NYMEX Light Sweet Crude Oil Future October 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 |
47.44 |
46.49 |
-0.95 |
-2.0% |
45.51 |
High |
47.81 |
47.04 |
-0.77 |
-1.6% |
48.52 |
Low |
46.42 |
45.38 |
-1.04 |
-2.2% |
44.86 |
Close |
46.56 |
45.68 |
-0.88 |
-1.9% |
47.78 |
Range |
1.39 |
1.66 |
0.27 |
19.4% |
3.66 |
ATR |
1.47 |
1.49 |
0.01 |
0.9% |
0.00 |
Volume |
17,201 |
17,559 |
358 |
2.1% |
76,754 |
|
Daily Pivots for day following 03-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
51.01 |
50.01 |
46.59 |
|
R3 |
49.35 |
48.35 |
46.14 |
|
R2 |
47.69 |
47.69 |
45.98 |
|
R1 |
46.69 |
46.69 |
45.83 |
46.36 |
PP |
46.03 |
46.03 |
46.03 |
45.87 |
S1 |
45.03 |
45.03 |
45.53 |
44.70 |
S2 |
44.37 |
44.37 |
45.38 |
|
S3 |
42.71 |
43.37 |
45.22 |
|
S4 |
41.05 |
41.71 |
44.77 |
|
|
Weekly Pivots for week ending 29-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
58.03 |
56.57 |
49.79 |
|
R3 |
54.37 |
52.91 |
48.79 |
|
R2 |
50.71 |
50.71 |
48.45 |
|
R1 |
49.25 |
49.25 |
48.12 |
49.98 |
PP |
47.05 |
47.05 |
47.05 |
47.42 |
S1 |
45.59 |
45.59 |
47.44 |
46.32 |
S2 |
43.39 |
43.39 |
47.11 |
|
S3 |
39.73 |
41.93 |
46.77 |
|
S4 |
36.07 |
38.27 |
45.77 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
48.52 |
45.38 |
3.14 |
6.9% |
1.43 |
3.1% |
10% |
False |
True |
16,024 |
10 |
48.52 |
43.37 |
5.15 |
11.3% |
1.49 |
3.3% |
45% |
False |
False |
17,226 |
20 |
48.52 |
40.02 |
8.50 |
18.6% |
1.50 |
3.3% |
67% |
False |
False |
17,356 |
40 |
48.52 |
39.08 |
9.44 |
20.7% |
1.35 |
3.0% |
70% |
False |
False |
14,892 |
60 |
48.52 |
35.44 |
13.08 |
28.6% |
1.42 |
3.1% |
78% |
False |
False |
13,506 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
54.10 |
2.618 |
51.39 |
1.618 |
49.73 |
1.000 |
48.70 |
0.618 |
48.07 |
HIGH |
47.04 |
0.618 |
46.41 |
0.500 |
46.21 |
0.382 |
46.01 |
LOW |
45.38 |
0.618 |
44.35 |
1.000 |
43.72 |
1.618 |
42.69 |
2.618 |
41.03 |
4.250 |
38.33 |
|
|
Fisher Pivots for day following 03-May-2016 |
Pivot |
1 day |
3 day |
R1 |
46.21 |
46.95 |
PP |
46.03 |
46.53 |
S1 |
45.86 |
46.10 |
|