NYMEX Light Sweet Crude Oil Future August 2016
| Trading Metrics calculated at close of trading on 26-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2016 |
26-May-2016 |
Change |
Change % |
Previous Week |
| Open |
49.48 |
50.10 |
0.62 |
1.3% |
47.39 |
| High |
50.14 |
50.59 |
0.45 |
0.9% |
49.97 |
| Low |
49.08 |
49.61 |
0.53 |
1.1% |
47.32 |
| Close |
49.96 |
49.88 |
-0.08 |
-0.2% |
48.87 |
| Range |
1.06 |
0.98 |
-0.08 |
-7.5% |
2.65 |
| ATR |
1.53 |
1.49 |
-0.04 |
-2.6% |
0.00 |
| Volume |
104,008 |
91,441 |
-12,567 |
-12.1% |
348,627 |
|
| Daily Pivots for day following 26-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
52.97 |
52.40 |
50.42 |
|
| R3 |
51.99 |
51.42 |
50.15 |
|
| R2 |
51.01 |
51.01 |
50.06 |
|
| R1 |
50.44 |
50.44 |
49.97 |
50.24 |
| PP |
50.03 |
50.03 |
50.03 |
49.92 |
| S1 |
49.46 |
49.46 |
49.79 |
49.26 |
| S2 |
49.05 |
49.05 |
49.70 |
|
| S3 |
48.07 |
48.48 |
49.61 |
|
| S4 |
47.09 |
47.50 |
49.34 |
|
|
| 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 |
50.59 |
47.88 |
2.71 |
5.4% |
1.18 |
2.4% |
74% |
True |
False |
92,727 |
| 10 |
50.59 |
47.02 |
3.57 |
7.2% |
1.23 |
2.5% |
80% |
True |
False |
78,529 |
| 20 |
50.59 |
44.12 |
6.47 |
13.0% |
1.54 |
3.1% |
89% |
True |
False |
72,261 |
| 40 |
50.59 |
38.14 |
12.45 |
25.0% |
1.60 |
3.2% |
94% |
True |
False |
54,109 |
| 60 |
50.59 |
38.14 |
12.45 |
25.0% |
1.52 |
3.1% |
94% |
True |
False |
44,037 |
| 80 |
50.59 |
33.98 |
16.61 |
33.3% |
1.58 |
3.2% |
96% |
True |
False |
38,211 |
| 100 |
50.59 |
32.22 |
18.37 |
36.8% |
1.63 |
3.3% |
96% |
True |
False |
32,921 |
| 120 |
50.59 |
32.22 |
18.37 |
36.8% |
1.55 |
3.1% |
96% |
True |
False |
28,568 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
54.76 |
|
2.618 |
53.16 |
|
1.618 |
52.18 |
|
1.000 |
51.57 |
|
0.618 |
51.20 |
|
HIGH |
50.59 |
|
0.618 |
50.22 |
|
0.500 |
50.10 |
|
0.382 |
49.98 |
|
LOW |
49.61 |
|
0.618 |
49.00 |
|
1.000 |
48.63 |
|
1.618 |
48.02 |
|
2.618 |
47.04 |
|
4.250 |
45.45 |
|
|
| Fisher Pivots for day following 26-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
50.10 |
49.71 |
| PP |
50.03 |
49.53 |
| S1 |
49.95 |
49.36 |
|