NYMEX Light Sweet Crude Oil Future July 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 |
49.31 |
49.54 |
0.23 |
0.5% |
48.46 |
High |
49.60 |
50.10 |
0.50 |
1.0% |
50.21 |
Low |
48.69 |
48.81 |
0.12 |
0.2% |
47.40 |
Close |
49.33 |
49.10 |
-0.23 |
-0.5% |
49.33 |
Range |
0.91 |
1.29 |
0.38 |
41.8% |
2.81 |
ATR |
1.49 |
1.48 |
-0.01 |
-1.0% |
0.00 |
Volume |
406,386 |
476,988 |
70,602 |
17.4% |
2,396,770 |
|
Daily Pivots for day following 31-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
53.21 |
52.44 |
49.81 |
|
R3 |
51.92 |
51.15 |
49.45 |
|
R2 |
50.63 |
50.63 |
49.34 |
|
R1 |
49.86 |
49.86 |
49.22 |
49.60 |
PP |
49.34 |
49.34 |
49.34 |
49.21 |
S1 |
48.57 |
48.57 |
48.98 |
48.31 |
S2 |
48.05 |
48.05 |
48.86 |
|
S3 |
46.76 |
47.28 |
48.75 |
|
S4 |
45.47 |
45.99 |
48.39 |
|
|
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 |
47.64 |
2.57 |
5.2% |
1.18 |
2.4% |
57% |
False |
False |
479,661 |
10 |
50.21 |
47.26 |
2.95 |
6.0% |
1.24 |
2.5% |
62% |
False |
False |
486,853 |
20 |
50.21 |
43.65 |
6.56 |
13.4% |
1.54 |
3.1% |
83% |
False |
False |
367,493 |
40 |
50.21 |
37.50 |
12.71 |
25.9% |
1.62 |
3.3% |
91% |
False |
False |
239,813 |
60 |
50.21 |
37.50 |
12.71 |
25.9% |
1.57 |
3.2% |
91% |
False |
False |
174,712 |
80 |
50.21 |
33.14 |
17.07 |
34.8% |
1.63 |
3.3% |
93% |
False |
False |
140,154 |
100 |
50.21 |
31.61 |
18.60 |
37.9% |
1.72 |
3.5% |
94% |
False |
False |
117,015 |
120 |
50.21 |
31.61 |
18.60 |
37.9% |
1.63 |
3.3% |
94% |
False |
False |
99,089 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
55.58 |
2.618 |
53.48 |
1.618 |
52.19 |
1.000 |
51.39 |
0.618 |
50.90 |
HIGH |
50.10 |
0.618 |
49.61 |
0.500 |
49.46 |
0.382 |
49.30 |
LOW |
48.81 |
0.618 |
48.01 |
1.000 |
47.52 |
1.618 |
46.72 |
2.618 |
45.43 |
4.250 |
43.33 |
|
|
Fisher Pivots for day following 31-May-2016 |
Pivot |
1 day |
3 day |
R1 |
49.46 |
49.45 |
PP |
49.34 |
49.33 |
S1 |
49.22 |
49.22 |
|