NYMEX Light Sweet Crude Oil Future October 2016
| Trading Metrics calculated at close of trading on 26-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2016 |
26-May-2016 |
Change |
Change % |
Previous Week |
| Open |
50.15 |
50.69 |
0.54 |
1.1% |
48.20 |
| High |
50.80 |
51.12 |
0.32 |
0.6% |
50.59 |
| Low |
49.76 |
50.26 |
0.50 |
1.0% |
48.20 |
| Close |
50.61 |
50.54 |
-0.07 |
-0.1% |
49.53 |
| Range |
1.04 |
0.86 |
-0.18 |
-17.3% |
2.39 |
| ATR |
1.41 |
1.37 |
-0.04 |
-2.8% |
0.00 |
| Volume |
18,617 |
22,114 |
3,497 |
18.8% |
94,683 |
|
| Daily Pivots for day following 26-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
53.22 |
52.74 |
51.01 |
|
| R3 |
52.36 |
51.88 |
50.78 |
|
| R2 |
51.50 |
51.50 |
50.70 |
|
| R1 |
51.02 |
51.02 |
50.62 |
50.83 |
| PP |
50.64 |
50.64 |
50.64 |
50.55 |
| S1 |
50.16 |
50.16 |
50.46 |
49.97 |
| S2 |
49.78 |
49.78 |
50.38 |
|
| S3 |
48.92 |
49.30 |
50.30 |
|
| S4 |
48.06 |
48.44 |
50.07 |
|
|
| 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 |
51.12 |
48.59 |
2.53 |
5.0% |
1.04 |
2.1% |
77% |
True |
False |
18,048 |
| 10 |
51.12 |
47.86 |
3.26 |
6.5% |
1.10 |
2.2% |
82% |
True |
False |
18,841 |
| 20 |
51.12 |
45.03 |
6.09 |
12.0% |
1.41 |
2.8% |
90% |
True |
False |
20,892 |
| 40 |
51.12 |
39.08 |
12.04 |
23.8% |
1.45 |
2.9% |
95% |
True |
False |
18,863 |
| 60 |
51.12 |
39.08 |
12.04 |
23.8% |
1.37 |
2.7% |
95% |
True |
False |
16,555 |
| 80 |
51.12 |
35.44 |
15.68 |
31.0% |
1.42 |
2.8% |
96% |
True |
False |
15,143 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
54.78 |
|
2.618 |
53.37 |
|
1.618 |
52.51 |
|
1.000 |
51.98 |
|
0.618 |
51.65 |
|
HIGH |
51.12 |
|
0.618 |
50.79 |
|
0.500 |
50.69 |
|
0.382 |
50.59 |
|
LOW |
50.26 |
|
0.618 |
49.73 |
|
1.000 |
49.40 |
|
1.618 |
48.87 |
|
2.618 |
48.01 |
|
4.250 |
46.61 |
|
|
| Fisher Pivots for day following 26-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
50.69 |
50.36 |
| PP |
50.64 |
50.17 |
| S1 |
50.59 |
49.99 |
|