NYMEX Light Sweet Crude Oil Future August 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 |
46.09 |
44.26 |
-1.83 |
-4.0% |
47.11 |
High |
46.80 |
45.94 |
-0.86 |
-1.8% |
47.26 |
Low |
44.29 |
44.12 |
-0.17 |
-0.4% |
44.39 |
Close |
44.45 |
45.83 |
1.38 |
3.1% |
45.74 |
Range |
2.51 |
1.82 |
-0.69 |
-27.5% |
2.87 |
ATR |
1.74 |
1.74 |
0.01 |
0.3% |
0.00 |
Volume |
75,997 |
60,400 |
-15,597 |
-20.5% |
302,056 |
|
Daily Pivots for day following 10-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
50.76 |
50.11 |
46.83 |
|
R3 |
48.94 |
48.29 |
46.33 |
|
R2 |
47.12 |
47.12 |
46.16 |
|
R1 |
46.47 |
46.47 |
46.00 |
46.80 |
PP |
45.30 |
45.30 |
45.30 |
45.46 |
S1 |
44.65 |
44.65 |
45.66 |
44.98 |
S2 |
43.48 |
43.48 |
45.50 |
|
S3 |
41.66 |
42.83 |
45.33 |
|
S4 |
39.84 |
41.01 |
44.83 |
|
|
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 |
47.00 |
44.12 |
2.88 |
6.3% |
1.96 |
4.3% |
59% |
False |
True |
67,896 |
10 |
47.95 |
44.12 |
3.83 |
8.4% |
1.75 |
3.8% |
45% |
False |
True |
57,602 |
20 |
47.95 |
40.29 |
7.66 |
16.7% |
1.75 |
3.8% |
72% |
False |
False |
46,894 |
40 |
47.95 |
38.14 |
9.81 |
21.4% |
1.58 |
3.4% |
78% |
False |
False |
37,269 |
60 |
47.95 |
35.52 |
12.43 |
27.1% |
1.61 |
3.5% |
83% |
False |
False |
32,197 |
80 |
47.95 |
32.22 |
15.73 |
34.3% |
1.68 |
3.7% |
87% |
False |
False |
28,518 |
100 |
47.95 |
32.22 |
15.73 |
34.3% |
1.59 |
3.5% |
87% |
False |
False |
23,866 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
53.68 |
2.618 |
50.70 |
1.618 |
48.88 |
1.000 |
47.76 |
0.618 |
47.06 |
HIGH |
45.94 |
0.618 |
45.24 |
0.500 |
45.03 |
0.382 |
44.82 |
LOW |
44.12 |
0.618 |
43.00 |
1.000 |
42.30 |
1.618 |
41.18 |
2.618 |
39.36 |
4.250 |
36.39 |
|
|
Fisher Pivots for day following 10-May-2016 |
Pivot |
1 day |
3 day |
R1 |
45.56 |
45.71 |
PP |
45.30 |
45.58 |
S1 |
45.03 |
45.46 |
|