NYMEX Light Sweet Crude Oil Future July 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 |
45.04 |
45.61 |
0.57 |
1.3% |
46.64 |
High |
45.97 |
46.49 |
0.52 |
1.1% |
46.84 |
Low |
44.16 |
43.87 |
-0.29 |
-0.7% |
43.92 |
Close |
45.32 |
44.03 |
-1.29 |
-2.8% |
45.32 |
Range |
1.81 |
2.62 |
0.81 |
44.8% |
2.92 |
ATR |
1.73 |
1.79 |
0.06 |
3.7% |
0.00 |
Volume |
241,309 |
293,116 |
51,807 |
21.5% |
933,973 |
|
Daily Pivots for day following 09-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
52.66 |
50.96 |
45.47 |
|
R3 |
50.04 |
48.34 |
44.75 |
|
R2 |
47.42 |
47.42 |
44.51 |
|
R1 |
45.72 |
45.72 |
44.27 |
45.26 |
PP |
44.80 |
44.80 |
44.80 |
44.57 |
S1 |
43.10 |
43.10 |
43.79 |
42.64 |
S2 |
42.18 |
42.18 |
43.55 |
|
S3 |
39.56 |
40.48 |
43.31 |
|
S4 |
36.94 |
37.86 |
42.59 |
|
|
Weekly Pivots for week ending 06-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
54.12 |
52.64 |
46.93 |
|
R3 |
51.20 |
49.72 |
46.12 |
|
R2 |
48.28 |
48.28 |
45.86 |
|
R1 |
46.80 |
46.80 |
45.59 |
46.08 |
PP |
45.36 |
45.36 |
45.36 |
45.00 |
S1 |
43.88 |
43.88 |
45.05 |
43.16 |
S2 |
42.44 |
42.44 |
44.78 |
|
S3 |
39.52 |
40.96 |
44.52 |
|
S4 |
36.60 |
38.04 |
43.71 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
46.63 |
43.87 |
2.76 |
6.3% |
2.01 |
4.6% |
6% |
False |
True |
224,189 |
10 |
47.54 |
43.43 |
4.11 |
9.3% |
1.83 |
4.2% |
15% |
False |
False |
171,276 |
20 |
47.54 |
39.80 |
7.74 |
17.6% |
1.80 |
4.1% |
55% |
False |
False |
143,134 |
40 |
47.54 |
37.50 |
10.04 |
22.8% |
1.63 |
3.7% |
65% |
False |
False |
100,896 |
60 |
47.54 |
34.18 |
13.36 |
30.3% |
1.68 |
3.8% |
74% |
False |
False |
79,585 |
80 |
47.54 |
31.61 |
15.93 |
36.2% |
1.78 |
4.0% |
78% |
False |
False |
67,306 |
100 |
47.54 |
31.61 |
15.93 |
36.2% |
1.69 |
3.8% |
78% |
False |
False |
55,837 |
120 |
48.35 |
31.61 |
16.74 |
38.0% |
1.62 |
3.7% |
74% |
False |
False |
48,085 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
57.63 |
2.618 |
53.35 |
1.618 |
50.73 |
1.000 |
49.11 |
0.618 |
48.11 |
HIGH |
46.49 |
0.618 |
45.49 |
0.500 |
45.18 |
0.382 |
44.87 |
LOW |
43.87 |
0.618 |
42.25 |
1.000 |
41.25 |
1.618 |
39.63 |
2.618 |
37.01 |
4.250 |
32.74 |
|
|
Fisher Pivots for day following 09-May-2016 |
Pivot |
1 day |
3 day |
R1 |
45.18 |
45.25 |
PP |
44.80 |
44.84 |
S1 |
44.41 |
44.44 |
|