NYMEX Light Sweet Crude Oil Future November 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 |
49.17 |
50.36 |
1.19 |
2.4% |
48.53 |
High |
50.48 |
51.07 |
0.59 |
1.2% |
50.76 |
Low |
49.17 |
50.06 |
0.89 |
1.8% |
48.53 |
Close |
50.03 |
50.91 |
0.88 |
1.8% |
49.83 |
Range |
1.31 |
1.01 |
-0.30 |
-22.9% |
2.23 |
ATR |
1.35 |
1.33 |
-0.02 |
-1.6% |
0.00 |
Volume |
21,382 |
13,478 |
-7,904 |
-37.0% |
69,181 |
|
Daily Pivots for day following 25-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
53.71 |
53.32 |
51.47 |
|
R3 |
52.70 |
52.31 |
51.19 |
|
R2 |
51.69 |
51.69 |
51.10 |
|
R1 |
51.30 |
51.30 |
51.00 |
51.50 |
PP |
50.68 |
50.68 |
50.68 |
50.78 |
S1 |
50.29 |
50.29 |
50.82 |
50.49 |
S2 |
49.67 |
49.67 |
50.72 |
|
S3 |
48.66 |
49.28 |
50.63 |
|
S4 |
47.65 |
48.27 |
50.35 |
|
|
Weekly Pivots for week ending 20-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
56.40 |
55.34 |
51.06 |
|
R3 |
54.17 |
53.11 |
50.44 |
|
R2 |
51.94 |
51.94 |
50.24 |
|
R1 |
50.88 |
50.88 |
50.03 |
51.41 |
PP |
49.71 |
49.71 |
49.71 |
49.97 |
S1 |
48.65 |
48.65 |
49.63 |
49.18 |
S2 |
47.48 |
47.48 |
49.42 |
|
S3 |
45.25 |
46.42 |
49.22 |
|
S4 |
43.02 |
44.19 |
48.60 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
51.07 |
48.70 |
2.37 |
4.7% |
1.14 |
2.2% |
93% |
True |
False |
13,653 |
10 |
51.07 |
47.97 |
3.10 |
6.1% |
1.07 |
2.1% |
95% |
True |
False |
14,729 |
20 |
51.07 |
45.26 |
5.81 |
11.4% |
1.34 |
2.6% |
97% |
True |
False |
15,788 |
40 |
51.07 |
39.40 |
11.67 |
22.9% |
1.35 |
2.7% |
99% |
True |
False |
14,155 |
60 |
51.07 |
39.40 |
11.67 |
22.9% |
1.25 |
2.5% |
99% |
True |
False |
12,496 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
55.36 |
2.618 |
53.71 |
1.618 |
52.70 |
1.000 |
52.08 |
0.618 |
51.69 |
HIGH |
51.07 |
0.618 |
50.68 |
0.500 |
50.57 |
0.382 |
50.45 |
LOW |
50.06 |
0.618 |
49.44 |
1.000 |
49.05 |
1.618 |
48.43 |
2.618 |
47.42 |
4.250 |
45.77 |
|
|
Fisher Pivots for day following 25-May-2016 |
Pivot |
1 day |
3 day |
R1 |
50.80 |
50.60 |
PP |
50.68 |
50.29 |
S1 |
50.57 |
49.98 |
|