NYMEX Light Sweet Crude Oil Future July 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 |
45.61 |
43.88 |
-1.73 |
-3.8% |
46.64 |
High |
46.49 |
45.48 |
-1.01 |
-2.2% |
46.84 |
Low |
43.87 |
43.65 |
-0.22 |
-0.5% |
43.92 |
Close |
44.03 |
45.35 |
1.32 |
3.0% |
45.32 |
Range |
2.62 |
1.83 |
-0.79 |
-30.2% |
2.92 |
ATR |
1.79 |
1.80 |
0.00 |
0.1% |
0.00 |
Volume |
293,116 |
257,108 |
-36,008 |
-12.3% |
933,973 |
|
Daily Pivots for day following 10-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
50.32 |
49.66 |
46.36 |
|
R3 |
48.49 |
47.83 |
45.85 |
|
R2 |
46.66 |
46.66 |
45.69 |
|
R1 |
46.00 |
46.00 |
45.52 |
46.33 |
PP |
44.83 |
44.83 |
44.83 |
44.99 |
S1 |
44.17 |
44.17 |
45.18 |
44.50 |
S2 |
43.00 |
43.00 |
45.01 |
|
S3 |
41.17 |
42.34 |
44.85 |
|
S4 |
39.34 |
40.51 |
44.34 |
|
|
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 |
43.65 |
2.98 |
6.6% |
2.00 |
4.4% |
57% |
False |
True |
241,154 |
10 |
47.54 |
43.65 |
3.89 |
8.6% |
1.80 |
4.0% |
44% |
False |
True |
185,297 |
20 |
47.54 |
39.80 |
7.74 |
17.1% |
1.79 |
4.0% |
72% |
False |
False |
149,115 |
40 |
47.54 |
37.50 |
10.04 |
22.1% |
1.64 |
3.6% |
78% |
False |
False |
106,589 |
60 |
47.54 |
34.74 |
12.80 |
28.2% |
1.68 |
3.7% |
83% |
False |
False |
83,339 |
80 |
47.54 |
31.61 |
15.93 |
35.1% |
1.78 |
3.9% |
86% |
False |
False |
70,241 |
100 |
47.54 |
31.61 |
15.93 |
35.1% |
1.69 |
3.7% |
86% |
False |
False |
58,335 |
120 |
48.35 |
31.61 |
16.74 |
36.9% |
1.62 |
3.6% |
82% |
False |
False |
50,189 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
53.26 |
2.618 |
50.27 |
1.618 |
48.44 |
1.000 |
47.31 |
0.618 |
46.61 |
HIGH |
45.48 |
0.618 |
44.78 |
0.500 |
44.57 |
0.382 |
44.35 |
LOW |
43.65 |
0.618 |
42.52 |
1.000 |
41.82 |
1.618 |
40.69 |
2.618 |
38.86 |
4.250 |
35.87 |
|
|
Fisher Pivots for day following 10-May-2016 |
Pivot |
1 day |
3 day |
R1 |
45.09 |
45.26 |
PP |
44.83 |
45.16 |
S1 |
44.57 |
45.07 |
|