NYMEX Light Sweet Crude Oil Future September 2016
Trading Metrics calculated at close of trading on 04-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2016 |
04-May-2016 |
Change |
Change % |
Previous Week |
Open |
46.15 |
45.60 |
-0.55 |
-1.2% |
45.26 |
High |
46.79 |
46.36 |
-0.43 |
-0.9% |
48.27 |
Low |
45.03 |
44.79 |
-0.24 |
-0.5% |
44.51 |
Close |
45.32 |
45.24 |
-0.08 |
-0.2% |
47.50 |
Range |
1.76 |
1.57 |
-0.19 |
-10.8% |
3.76 |
ATR |
1.59 |
1.59 |
0.00 |
-0.1% |
0.00 |
Volume |
39,085 |
39,148 |
63 |
0.2% |
169,569 |
|
Daily Pivots for day following 04-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
50.17 |
49.28 |
46.10 |
|
R3 |
48.60 |
47.71 |
45.67 |
|
R2 |
47.03 |
47.03 |
45.53 |
|
R1 |
46.14 |
46.14 |
45.38 |
45.80 |
PP |
45.46 |
45.46 |
45.46 |
45.30 |
S1 |
44.57 |
44.57 |
45.10 |
44.23 |
S2 |
43.89 |
43.89 |
44.95 |
|
S3 |
42.32 |
43.00 |
44.81 |
|
S4 |
40.75 |
41.43 |
44.38 |
|
|
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 |
44.79 |
3.48 |
7.7% |
1.46 |
3.2% |
13% |
False |
True |
34,934 |
10 |
48.27 |
44.51 |
3.76 |
8.3% |
1.47 |
3.3% |
19% |
False |
False |
34,319 |
20 |
48.27 |
39.96 |
8.31 |
18.4% |
1.65 |
3.6% |
64% |
False |
False |
37,889 |
40 |
48.27 |
38.67 |
9.60 |
21.2% |
1.47 |
3.3% |
68% |
False |
False |
33,511 |
60 |
48.27 |
34.69 |
13.58 |
30.0% |
1.57 |
3.5% |
78% |
False |
False |
30,995 |
80 |
48.27 |
32.85 |
15.42 |
34.1% |
1.64 |
3.6% |
80% |
False |
False |
28,103 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
53.03 |
2.618 |
50.47 |
1.618 |
48.90 |
1.000 |
47.93 |
0.618 |
47.33 |
HIGH |
46.36 |
0.618 |
45.76 |
0.500 |
45.58 |
0.382 |
45.39 |
LOW |
44.79 |
0.618 |
43.82 |
1.000 |
43.22 |
1.618 |
42.25 |
2.618 |
40.68 |
4.250 |
38.12 |
|
|
Fisher Pivots for day following 04-May-2016 |
Pivot |
1 day |
3 day |
R1 |
45.58 |
46.17 |
PP |
45.46 |
45.86 |
S1 |
45.35 |
45.55 |
|