NYMEX Light Sweet Crude Oil Future August 2016
| Trading Metrics calculated at close of trading on 24-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2016 |
24-May-2016 |
Change |
Change % |
Previous Week |
| Open |
48.86 |
48.57 |
-0.29 |
-0.6% |
47.39 |
| High |
48.93 |
49.65 |
0.72 |
1.5% |
49.97 |
| Low |
47.88 |
48.13 |
0.25 |
0.5% |
47.32 |
| Close |
48.57 |
49.06 |
0.49 |
1.0% |
48.87 |
| Range |
1.05 |
1.52 |
0.47 |
44.8% |
2.65 |
| ATR |
1.57 |
1.57 |
0.00 |
-0.2% |
0.00 |
| Volume |
86,278 |
101,827 |
15,549 |
18.0% |
348,627 |
|
| Daily Pivots for day following 24-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
53.51 |
52.80 |
49.90 |
|
| R3 |
51.99 |
51.28 |
49.48 |
|
| R2 |
50.47 |
50.47 |
49.34 |
|
| R1 |
49.76 |
49.76 |
49.20 |
50.12 |
| PP |
48.95 |
48.95 |
48.95 |
49.12 |
| S1 |
48.24 |
48.24 |
48.92 |
48.60 |
| S2 |
47.43 |
47.43 |
48.78 |
|
| S3 |
45.91 |
46.72 |
48.64 |
|
| S4 |
44.39 |
45.20 |
48.22 |
|
|
| Weekly Pivots for week ending 20-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
56.67 |
55.42 |
50.33 |
|
| R3 |
54.02 |
52.77 |
49.60 |
|
| R2 |
51.37 |
51.37 |
49.36 |
|
| R1 |
50.12 |
50.12 |
49.11 |
50.75 |
| PP |
48.72 |
48.72 |
48.72 |
49.03 |
| S1 |
47.47 |
47.47 |
48.63 |
48.10 |
| S2 |
46.07 |
46.07 |
48.38 |
|
| S3 |
43.42 |
44.82 |
48.14 |
|
| S4 |
40.77 |
42.17 |
47.41 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
49.97 |
47.69 |
2.28 |
4.6% |
1.32 |
2.7% |
60% |
False |
False |
83,520 |
| 10 |
49.97 |
45.13 |
4.84 |
9.9% |
1.41 |
2.9% |
81% |
False |
False |
75,127 |
| 20 |
49.97 |
44.12 |
5.85 |
11.9% |
1.58 |
3.2% |
84% |
False |
False |
66,364 |
| 40 |
49.97 |
38.14 |
11.83 |
24.1% |
1.62 |
3.3% |
92% |
False |
False |
50,437 |
| 60 |
49.97 |
38.00 |
11.97 |
24.4% |
1.53 |
3.1% |
92% |
False |
False |
41,536 |
| 80 |
49.97 |
33.98 |
15.99 |
32.6% |
1.60 |
3.3% |
94% |
False |
False |
36,327 |
| 100 |
49.97 |
32.22 |
17.75 |
36.2% |
1.64 |
3.3% |
95% |
False |
False |
31,069 |
| 120 |
49.97 |
32.22 |
17.75 |
36.2% |
1.55 |
3.2% |
95% |
False |
False |
27,014 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
56.11 |
|
2.618 |
53.63 |
|
1.618 |
52.11 |
|
1.000 |
51.17 |
|
0.618 |
50.59 |
|
HIGH |
49.65 |
|
0.618 |
49.07 |
|
0.500 |
48.89 |
|
0.382 |
48.71 |
|
LOW |
48.13 |
|
0.618 |
47.19 |
|
1.000 |
46.61 |
|
1.618 |
45.67 |
|
2.618 |
44.15 |
|
4.250 |
41.67 |
|
|
| Fisher Pivots for day following 24-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
49.00 |
48.97 |
| PP |
48.95 |
48.87 |
| S1 |
48.89 |
48.78 |
|