NYMEX Light Sweet Crude Oil Future September 2016
Trading Metrics calculated at close of trading on 02-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2016 |
02-May-2016 |
Change |
Change % |
Previous Week |
Open |
47.43 |
47.45 |
0.02 |
0.0% |
45.26 |
High |
48.27 |
47.55 |
-0.72 |
-1.5% |
48.27 |
Low |
46.89 |
46.10 |
-0.79 |
-1.7% |
44.51 |
Close |
47.50 |
46.26 |
-1.24 |
-2.6% |
47.50 |
Range |
1.38 |
1.45 |
0.07 |
5.1% |
3.76 |
ATR |
1.59 |
1.58 |
-0.01 |
-0.6% |
0.00 |
Volume |
40,782 |
29,281 |
-11,501 |
-28.2% |
169,569 |
|
Daily Pivots for day following 02-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
50.99 |
50.07 |
47.06 |
|
R3 |
49.54 |
48.62 |
46.66 |
|
R2 |
48.09 |
48.09 |
46.53 |
|
R1 |
47.17 |
47.17 |
46.39 |
46.91 |
PP |
46.64 |
46.64 |
46.64 |
46.50 |
S1 |
45.72 |
45.72 |
46.13 |
45.46 |
S2 |
45.19 |
45.19 |
45.99 |
|
S3 |
43.74 |
44.27 |
45.86 |
|
S4 |
42.29 |
42.82 |
45.46 |
|
|
Weekly Pivots for week ending 29-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
58.04 |
56.53 |
49.57 |
|
R3 |
54.28 |
52.77 |
48.53 |
|
R2 |
50.52 |
50.52 |
48.19 |
|
R1 |
49.01 |
49.01 |
47.84 |
49.77 |
PP |
46.76 |
46.76 |
46.76 |
47.14 |
S1 |
45.25 |
45.25 |
47.16 |
46.01 |
S2 |
43.00 |
43.00 |
46.81 |
|
S3 |
39.24 |
41.49 |
46.47 |
|
S4 |
35.48 |
37.73 |
45.43 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
48.27 |
44.51 |
3.76 |
8.1% |
1.53 |
3.3% |
47% |
False |
False |
31,932 |
10 |
48.27 |
42.65 |
5.62 |
12.1% |
1.61 |
3.5% |
64% |
False |
False |
34,528 |
20 |
48.27 |
38.67 |
9.60 |
20.8% |
1.61 |
3.5% |
79% |
False |
False |
37,227 |
40 |
48.27 |
38.67 |
9.60 |
20.8% |
1.49 |
3.2% |
79% |
False |
False |
33,179 |
60 |
48.27 |
34.69 |
13.58 |
29.4% |
1.55 |
3.3% |
85% |
False |
False |
30,710 |
80 |
48.27 |
32.85 |
15.42 |
33.3% |
1.64 |
3.5% |
87% |
False |
False |
27,378 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
53.71 |
2.618 |
51.35 |
1.618 |
49.90 |
1.000 |
49.00 |
0.618 |
48.45 |
HIGH |
47.55 |
0.618 |
47.00 |
0.500 |
46.83 |
0.382 |
46.65 |
LOW |
46.10 |
0.618 |
45.20 |
1.000 |
44.65 |
1.618 |
43.75 |
2.618 |
42.30 |
4.250 |
39.94 |
|
|
Fisher Pivots for day following 02-May-2016 |
Pivot |
1 day |
3 day |
R1 |
46.83 |
47.19 |
PP |
46.64 |
46.88 |
S1 |
46.45 |
46.57 |
|