NYMEX Light Sweet Crude Oil Future July 2016
Trading Metrics calculated at close of trading on 04-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2016 |
04-May-2016 |
Change |
Change % |
Previous Week |
Open |
45.56 |
44.59 |
-0.97 |
-2.1% |
44.54 |
High |
46.03 |
45.57 |
-0.46 |
-1.0% |
47.54 |
Low |
44.12 |
43.92 |
-0.20 |
-0.5% |
43.43 |
Close |
44.41 |
44.42 |
0.01 |
0.0% |
46.69 |
Range |
1.91 |
1.65 |
-0.26 |
-13.6% |
4.11 |
ATR |
1.69 |
1.69 |
0.00 |
-0.2% |
0.00 |
Volume |
172,284 |
218,772 |
46,488 |
27.0% |
614,492 |
|
Daily Pivots for day following 04-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
49.59 |
48.65 |
45.33 |
|
R3 |
47.94 |
47.00 |
44.87 |
|
R2 |
46.29 |
46.29 |
44.72 |
|
R1 |
45.35 |
45.35 |
44.57 |
45.00 |
PP |
44.64 |
44.64 |
44.64 |
44.46 |
S1 |
43.70 |
43.70 |
44.27 |
43.35 |
S2 |
42.99 |
42.99 |
44.12 |
|
S3 |
41.34 |
42.05 |
43.97 |
|
S4 |
39.69 |
40.40 |
43.51 |
|
|
Weekly Pivots for week ending 29-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
58.22 |
56.56 |
48.95 |
|
R3 |
54.11 |
52.45 |
47.82 |
|
R2 |
50.00 |
50.00 |
47.44 |
|
R1 |
48.34 |
48.34 |
47.07 |
49.17 |
PP |
45.89 |
45.89 |
45.89 |
46.30 |
S1 |
44.23 |
44.23 |
46.31 |
45.06 |
S2 |
41.78 |
41.78 |
45.94 |
|
S3 |
37.67 |
40.12 |
45.56 |
|
S4 |
33.56 |
36.01 |
44.43 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
47.54 |
43.92 |
3.62 |
8.1% |
1.56 |
3.5% |
14% |
False |
True |
148,327 |
10 |
47.54 |
43.43 |
4.11 |
9.3% |
1.59 |
3.6% |
24% |
False |
False |
133,074 |
20 |
47.54 |
38.87 |
8.67 |
19.5% |
1.74 |
3.9% |
64% |
False |
False |
124,126 |
40 |
47.54 |
37.50 |
10.04 |
22.6% |
1.56 |
3.5% |
69% |
False |
False |
86,224 |
60 |
47.54 |
33.14 |
14.40 |
32.4% |
1.67 |
3.8% |
78% |
False |
False |
69,788 |
80 |
47.54 |
31.61 |
15.93 |
35.9% |
1.76 |
4.0% |
80% |
False |
False |
58,914 |
100 |
47.54 |
31.61 |
15.93 |
35.9% |
1.66 |
3.7% |
80% |
False |
False |
49,004 |
120 |
49.00 |
31.61 |
17.39 |
39.1% |
1.60 |
3.6% |
74% |
False |
False |
42,089 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
52.58 |
2.618 |
49.89 |
1.618 |
48.24 |
1.000 |
47.22 |
0.618 |
46.59 |
HIGH |
45.57 |
0.618 |
44.94 |
0.500 |
44.75 |
0.382 |
44.55 |
LOW |
43.92 |
0.618 |
42.90 |
1.000 |
42.27 |
1.618 |
41.25 |
2.618 |
39.60 |
4.250 |
36.91 |
|
|
Fisher Pivots for day following 04-May-2016 |
Pivot |
1 day |
3 day |
R1 |
44.75 |
45.38 |
PP |
44.64 |
45.06 |
S1 |
44.53 |
44.74 |
|