| S2 |
46.17 |
46.17 |
48.81 |
|
| S3 |
43.36 |
44.94 |
48.56 |
|
| S4 |
40.55 |
42.13 |
47.78 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
50.21 |
47.40 |
2.81 |
5.7% |
1.15 |
2.3% |
69% |
False |
False |
479,354 |
| 10 |
50.21 |
46.84 |
3.37 |
6.8% |
1.29 |
2.6% |
74% |
False |
False |
466,493 |
| 20 |
50.21 |
43.65 |
6.56 |
13.3% |
1.55 |
3.1% |
87% |
False |
False |
348,951 |
| 40 |
50.21 |
37.50 |
12.71 |
25.8% |
1.63 |
3.3% |
93% |
False |
False |
229,625 |
| 60 |
50.21 |
37.50 |
12.71 |
25.8% |
1.58 |
3.2% |
93% |
False |
False |
167,266 |
| 80 |
50.21 |
33.14 |
17.07 |
34.6% |
1.64 |
3.3% |
95% |
False |
False |
134,658 |
| 100 |
50.21 |
31.61 |
18.60 |
37.7% |
1.72 |
3.5% |
95% |
False |
False |
112,365 |
| 120 |
50.21 |
31.61 |
18.60 |
37.7% |
1.64 |
3.3% |
95% |
False |
False |
95,263 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
53.47 |
|
2.618 |
51.98 |
|
1.618 |
51.07 |
|
1.000 |
50.51 |
|
0.618 |
50.16 |
|
HIGH |
49.60 |
|
0.618 |
49.25 |
|
0.500 |
49.15 |
|
0.382 |
49.04 |
|
LOW |
48.69 |
|
0.618 |
48.13 |
|
1.000 |
47.78 |
|
1.618 |
47.22 |
|
2.618 |
46.31 |
|
4.250 |
44.82 |
|
|
| Fisher Pivots for day following 27-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
49.27 |
49.43 |
| PP |
49.21 |
49.40 |
| S1 |
49.15 |
49.36 |
|