NYMEX Light Sweet Crude Oil Future August 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 |
46.02 |
45.13 |
-0.89 |
-1.9% |
44.99 |
High |
46.45 |
46.02 |
-0.43 |
-0.9% |
47.95 |
Low |
44.63 |
44.39 |
-0.24 |
-0.5% |
44.00 |
Close |
44.90 |
44.86 |
-0.04 |
-0.1% |
47.14 |
Range |
1.82 |
1.63 |
-0.19 |
-10.4% |
3.95 |
ATR |
1.63 |
1.63 |
0.00 |
0.0% |
0.00 |
Volume |
64,913 |
61,273 |
-3,640 |
-5.6% |
210,886 |
|
Daily Pivots for day following 04-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
49.98 |
49.05 |
45.76 |
|
R3 |
48.35 |
47.42 |
45.31 |
|
R2 |
46.72 |
46.72 |
45.16 |
|
R1 |
45.79 |
45.79 |
45.01 |
45.44 |
PP |
45.09 |
45.09 |
45.09 |
44.92 |
S1 |
44.16 |
44.16 |
44.71 |
43.81 |
S2 |
43.46 |
43.46 |
44.56 |
|
S3 |
41.83 |
42.53 |
44.41 |
|
S4 |
40.20 |
40.90 |
43.96 |
|
|
Weekly Pivots for week ending 29-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
58.21 |
56.63 |
49.31 |
|
R3 |
54.26 |
52.68 |
48.23 |
|
R2 |
50.31 |
50.31 |
47.86 |
|
R1 |
48.73 |
48.73 |
47.50 |
49.52 |
PP |
46.36 |
46.36 |
46.36 |
46.76 |
S1 |
44.78 |
44.78 |
46.78 |
45.57 |
S2 |
42.41 |
42.41 |
46.42 |
|
S3 |
38.46 |
40.83 |
46.05 |
|
S4 |
34.51 |
36.88 |
44.97 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
47.95 |
44.39 |
3.56 |
7.9% |
1.51 |
3.4% |
13% |
False |
True |
51,896 |
10 |
47.95 |
44.00 |
3.95 |
8.8% |
1.54 |
3.4% |
22% |
False |
False |
43,146 |
20 |
47.95 |
39.48 |
8.47 |
18.9% |
1.69 |
3.8% |
64% |
False |
False |
41,222 |
40 |
47.95 |
38.14 |
9.81 |
21.9% |
1.51 |
3.4% |
69% |
False |
False |
33,060 |
60 |
47.95 |
33.98 |
13.97 |
31.1% |
1.60 |
3.6% |
78% |
False |
False |
28,995 |
80 |
47.95 |
32.22 |
15.73 |
35.1% |
1.66 |
3.7% |
80% |
False |
False |
25,525 |
100 |
47.95 |
32.22 |
15.73 |
35.1% |
1.56 |
3.5% |
80% |
False |
False |
21,491 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
52.95 |
2.618 |
50.29 |
1.618 |
48.66 |
1.000 |
47.65 |
0.618 |
47.03 |
HIGH |
46.02 |
0.618 |
45.40 |
0.500 |
45.21 |
0.382 |
45.01 |
LOW |
44.39 |
0.618 |
43.38 |
1.000 |
42.76 |
1.618 |
41.75 |
2.618 |
40.12 |
4.250 |
37.46 |
|
|
Fisher Pivots for day following 04-May-2016 |
Pivot |
1 day |
3 day |
R1 |
45.21 |
45.83 |
PP |
45.09 |
45.50 |
S1 |
44.98 |
45.18 |
|