NYMEX Light Sweet Crude Oil Future October 2016
| Trading Metrics calculated at close of trading on 27-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2016 |
27-May-2016 |
Change |
Change % |
Previous Week |
| Open |
50.69 |
50.42 |
-0.27 |
-0.5% |
49.33 |
| High |
51.12 |
50.68 |
-0.44 |
-0.9% |
51.12 |
| Low |
50.26 |
49.77 |
-0.49 |
-1.0% |
48.59 |
| Close |
50.54 |
50.47 |
-0.07 |
-0.1% |
50.47 |
| Range |
0.86 |
0.91 |
0.05 |
5.8% |
2.53 |
| ATR |
1.37 |
1.34 |
-0.03 |
-2.4% |
0.00 |
| Volume |
22,114 |
14,315 |
-7,799 |
-35.3% |
91,548 |
|
| Daily Pivots for day following 27-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
53.04 |
52.66 |
50.97 |
|
| R3 |
52.13 |
51.75 |
50.72 |
|
| R2 |
51.22 |
51.22 |
50.64 |
|
| R1 |
50.84 |
50.84 |
50.55 |
51.03 |
| PP |
50.31 |
50.31 |
50.31 |
50.40 |
| S1 |
49.93 |
49.93 |
50.39 |
50.12 |
| S2 |
49.40 |
49.40 |
50.30 |
|
| S3 |
48.49 |
49.02 |
50.22 |
|
| S4 |
47.58 |
48.11 |
49.97 |
|
|
| Weekly Pivots for week ending 27-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
57.65 |
56.59 |
51.86 |
|
| R3 |
55.12 |
54.06 |
51.17 |
|
| R2 |
52.59 |
52.59 |
50.93 |
|
| R1 |
51.53 |
51.53 |
50.70 |
52.06 |
| PP |
50.06 |
50.06 |
50.06 |
50.33 |
| S1 |
49.00 |
49.00 |
50.24 |
49.53 |
| S2 |
47.53 |
47.53 |
50.01 |
|
| S3 |
45.00 |
46.47 |
49.77 |
|
| S4 |
42.47 |
43.94 |
49.08 |
|
|
| 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% |
0.98 |
1.9% |
74% |
False |
False |
18,309 |
| 10 |
51.12 |
48.20 |
2.92 |
5.8% |
1.13 |
2.2% |
78% |
False |
False |
18,623 |
| 20 |
51.12 |
45.03 |
6.09 |
12.1% |
1.39 |
2.8% |
89% |
False |
False |
20,729 |
| 40 |
51.12 |
39.08 |
12.04 |
23.9% |
1.43 |
2.8% |
95% |
False |
False |
18,775 |
| 60 |
51.12 |
39.08 |
12.04 |
23.9% |
1.37 |
2.7% |
95% |
False |
False |
16,590 |
| 80 |
51.12 |
35.44 |
15.68 |
31.1% |
1.40 |
2.8% |
96% |
False |
False |
15,196 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
54.55 |
|
2.618 |
53.06 |
|
1.618 |
52.15 |
|
1.000 |
51.59 |
|
0.618 |
51.24 |
|
HIGH |
50.68 |
|
0.618 |
50.33 |
|
0.500 |
50.23 |
|
0.382 |
50.12 |
|
LOW |
49.77 |
|
0.618 |
49.21 |
|
1.000 |
48.86 |
|
1.618 |
48.30 |
|
2.618 |
47.39 |
|
4.250 |
45.90 |
|
|
| Fisher Pivots for day following 27-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
50.39 |
50.46 |
| PP |
50.31 |
50.45 |
| S1 |
50.23 |
50.44 |
|