NYMEX Light Sweet Crude Oil Future September 2016
| Trading Metrics calculated at close of trading on 23-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2016 |
23-May-2016 |
Change |
Change % |
Previous Week |
| Open |
49.47 |
49.31 |
-0.16 |
-0.3% |
47.76 |
| High |
49.99 |
49.31 |
-0.68 |
-1.4% |
50.30 |
| Low |
48.72 |
48.25 |
-0.47 |
-1.0% |
47.76 |
| Close |
49.22 |
48.95 |
-0.27 |
-0.5% |
49.22 |
| Range |
1.27 |
1.06 |
-0.21 |
-16.5% |
2.54 |
| ATR |
1.56 |
1.52 |
-0.04 |
-2.3% |
0.00 |
| Volume |
33,019 |
34,244 |
1,225 |
3.7% |
197,074 |
|
| Daily Pivots for day following 23-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
52.02 |
51.54 |
49.53 |
|
| R3 |
50.96 |
50.48 |
49.24 |
|
| R2 |
49.90 |
49.90 |
49.14 |
|
| R1 |
49.42 |
49.42 |
49.05 |
49.13 |
| PP |
48.84 |
48.84 |
48.84 |
48.69 |
| S1 |
48.36 |
48.36 |
48.85 |
48.07 |
| S2 |
47.78 |
47.78 |
48.76 |
|
| S3 |
46.72 |
47.30 |
48.66 |
|
| S4 |
45.66 |
46.24 |
48.37 |
|
|
| Weekly Pivots for week ending 20-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
56.71 |
55.51 |
50.62 |
|
| R3 |
54.17 |
52.97 |
49.92 |
|
| R2 |
51.63 |
51.63 |
49.69 |
|
| R1 |
50.43 |
50.43 |
49.45 |
51.03 |
| PP |
49.09 |
49.09 |
49.09 |
49.40 |
| S1 |
47.89 |
47.89 |
48.99 |
48.49 |
| S2 |
46.55 |
46.55 |
48.75 |
|
| S3 |
44.01 |
45.35 |
48.52 |
|
| S4 |
41.47 |
42.81 |
47.82 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
50.30 |
48.05 |
2.25 |
4.6% |
1.21 |
2.5% |
40% |
False |
False |
37,353 |
| 10 |
50.30 |
44.53 |
5.77 |
11.8% |
1.39 |
2.8% |
77% |
False |
False |
42,398 |
| 20 |
50.30 |
44.51 |
5.79 |
11.8% |
1.55 |
3.2% |
77% |
False |
False |
40,673 |
| 40 |
50.30 |
38.67 |
11.63 |
23.8% |
1.57 |
3.2% |
88% |
False |
False |
38,173 |
| 60 |
50.30 |
37.78 |
12.52 |
25.6% |
1.49 |
3.0% |
89% |
False |
False |
35,260 |
| 80 |
50.30 |
34.69 |
15.61 |
31.9% |
1.56 |
3.2% |
91% |
False |
False |
32,854 |
| 100 |
50.30 |
32.85 |
17.45 |
35.6% |
1.61 |
3.3% |
92% |
False |
False |
28,837 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
53.82 |
|
2.618 |
52.09 |
|
1.618 |
51.03 |
|
1.000 |
50.37 |
|
0.618 |
49.97 |
|
HIGH |
49.31 |
|
0.618 |
48.91 |
|
0.500 |
48.78 |
|
0.382 |
48.65 |
|
LOW |
48.25 |
|
0.618 |
47.59 |
|
1.000 |
47.19 |
|
1.618 |
46.53 |
|
2.618 |
45.47 |
|
4.250 |
43.75 |
|
|
| Fisher Pivots for day following 23-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
48.89 |
49.02 |
| PP |
48.84 |
49.00 |
| S1 |
48.78 |
48.97 |
|