NYMEX Light Sweet Crude Oil Future August 2016
Trading Metrics calculated at close of trading on 05-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2016 |
05-May-2016 |
Change |
Change % |
Previous Week |
Open |
45.13 |
45.09 |
-0.04 |
-0.1% |
44.99 |
High |
46.02 |
47.00 |
0.98 |
2.1% |
47.95 |
Low |
44.39 |
44.95 |
0.56 |
1.3% |
44.00 |
Close |
44.86 |
45.30 |
0.44 |
1.0% |
47.14 |
Range |
1.63 |
2.05 |
0.42 |
25.8% |
3.95 |
ATR |
1.63 |
1.67 |
0.04 |
2.2% |
0.00 |
Volume |
61,273 |
73,348 |
12,075 |
19.7% |
210,886 |
|
Daily Pivots for day following 05-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
51.90 |
50.65 |
46.43 |
|
R3 |
49.85 |
48.60 |
45.86 |
|
R2 |
47.80 |
47.80 |
45.68 |
|
R1 |
46.55 |
46.55 |
45.49 |
47.18 |
PP |
45.75 |
45.75 |
45.75 |
46.06 |
S1 |
44.50 |
44.50 |
45.11 |
45.13 |
S2 |
43.70 |
43.70 |
44.92 |
|
S3 |
41.65 |
42.45 |
44.74 |
|
S4 |
39.60 |
40.40 |
44.17 |
|
|
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% |
1.70 |
3.7% |
26% |
False |
False |
58,728 |
10 |
47.95 |
44.00 |
3.95 |
8.7% |
1.60 |
3.5% |
33% |
False |
False |
46,673 |
20 |
47.95 |
40.13 |
7.82 |
17.3% |
1.73 |
3.8% |
66% |
False |
False |
43,449 |
40 |
47.95 |
38.14 |
9.81 |
21.7% |
1.51 |
3.3% |
73% |
False |
False |
34,269 |
60 |
47.95 |
33.98 |
13.97 |
30.8% |
1.58 |
3.5% |
81% |
False |
False |
29,841 |
80 |
47.95 |
32.22 |
15.73 |
34.7% |
1.66 |
3.7% |
83% |
False |
False |
26,344 |
100 |
47.95 |
32.22 |
15.73 |
34.7% |
1.57 |
3.5% |
83% |
False |
False |
22,051 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
55.71 |
2.618 |
52.37 |
1.618 |
50.32 |
1.000 |
49.05 |
0.618 |
48.27 |
HIGH |
47.00 |
0.618 |
46.22 |
0.500 |
45.98 |
0.382 |
45.73 |
LOW |
44.95 |
0.618 |
43.68 |
1.000 |
42.90 |
1.618 |
41.63 |
2.618 |
39.58 |
4.250 |
36.24 |
|
|
Fisher Pivots for day following 05-May-2016 |
Pivot |
1 day |
3 day |
R1 |
45.98 |
45.70 |
PP |
45.75 |
45.56 |
S1 |
45.53 |
45.43 |
|