NYMEX Light Sweet Crude Oil Future October 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 |
49.26 |
50.15 |
0.89 |
1.8% |
48.20 |
High |
50.19 |
50.80 |
0.61 |
1.2% |
50.59 |
Low |
48.85 |
49.76 |
0.91 |
1.9% |
48.20 |
Close |
49.72 |
50.61 |
0.89 |
1.8% |
49.53 |
Range |
1.34 |
1.04 |
-0.30 |
-22.4% |
2.39 |
ATR |
1.44 |
1.41 |
-0.03 |
-1.8% |
0.00 |
Volume |
22,303 |
18,617 |
-3,686 |
-16.5% |
94,683 |
|
Daily Pivots for day following 25-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
53.51 |
53.10 |
51.18 |
|
R3 |
52.47 |
52.06 |
50.90 |
|
R2 |
51.43 |
51.43 |
50.80 |
|
R1 |
51.02 |
51.02 |
50.71 |
51.23 |
PP |
50.39 |
50.39 |
50.39 |
50.49 |
S1 |
49.98 |
49.98 |
50.51 |
50.19 |
S2 |
49.35 |
49.35 |
50.42 |
|
S3 |
48.31 |
48.94 |
50.32 |
|
S4 |
47.27 |
47.90 |
50.04 |
|
|
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 |
50.80 |
48.39 |
2.41 |
4.8% |
1.14 |
2.3% |
92% |
True |
False |
15,878 |
10 |
50.80 |
47.61 |
3.19 |
6.3% |
1.13 |
2.2% |
94% |
True |
False |
18,935 |
20 |
50.80 |
45.03 |
5.77 |
11.4% |
1.42 |
2.8% |
97% |
True |
False |
20,452 |
40 |
50.80 |
39.08 |
11.72 |
23.2% |
1.46 |
2.9% |
98% |
True |
False |
18,536 |
60 |
50.80 |
39.08 |
11.72 |
23.2% |
1.37 |
2.7% |
98% |
True |
False |
16,365 |
80 |
50.80 |
35.44 |
15.36 |
30.3% |
1.42 |
2.8% |
99% |
True |
False |
14,959 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
55.22 |
2.618 |
53.52 |
1.618 |
52.48 |
1.000 |
51.84 |
0.618 |
51.44 |
HIGH |
50.80 |
0.618 |
50.40 |
0.500 |
50.28 |
0.382 |
50.16 |
LOW |
49.76 |
0.618 |
49.12 |
1.000 |
48.72 |
1.618 |
48.08 |
2.618 |
47.04 |
4.250 |
45.34 |
|
|
Fisher Pivots for day following 25-May-2016 |
Pivot |
1 day |
3 day |
R1 |
50.50 |
50.31 |
PP |
50.39 |
50.00 |
S1 |
50.28 |
49.70 |
|