NYMEX Light Sweet Crude Oil Future September 2016
| Trading Metrics calculated at close of trading on 25-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2016 |
25-May-2016 |
Change |
Change % |
Previous Week |
| Open |
48.93 |
49.80 |
0.87 |
1.8% |
47.76 |
| High |
49.96 |
50.50 |
0.54 |
1.1% |
50.30 |
| Low |
48.50 |
49.45 |
0.95 |
2.0% |
47.76 |
| Close |
49.41 |
50.31 |
0.90 |
1.8% |
49.22 |
| Range |
1.46 |
1.05 |
-0.41 |
-28.1% |
2.54 |
| ATR |
1.52 |
1.49 |
-0.03 |
-2.0% |
0.00 |
| Volume |
55,450 |
47,783 |
-7,667 |
-13.8% |
197,074 |
|
| Daily Pivots for day following 25-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
53.24 |
52.82 |
50.89 |
|
| R3 |
52.19 |
51.77 |
50.60 |
|
| R2 |
51.14 |
51.14 |
50.50 |
|
| R1 |
50.72 |
50.72 |
50.41 |
50.93 |
| PP |
50.09 |
50.09 |
50.09 |
50.19 |
| S1 |
49.67 |
49.67 |
50.21 |
49.88 |
| S2 |
49.04 |
49.04 |
50.12 |
|
| S3 |
47.99 |
48.62 |
50.02 |
|
| S4 |
46.94 |
47.57 |
49.73 |
|
|
| 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 |
50.50 |
48.05 |
2.45 |
4.9% |
1.26 |
2.5% |
92% |
True |
False |
40,482 |
| 10 |
50.50 |
47.23 |
3.27 |
6.5% |
1.21 |
2.4% |
94% |
True |
False |
42,552 |
| 20 |
50.50 |
44.53 |
5.97 |
11.9% |
1.49 |
3.0% |
97% |
True |
False |
42,673 |
| 40 |
50.50 |
38.67 |
11.83 |
23.5% |
1.57 |
3.1% |
98% |
True |
False |
39,747 |
| 60 |
50.50 |
38.62 |
11.88 |
23.6% |
1.49 |
3.0% |
98% |
True |
False |
36,103 |
| 80 |
50.50 |
34.69 |
15.81 |
31.4% |
1.55 |
3.1% |
99% |
True |
False |
33,470 |
| 100 |
50.50 |
32.85 |
17.65 |
35.1% |
1.61 |
3.2% |
99% |
True |
False |
29,768 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
54.96 |
|
2.618 |
53.25 |
|
1.618 |
52.20 |
|
1.000 |
51.55 |
|
0.618 |
51.15 |
|
HIGH |
50.50 |
|
0.618 |
50.10 |
|
0.500 |
49.98 |
|
0.382 |
49.85 |
|
LOW |
49.45 |
|
0.618 |
48.80 |
|
1.000 |
48.40 |
|
1.618 |
47.75 |
|
2.618 |
46.70 |
|
4.250 |
44.99 |
|
|
| Fisher Pivots for day following 25-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
50.20 |
50.00 |
| PP |
50.09 |
49.69 |
| S1 |
49.98 |
49.38 |
|