NYMEX Light Sweet Crude Oil Future June 2016
Trading Metrics calculated at close of trading on 06-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2016 |
06-May-2016 |
Change |
Change % |
Previous Week |
Open |
44.04 |
44.52 |
0.48 |
1.1% |
45.90 |
High |
46.07 |
45.34 |
-0.73 |
-1.6% |
46.15 |
Low |
43.96 |
43.54 |
-0.42 |
-1.0% |
43.22 |
Close |
44.32 |
44.66 |
0.34 |
0.8% |
44.66 |
Range |
2.11 |
1.80 |
-0.31 |
-14.7% |
2.93 |
ATR |
1.78 |
1.78 |
0.00 |
0.1% |
0.00 |
Volume |
746,159 |
695,306 |
-50,853 |
-6.8% |
3,242,168 |
|
Daily Pivots for day following 06-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
49.91 |
49.09 |
45.65 |
|
R3 |
48.11 |
47.29 |
45.16 |
|
R2 |
46.31 |
46.31 |
44.99 |
|
R1 |
45.49 |
45.49 |
44.83 |
45.90 |
PP |
44.51 |
44.51 |
44.51 |
44.72 |
S1 |
43.69 |
43.69 |
44.50 |
44.10 |
S2 |
42.71 |
42.71 |
44.33 |
|
S3 |
40.91 |
41.89 |
44.17 |
|
S4 |
39.11 |
40.09 |
43.67 |
|
|
Weekly Pivots for week ending 06-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
53.47 |
51.99 |
46.27 |
|
R3 |
50.54 |
49.06 |
45.47 |
|
R2 |
47.61 |
47.61 |
45.20 |
|
R1 |
46.13 |
46.13 |
44.93 |
45.41 |
PP |
44.68 |
44.68 |
44.68 |
44.31 |
S1 |
43.20 |
43.20 |
44.39 |
42.48 |
S2 |
41.75 |
41.75 |
44.12 |
|
S3 |
38.82 |
40.27 |
43.85 |
|
S4 |
35.89 |
37.34 |
43.05 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
46.15 |
43.22 |
2.93 |
6.6% |
1.84 |
4.1% |
49% |
False |
False |
648,433 |
10 |
46.78 |
42.50 |
4.28 |
9.6% |
1.76 |
3.9% |
50% |
False |
False |
614,682 |
20 |
46.78 |
39.00 |
7.78 |
17.4% |
1.78 |
4.0% |
73% |
False |
False |
560,067 |
40 |
46.78 |
36.57 |
10.21 |
22.9% |
1.64 |
3.7% |
79% |
False |
False |
359,169 |
60 |
46.78 |
32.10 |
14.68 |
32.9% |
1.72 |
3.8% |
86% |
False |
False |
273,813 |
80 |
46.78 |
30.79 |
15.99 |
35.8% |
1.83 |
4.1% |
87% |
False |
False |
227,040 |
100 |
46.78 |
30.79 |
15.99 |
35.8% |
1.76 |
3.9% |
87% |
False |
False |
188,694 |
120 |
48.02 |
30.79 |
17.23 |
38.6% |
1.71 |
3.8% |
80% |
False |
False |
163,140 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
52.99 |
2.618 |
50.05 |
1.618 |
48.25 |
1.000 |
47.14 |
0.618 |
46.45 |
HIGH |
45.34 |
0.618 |
44.65 |
0.500 |
44.44 |
0.382 |
44.23 |
LOW |
43.54 |
0.618 |
42.43 |
1.000 |
41.74 |
1.618 |
40.63 |
2.618 |
38.83 |
4.250 |
35.89 |
|
|
Fisher Pivots for day following 06-May-2016 |
Pivot |
1 day |
3 day |
R1 |
44.59 |
44.66 |
PP |
44.51 |
44.65 |
S1 |
44.44 |
44.65 |
|