NYMEX Light Sweet Crude Oil Future August 2016
Trading Metrics calculated at close of trading on 06-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2016 |
06-May-2016 |
Change |
Change % |
Previous Week |
Open |
45.09 |
45.49 |
0.40 |
0.9% |
47.11 |
High |
47.00 |
46.35 |
-0.65 |
-1.4% |
47.26 |
Low |
44.95 |
44.56 |
-0.39 |
-0.9% |
44.39 |
Close |
45.30 |
45.74 |
0.44 |
1.0% |
45.74 |
Range |
2.05 |
1.79 |
-0.26 |
-12.7% |
2.87 |
ATR |
1.67 |
1.68 |
0.01 |
0.5% |
0.00 |
Volume |
73,348 |
68,465 |
-4,883 |
-6.7% |
302,056 |
|
Daily Pivots for day following 06-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
50.92 |
50.12 |
46.72 |
|
R3 |
49.13 |
48.33 |
46.23 |
|
R2 |
47.34 |
47.34 |
46.07 |
|
R1 |
46.54 |
46.54 |
45.90 |
46.94 |
PP |
45.55 |
45.55 |
45.55 |
45.75 |
S1 |
44.75 |
44.75 |
45.58 |
45.15 |
S2 |
43.76 |
43.76 |
45.41 |
|
S3 |
41.97 |
42.96 |
45.25 |
|
S4 |
40.18 |
41.17 |
44.76 |
|
|
Weekly Pivots for week ending 06-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
54.41 |
52.94 |
47.32 |
|
R3 |
51.54 |
50.07 |
46.53 |
|
R2 |
48.67 |
48.67 |
46.27 |
|
R1 |
47.20 |
47.20 |
46.00 |
46.50 |
PP |
45.80 |
45.80 |
45.80 |
45.45 |
S1 |
44.33 |
44.33 |
45.48 |
43.63 |
S2 |
42.93 |
42.93 |
45.21 |
|
S3 |
40.06 |
41.46 |
44.95 |
|
S4 |
37.19 |
38.59 |
44.16 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
47.26 |
44.39 |
2.87 |
6.3% |
1.76 |
3.9% |
47% |
False |
False |
60,411 |
10 |
47.95 |
44.00 |
3.95 |
8.6% |
1.65 |
3.6% |
44% |
False |
False |
51,294 |
20 |
47.95 |
40.29 |
7.66 |
16.7% |
1.70 |
3.7% |
71% |
False |
False |
44,596 |
40 |
47.95 |
38.14 |
9.81 |
21.4% |
1.53 |
3.3% |
77% |
False |
False |
35,111 |
60 |
47.95 |
33.98 |
13.97 |
30.5% |
1.59 |
3.5% |
84% |
False |
False |
30,549 |
80 |
47.95 |
32.22 |
15.73 |
34.4% |
1.66 |
3.6% |
86% |
False |
False |
27,080 |
100 |
47.95 |
32.22 |
15.73 |
34.4% |
1.58 |
3.5% |
86% |
False |
False |
22,598 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
53.96 |
2.618 |
51.04 |
1.618 |
49.25 |
1.000 |
48.14 |
0.618 |
47.46 |
HIGH |
46.35 |
0.618 |
45.67 |
0.500 |
45.46 |
0.382 |
45.24 |
LOW |
44.56 |
0.618 |
43.45 |
1.000 |
42.77 |
1.618 |
41.66 |
2.618 |
39.87 |
4.250 |
36.95 |
|
|
Fisher Pivots for day following 06-May-2016 |
Pivot |
1 day |
3 day |
R1 |
45.65 |
45.73 |
PP |
45.55 |
45.71 |
S1 |
45.46 |
45.70 |
|