NYMEX Light Sweet Crude Oil Future August 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 |
49.76 |
49.97 |
0.21 |
0.4% |
48.86 |
| High |
49.99 |
50.51 |
0.52 |
1.0% |
50.59 |
| Low |
49.09 |
49.23 |
0.14 |
0.3% |
47.88 |
| Close |
49.74 |
49.53 |
-0.21 |
-0.4% |
49.74 |
| Range |
0.90 |
1.28 |
0.38 |
42.2% |
2.71 |
| ATR |
1.45 |
1.44 |
-0.01 |
-0.8% |
0.00 |
| Volume |
71,529 |
89,874 |
18,345 |
25.6% |
455,083 |
|
| Daily Pivots for day following 31-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
53.60 |
52.84 |
50.23 |
|
| R3 |
52.32 |
51.56 |
49.88 |
|
| R2 |
51.04 |
51.04 |
49.76 |
|
| R1 |
50.28 |
50.28 |
49.65 |
50.02 |
| PP |
49.76 |
49.76 |
49.76 |
49.63 |
| S1 |
49.00 |
49.00 |
49.41 |
48.74 |
| S2 |
48.48 |
48.48 |
49.30 |
|
| S3 |
47.20 |
47.72 |
49.18 |
|
| S4 |
45.92 |
46.44 |
48.83 |
|
|
| Weekly Pivots for week ending 27-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
57.53 |
56.35 |
51.23 |
|
| R3 |
54.82 |
53.64 |
50.49 |
|
| R2 |
52.11 |
52.11 |
50.24 |
|
| R1 |
50.93 |
50.93 |
49.99 |
51.52 |
| PP |
49.40 |
49.40 |
49.40 |
49.70 |
| S1 |
48.22 |
48.22 |
49.49 |
48.81 |
| S2 |
46.69 |
46.69 |
49.24 |
|
| S3 |
43.98 |
45.51 |
48.99 |
|
| S4 |
41.27 |
42.80 |
48.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
50.59 |
48.13 |
2.46 |
5.0% |
1.15 |
2.3% |
57% |
False |
False |
91,735 |
| 10 |
50.59 |
47.69 |
2.90 |
5.9% |
1.20 |
2.4% |
63% |
False |
False |
83,209 |
| 20 |
50.59 |
44.12 |
6.47 |
13.1% |
1.50 |
3.0% |
84% |
False |
False |
75,626 |
| 40 |
50.59 |
38.14 |
12.45 |
25.1% |
1.58 |
3.2% |
91% |
False |
False |
56,750 |
| 60 |
50.59 |
38.14 |
12.45 |
25.1% |
1.51 |
3.1% |
91% |
False |
False |
45,958 |
| 80 |
50.59 |
33.98 |
16.61 |
33.5% |
1.56 |
3.2% |
94% |
False |
False |
39,688 |
| 100 |
50.59 |
32.22 |
18.37 |
37.1% |
1.62 |
3.3% |
94% |
False |
False |
34,419 |
| 120 |
50.59 |
32.22 |
18.37 |
37.1% |
1.54 |
3.1% |
94% |
False |
False |
29,705 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
55.95 |
|
2.618 |
53.86 |
|
1.618 |
52.58 |
|
1.000 |
51.79 |
|
0.618 |
51.30 |
|
HIGH |
50.51 |
|
0.618 |
50.02 |
|
0.500 |
49.87 |
|
0.382 |
49.72 |
|
LOW |
49.23 |
|
0.618 |
48.44 |
|
1.000 |
47.95 |
|
1.618 |
47.16 |
|
2.618 |
45.88 |
|
4.250 |
43.79 |
|
|
| Fisher Pivots for day following 31-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
49.87 |
49.84 |
| PP |
49.76 |
49.74 |
| S1 |
49.64 |
49.63 |
|