NYMEX Light Sweet Crude Oil Future September 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 |
45.70 |
45.82 |
0.12 |
0.3% |
47.45 |
High |
47.31 |
46.69 |
-0.62 |
-1.3% |
47.55 |
Low |
45.30 |
44.89 |
-0.41 |
-0.9% |
44.79 |
Close |
45.65 |
46.12 |
0.47 |
1.0% |
46.12 |
Range |
2.01 |
1.80 |
-0.21 |
-10.4% |
2.76 |
ATR |
1.62 |
1.64 |
0.01 |
0.8% |
0.00 |
Volume |
55,514 |
44,791 |
-10,723 |
-19.3% |
207,819 |
|
Daily Pivots for day following 06-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
51.30 |
50.51 |
47.11 |
|
R3 |
49.50 |
48.71 |
46.62 |
|
R2 |
47.70 |
47.70 |
46.45 |
|
R1 |
46.91 |
46.91 |
46.29 |
47.31 |
PP |
45.90 |
45.90 |
45.90 |
46.10 |
S1 |
45.11 |
45.11 |
45.96 |
45.51 |
S2 |
44.10 |
44.10 |
45.79 |
|
S3 |
42.30 |
43.31 |
45.63 |
|
S4 |
40.50 |
41.51 |
45.13 |
|
|
Weekly Pivots for week ending 06-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
54.43 |
53.04 |
47.64 |
|
R3 |
51.67 |
50.28 |
46.88 |
|
R2 |
48.91 |
48.91 |
46.63 |
|
R1 |
47.52 |
47.52 |
46.37 |
46.84 |
PP |
46.15 |
46.15 |
46.15 |
45.81 |
S1 |
44.76 |
44.76 |
45.87 |
44.08 |
S2 |
43.39 |
43.39 |
45.61 |
|
S3 |
40.63 |
42.00 |
45.36 |
|
S4 |
37.87 |
39.24 |
44.60 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
47.55 |
44.79 |
2.76 |
6.0% |
1.72 |
3.7% |
48% |
False |
False |
41,563 |
10 |
48.27 |
44.51 |
3.76 |
8.2% |
1.60 |
3.5% |
43% |
False |
False |
37,738 |
20 |
48.27 |
40.58 |
7.69 |
16.7% |
1.66 |
3.6% |
72% |
False |
False |
38,874 |
40 |
48.27 |
38.67 |
9.60 |
20.8% |
1.50 |
3.2% |
78% |
False |
False |
34,260 |
60 |
48.27 |
34.69 |
13.58 |
29.4% |
1.56 |
3.4% |
84% |
False |
False |
31,505 |
80 |
48.27 |
32.85 |
15.42 |
33.4% |
1.64 |
3.5% |
86% |
False |
False |
29,033 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
54.34 |
2.618 |
51.40 |
1.618 |
49.60 |
1.000 |
48.49 |
0.618 |
47.80 |
HIGH |
46.69 |
0.618 |
46.00 |
0.500 |
45.79 |
0.382 |
45.58 |
LOW |
44.89 |
0.618 |
43.78 |
1.000 |
43.09 |
1.618 |
41.98 |
2.618 |
40.18 |
4.250 |
37.24 |
|
|
Fisher Pivots for day following 06-May-2016 |
Pivot |
1 day |
3 day |
R1 |
46.01 |
46.10 |
PP |
45.90 |
46.07 |
S1 |
45.79 |
46.05 |
|