NYMEX Light Sweet Crude Oil Future June 2016
Trading Metrics calculated at close of trading on 09-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2016 |
09-May-2016 |
Change |
Change % |
Previous Week |
Open |
44.52 |
45.00 |
0.48 |
1.1% |
45.90 |
High |
45.34 |
45.94 |
0.60 |
1.3% |
46.15 |
Low |
43.54 |
43.24 |
-0.30 |
-0.7% |
43.22 |
Close |
44.66 |
43.44 |
-1.22 |
-2.7% |
44.66 |
Range |
1.80 |
2.70 |
0.90 |
50.0% |
2.93 |
ATR |
1.78 |
1.84 |
0.07 |
3.7% |
0.00 |
Volume |
695,306 |
767,568 |
72,262 |
10.4% |
3,242,168 |
|
Daily Pivots for day following 09-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
52.31 |
50.57 |
44.93 |
|
R3 |
49.61 |
47.87 |
44.18 |
|
R2 |
46.91 |
46.91 |
43.94 |
|
R1 |
45.17 |
45.17 |
43.69 |
44.69 |
PP |
44.21 |
44.21 |
44.21 |
43.97 |
S1 |
42.47 |
42.47 |
43.19 |
41.99 |
S2 |
41.51 |
41.51 |
42.95 |
|
S3 |
38.81 |
39.77 |
42.70 |
|
S4 |
36.11 |
37.07 |
41.96 |
|
|
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 |
46.07 |
43.22 |
2.85 |
6.6% |
2.06 |
4.7% |
8% |
False |
False |
709,141 |
10 |
46.78 |
42.50 |
4.28 |
9.9% |
1.88 |
4.3% |
22% |
False |
False |
630,800 |
20 |
46.78 |
39.00 |
7.78 |
17.9% |
1.84 |
4.2% |
57% |
False |
False |
582,603 |
40 |
46.78 |
36.57 |
10.21 |
23.5% |
1.68 |
3.9% |
67% |
False |
False |
375,479 |
60 |
46.78 |
33.14 |
13.64 |
31.4% |
1.74 |
4.0% |
76% |
False |
False |
284,459 |
80 |
46.78 |
30.79 |
15.99 |
36.8% |
1.84 |
4.2% |
79% |
False |
False |
235,831 |
100 |
46.78 |
30.79 |
15.99 |
36.8% |
1.77 |
4.1% |
79% |
False |
False |
195,801 |
120 |
48.02 |
30.79 |
17.23 |
39.7% |
1.72 |
4.0% |
73% |
False |
False |
169,181 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
57.42 |
2.618 |
53.01 |
1.618 |
50.31 |
1.000 |
48.64 |
0.618 |
47.61 |
HIGH |
45.94 |
0.618 |
44.91 |
0.500 |
44.59 |
0.382 |
44.27 |
LOW |
43.24 |
0.618 |
41.57 |
1.000 |
40.54 |
1.618 |
38.87 |
2.618 |
36.17 |
4.250 |
31.77 |
|
|
Fisher Pivots for day following 09-May-2016 |
Pivot |
1 day |
3 day |
R1 |
44.59 |
44.66 |
PP |
44.21 |
44.25 |
S1 |
43.82 |
43.85 |
|