NYMEX Light Sweet Crude Oil Future October 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 |
49.33 |
49.26 |
-0.07 |
-0.1% |
48.20 |
High |
49.36 |
50.19 |
0.83 |
1.7% |
50.59 |
Low |
48.59 |
48.85 |
0.26 |
0.5% |
48.20 |
Close |
49.28 |
49.72 |
0.44 |
0.9% |
49.53 |
Range |
0.77 |
1.34 |
0.57 |
74.0% |
2.39 |
ATR |
1.45 |
1.44 |
-0.01 |
-0.5% |
0.00 |
Volume |
14,199 |
22,303 |
8,104 |
57.1% |
94,683 |
|
Daily Pivots for day following 24-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
53.61 |
53.00 |
50.46 |
|
R3 |
52.27 |
51.66 |
50.09 |
|
R2 |
50.93 |
50.93 |
49.97 |
|
R1 |
50.32 |
50.32 |
49.84 |
50.63 |
PP |
49.59 |
49.59 |
49.59 |
49.74 |
S1 |
48.98 |
48.98 |
49.60 |
49.29 |
S2 |
48.25 |
48.25 |
49.47 |
|
S3 |
46.91 |
47.64 |
49.35 |
|
S4 |
45.57 |
46.30 |
48.98 |
|
|
Weekly Pivots for week ending 20-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
56.61 |
55.46 |
50.84 |
|
R3 |
54.22 |
53.07 |
50.19 |
|
R2 |
51.83 |
51.83 |
49.97 |
|
R1 |
50.68 |
50.68 |
49.75 |
51.26 |
PP |
49.44 |
49.44 |
49.44 |
49.73 |
S1 |
48.29 |
48.29 |
49.31 |
48.87 |
S2 |
47.05 |
47.05 |
49.09 |
|
S3 |
44.66 |
45.90 |
48.87 |
|
S4 |
42.27 |
43.51 |
48.22 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
50.59 |
48.39 |
2.20 |
4.4% |
1.17 |
2.4% |
60% |
False |
False |
16,446 |
10 |
50.59 |
45.98 |
4.61 |
9.3% |
1.27 |
2.6% |
81% |
False |
False |
20,167 |
20 |
50.59 |
45.03 |
5.56 |
11.2% |
1.46 |
2.9% |
84% |
False |
False |
20,244 |
40 |
50.59 |
39.08 |
11.51 |
23.1% |
1.47 |
2.9% |
92% |
False |
False |
18,301 |
60 |
50.59 |
39.08 |
11.51 |
23.1% |
1.37 |
2.8% |
92% |
False |
False |
16,235 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
55.89 |
2.618 |
53.70 |
1.618 |
52.36 |
1.000 |
51.53 |
0.618 |
51.02 |
HIGH |
50.19 |
0.618 |
49.68 |
0.500 |
49.52 |
0.382 |
49.36 |
LOW |
48.85 |
0.618 |
48.02 |
1.000 |
47.51 |
1.618 |
46.68 |
2.618 |
45.34 |
4.250 |
43.16 |
|
|
Fisher Pivots for day following 24-May-2016 |
Pivot |
1 day |
3 day |
R1 |
49.65 |
49.61 |
PP |
49.59 |
49.50 |
S1 |
49.52 |
49.40 |
|