NYMEX Light Sweet Crude Oil Future September 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 |
49.31 |
48.93 |
-0.38 |
-0.8% |
47.76 |
| High |
49.31 |
49.96 |
0.65 |
1.3% |
50.30 |
| Low |
48.25 |
48.50 |
0.25 |
0.5% |
47.76 |
| Close |
48.95 |
49.41 |
0.46 |
0.9% |
49.22 |
| Range |
1.06 |
1.46 |
0.40 |
37.7% |
2.54 |
| ATR |
1.52 |
1.52 |
0.00 |
-0.3% |
0.00 |
| Volume |
34,244 |
55,450 |
21,206 |
61.9% |
197,074 |
|
| Daily Pivots for day following 24-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
53.67 |
53.00 |
50.21 |
|
| R3 |
52.21 |
51.54 |
49.81 |
|
| R2 |
50.75 |
50.75 |
49.68 |
|
| R1 |
50.08 |
50.08 |
49.54 |
50.42 |
| PP |
49.29 |
49.29 |
49.29 |
49.46 |
| S1 |
48.62 |
48.62 |
49.28 |
48.96 |
| S2 |
47.83 |
47.83 |
49.14 |
|
| S3 |
46.37 |
47.16 |
49.01 |
|
| S4 |
44.91 |
45.70 |
48.61 |
|
|
| 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% |
1.29 |
2.6% |
60% |
False |
False |
39,337 |
| 10 |
50.30 |
45.59 |
4.71 |
9.5% |
1.35 |
2.7% |
81% |
False |
False |
43,403 |
| 20 |
50.30 |
44.53 |
5.77 |
11.7% |
1.53 |
3.1% |
85% |
False |
False |
42,110 |
| 40 |
50.30 |
38.67 |
11.63 |
23.5% |
1.57 |
3.2% |
92% |
False |
False |
39,098 |
| 60 |
50.30 |
38.62 |
11.68 |
23.6% |
1.49 |
3.0% |
92% |
False |
False |
35,816 |
| 80 |
50.30 |
34.69 |
15.61 |
31.6% |
1.56 |
3.2% |
94% |
False |
False |
33,214 |
| 100 |
50.30 |
32.85 |
17.45 |
35.3% |
1.62 |
3.3% |
95% |
False |
False |
29,350 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
56.17 |
|
2.618 |
53.78 |
|
1.618 |
52.32 |
|
1.000 |
51.42 |
|
0.618 |
50.86 |
|
HIGH |
49.96 |
|
0.618 |
49.40 |
|
0.500 |
49.23 |
|
0.382 |
49.06 |
|
LOW |
48.50 |
|
0.618 |
47.60 |
|
1.000 |
47.04 |
|
1.618 |
46.14 |
|
2.618 |
44.68 |
|
4.250 |
42.30 |
|
|
| Fisher Pivots for day following 24-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
49.35 |
49.31 |
| PP |
49.29 |
49.22 |
| S1 |
49.23 |
49.12 |
|