NYMEX Light Sweet Crude Oil Future September 2016
Trading Metrics calculated at close of trading on 09-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2016 |
09-May-2016 |
Change |
Change % |
Previous Week |
Open |
45.82 |
46.46 |
0.64 |
1.4% |
47.45 |
High |
46.69 |
47.08 |
0.39 |
0.8% |
47.55 |
Low |
44.89 |
44.70 |
-0.19 |
-0.4% |
44.79 |
Close |
46.12 |
44.84 |
-1.28 |
-2.8% |
46.12 |
Range |
1.80 |
2.38 |
0.58 |
32.2% |
2.76 |
ATR |
1.64 |
1.69 |
0.05 |
3.3% |
0.00 |
Volume |
44,791 |
51,277 |
6,486 |
14.5% |
207,819 |
|
Daily Pivots for day following 09-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
52.68 |
51.14 |
46.15 |
|
R3 |
50.30 |
48.76 |
45.49 |
|
R2 |
47.92 |
47.92 |
45.28 |
|
R1 |
46.38 |
46.38 |
45.06 |
45.96 |
PP |
45.54 |
45.54 |
45.54 |
45.33 |
S1 |
44.00 |
44.00 |
44.62 |
43.58 |
S2 |
43.16 |
43.16 |
44.40 |
|
S3 |
40.78 |
41.62 |
44.19 |
|
S4 |
38.40 |
39.24 |
43.53 |
|
|
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 |
47.31 |
44.70 |
2.61 |
5.8% |
1.90 |
4.2% |
5% |
False |
True |
45,963 |
10 |
48.27 |
44.51 |
3.76 |
8.4% |
1.72 |
3.8% |
9% |
False |
False |
38,947 |
20 |
48.27 |
40.58 |
7.69 |
17.1% |
1.71 |
3.8% |
55% |
False |
False |
39,429 |
40 |
48.27 |
38.67 |
9.60 |
21.4% |
1.53 |
3.4% |
64% |
False |
False |
34,705 |
60 |
48.27 |
35.73 |
12.54 |
28.0% |
1.58 |
3.5% |
73% |
False |
False |
31,793 |
80 |
48.27 |
32.85 |
15.42 |
34.4% |
1.65 |
3.7% |
78% |
False |
False |
29,503 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
57.20 |
2.618 |
53.31 |
1.618 |
50.93 |
1.000 |
49.46 |
0.618 |
48.55 |
HIGH |
47.08 |
0.618 |
46.17 |
0.500 |
45.89 |
0.382 |
45.61 |
LOW |
44.70 |
0.618 |
43.23 |
1.000 |
42.32 |
1.618 |
40.85 |
2.618 |
38.47 |
4.250 |
34.59 |
|
|
Fisher Pivots for day following 09-May-2016 |
Pivot |
1 day |
3 day |
R1 |
45.89 |
46.01 |
PP |
45.54 |
45.62 |
S1 |
45.19 |
45.23 |
|