NYMEX Light Sweet Crude Oil Future June 2016
Trading Metrics calculated at close of trading on 10-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2016 |
10-May-2016 |
Change |
Change % |
Previous Week |
Open |
45.00 |
43.25 |
-1.75 |
-3.9% |
45.90 |
High |
45.94 |
44.79 |
-1.15 |
-2.5% |
46.15 |
Low |
43.24 |
43.03 |
-0.21 |
-0.5% |
43.22 |
Close |
43.44 |
44.66 |
1.22 |
2.8% |
44.66 |
Range |
2.70 |
1.76 |
-0.94 |
-34.8% |
2.93 |
ATR |
1.84 |
1.84 |
-0.01 |
-0.3% |
0.00 |
Volume |
767,568 |
709,415 |
-58,153 |
-7.6% |
3,242,168 |
|
Daily Pivots for day following 10-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
49.44 |
48.81 |
45.63 |
|
R3 |
47.68 |
47.05 |
45.14 |
|
R2 |
45.92 |
45.92 |
44.98 |
|
R1 |
45.29 |
45.29 |
44.82 |
45.61 |
PP |
44.16 |
44.16 |
44.16 |
44.32 |
S1 |
43.53 |
43.53 |
44.50 |
43.85 |
S2 |
42.40 |
42.40 |
44.34 |
|
S3 |
40.64 |
41.77 |
44.18 |
|
S4 |
38.88 |
40.01 |
43.69 |
|
|
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 |
43.03 |
3.04 |
6.8% |
2.01 |
4.5% |
54% |
False |
True |
725,914 |
10 |
46.78 |
43.03 |
3.75 |
8.4% |
1.83 |
4.1% |
43% |
False |
True |
645,303 |
20 |
46.78 |
39.00 |
7.78 |
17.4% |
1.83 |
4.1% |
73% |
False |
False |
598,866 |
40 |
46.78 |
36.57 |
10.21 |
22.9% |
1.68 |
3.8% |
79% |
False |
False |
391,158 |
60 |
46.78 |
33.69 |
13.09 |
29.3% |
1.73 |
3.9% |
84% |
False |
False |
294,534 |
80 |
46.78 |
30.79 |
15.99 |
35.8% |
1.85 |
4.1% |
87% |
False |
False |
243,716 |
100 |
46.78 |
30.79 |
15.99 |
35.8% |
1.77 |
4.0% |
87% |
False |
False |
202,462 |
120 |
48.02 |
30.79 |
17.23 |
38.6% |
1.72 |
3.9% |
80% |
False |
False |
174,762 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
52.27 |
2.618 |
49.40 |
1.618 |
47.64 |
1.000 |
46.55 |
0.618 |
45.88 |
HIGH |
44.79 |
0.618 |
44.12 |
0.500 |
43.91 |
0.382 |
43.70 |
LOW |
43.03 |
0.618 |
41.94 |
1.000 |
41.27 |
1.618 |
40.18 |
2.618 |
38.42 |
4.250 |
35.55 |
|
|
Fisher Pivots for day following 10-May-2016 |
Pivot |
1 day |
3 day |
R1 |
44.41 |
44.60 |
PP |
44.16 |
44.54 |
S1 |
43.91 |
44.49 |
|