NYMEX Light Sweet Crude Oil Future September 2016
Trading Metrics calculated at close of trading on 03-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2016 |
03-May-2016 |
Change |
Change % |
Previous Week |
Open |
47.45 |
46.15 |
-1.30 |
-2.7% |
45.26 |
High |
47.55 |
46.79 |
-0.76 |
-1.6% |
48.27 |
Low |
46.10 |
45.03 |
-1.07 |
-2.3% |
44.51 |
Close |
46.26 |
45.32 |
-0.94 |
-2.0% |
47.50 |
Range |
1.45 |
1.76 |
0.31 |
21.4% |
3.76 |
ATR |
1.58 |
1.59 |
0.01 |
0.8% |
0.00 |
Volume |
29,281 |
39,085 |
9,804 |
33.5% |
169,569 |
|
Daily Pivots for day following 03-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
50.99 |
49.92 |
46.29 |
|
R3 |
49.23 |
48.16 |
45.80 |
|
R2 |
47.47 |
47.47 |
45.64 |
|
R1 |
46.40 |
46.40 |
45.48 |
46.06 |
PP |
45.71 |
45.71 |
45.71 |
45.54 |
S1 |
44.64 |
44.64 |
45.16 |
44.30 |
S2 |
43.95 |
43.95 |
45.00 |
|
S3 |
42.19 |
42.88 |
44.84 |
|
S4 |
40.43 |
41.12 |
44.35 |
|
|
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 |
45.03 |
3.24 |
7.1% |
1.50 |
3.3% |
9% |
False |
True |
34,411 |
10 |
48.27 |
43.07 |
5.20 |
11.5% |
1.60 |
3.5% |
43% |
False |
False |
34,504 |
20 |
48.27 |
39.49 |
8.78 |
19.4% |
1.65 |
3.6% |
66% |
False |
False |
37,804 |
40 |
48.27 |
38.67 |
9.60 |
21.2% |
1.49 |
3.3% |
69% |
False |
False |
33,247 |
60 |
48.27 |
34.69 |
13.58 |
30.0% |
1.56 |
3.4% |
78% |
False |
False |
30,911 |
80 |
48.27 |
32.85 |
15.42 |
34.0% |
1.64 |
3.6% |
81% |
False |
False |
27,736 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
54.27 |
2.618 |
51.40 |
1.618 |
49.64 |
1.000 |
48.55 |
0.618 |
47.88 |
HIGH |
46.79 |
0.618 |
46.12 |
0.500 |
45.91 |
0.382 |
45.70 |
LOW |
45.03 |
0.618 |
43.94 |
1.000 |
43.27 |
1.618 |
42.18 |
2.618 |
40.42 |
4.250 |
37.55 |
|
|
Fisher Pivots for day following 03-May-2016 |
Pivot |
1 day |
3 day |
R1 |
45.91 |
46.65 |
PP |
45.71 |
46.21 |
S1 |
45.52 |
45.76 |
|