NYMEX Light Sweet Crude Oil Future November 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 |
50.94 |
50.76 |
-0.18 |
-0.4% |
49.74 |
High |
51.42 |
50.96 |
-0.46 |
-0.9% |
51.42 |
Low |
50.60 |
50.09 |
-0.51 |
-1.0% |
48.88 |
Close |
50.86 |
50.81 |
-0.05 |
-0.1% |
50.81 |
Range |
0.82 |
0.87 |
0.05 |
6.1% |
2.54 |
ATR |
1.29 |
1.26 |
-0.03 |
-2.3% |
0.00 |
Volume |
14,716 |
7,181 |
-7,535 |
-51.2% |
71,467 |
|
Daily Pivots for day following 27-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
53.23 |
52.89 |
51.29 |
|
R3 |
52.36 |
52.02 |
51.05 |
|
R2 |
51.49 |
51.49 |
50.97 |
|
R1 |
51.15 |
51.15 |
50.89 |
51.32 |
PP |
50.62 |
50.62 |
50.62 |
50.71 |
S1 |
50.28 |
50.28 |
50.73 |
50.45 |
S2 |
49.75 |
49.75 |
50.65 |
|
S3 |
48.88 |
49.41 |
50.57 |
|
S4 |
48.01 |
48.54 |
50.33 |
|
|
Weekly Pivots for week ending 27-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
57.99 |
56.94 |
52.21 |
|
R3 |
55.45 |
54.40 |
51.51 |
|
R2 |
52.91 |
52.91 |
51.28 |
|
R1 |
51.86 |
51.86 |
51.04 |
52.39 |
PP |
50.37 |
50.37 |
50.37 |
50.63 |
S1 |
49.32 |
49.32 |
50.58 |
49.85 |
S2 |
47.83 |
47.83 |
50.34 |
|
S3 |
45.29 |
46.78 |
50.11 |
|
S4 |
42.75 |
44.24 |
49.41 |
|
|
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% |
0.97 |
1.9% |
76% |
False |
False |
14,293 |
10 |
51.42 |
48.53 |
2.89 |
5.7% |
1.08 |
2.1% |
79% |
False |
False |
14,064 |
20 |
51.42 |
45.26 |
6.16 |
12.1% |
1.32 |
2.6% |
90% |
False |
False |
15,956 |
40 |
51.42 |
39.40 |
12.02 |
23.7% |
1.33 |
2.6% |
95% |
False |
False |
14,274 |
60 |
51.42 |
39.40 |
12.02 |
23.7% |
1.26 |
2.5% |
95% |
False |
False |
12,601 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
54.66 |
2.618 |
53.24 |
1.618 |
52.37 |
1.000 |
51.83 |
0.618 |
51.50 |
HIGH |
50.96 |
0.618 |
50.63 |
0.500 |
50.53 |
0.382 |
50.42 |
LOW |
50.09 |
0.618 |
49.55 |
1.000 |
49.22 |
1.618 |
48.68 |
2.618 |
47.81 |
4.250 |
46.39 |
|
|
Fisher Pivots for day following 27-May-2016 |
Pivot |
1 day |
3 day |
R1 |
50.72 |
50.79 |
PP |
50.62 |
50.76 |
S1 |
50.53 |
50.74 |
|