NYMEX Light Sweet Crude Oil Future November 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 |
50.36 |
50.94 |
0.58 |
1.2% |
48.53 |
High |
51.07 |
51.42 |
0.35 |
0.7% |
50.76 |
Low |
50.06 |
50.60 |
0.54 |
1.1% |
48.53 |
Close |
50.91 |
50.86 |
-0.05 |
-0.1% |
49.83 |
Range |
1.01 |
0.82 |
-0.19 |
-18.8% |
2.23 |
ATR |
1.33 |
1.29 |
-0.04 |
-2.7% |
0.00 |
Volume |
13,478 |
14,716 |
1,238 |
9.2% |
69,181 |
|
Daily Pivots for day following 26-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
53.42 |
52.96 |
51.31 |
|
R3 |
52.60 |
52.14 |
51.09 |
|
R2 |
51.78 |
51.78 |
51.01 |
|
R1 |
51.32 |
51.32 |
50.94 |
51.14 |
PP |
50.96 |
50.96 |
50.96 |
50.87 |
S1 |
50.50 |
50.50 |
50.78 |
50.32 |
S2 |
50.14 |
50.14 |
50.71 |
|
S3 |
49.32 |
49.68 |
50.63 |
|
S4 |
48.50 |
48.86 |
50.41 |
|
|
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 |
51.42 |
48.88 |
2.54 |
5.0% |
1.03 |
2.0% |
78% |
True |
False |
15,079 |
10 |
51.42 |
48.31 |
3.11 |
6.1% |
1.05 |
2.1% |
82% |
True |
False |
14,565 |
20 |
51.42 |
45.26 |
6.16 |
12.1% |
1.34 |
2.6% |
91% |
True |
False |
16,198 |
40 |
51.42 |
39.40 |
12.02 |
23.6% |
1.35 |
2.6% |
95% |
True |
False |
14,359 |
60 |
51.42 |
39.40 |
12.02 |
23.6% |
1.25 |
2.5% |
95% |
True |
False |
12,636 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
54.91 |
2.618 |
53.57 |
1.618 |
52.75 |
1.000 |
52.24 |
0.618 |
51.93 |
HIGH |
51.42 |
0.618 |
51.11 |
0.500 |
51.01 |
0.382 |
50.91 |
LOW |
50.60 |
0.618 |
50.09 |
1.000 |
49.78 |
1.618 |
49.27 |
2.618 |
48.45 |
4.250 |
47.12 |
|
|
Fisher Pivots for day following 26-May-2016 |
Pivot |
1 day |
3 day |
R1 |
51.01 |
50.67 |
PP |
50.96 |
50.48 |
S1 |
50.91 |
50.30 |
|