NYMEX Light Sweet Crude Oil Future October 2016
Trading Metrics calculated at close of trading on 05-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2016 |
05-May-2016 |
Change |
Change % |
Previous Week |
Open |
45.83 |
45.98 |
0.15 |
0.3% |
45.51 |
High |
46.66 |
47.59 |
0.93 |
2.0% |
48.52 |
Low |
45.12 |
45.62 |
0.50 |
1.1% |
44.86 |
Close |
45.57 |
45.97 |
0.40 |
0.9% |
47.78 |
Range |
1.54 |
1.97 |
0.43 |
27.9% |
3.66 |
ATR |
1.49 |
1.53 |
0.04 |
2.5% |
0.00 |
Volume |
17,853 |
25,577 |
7,724 |
43.3% |
76,754 |
|
Daily Pivots for day following 05-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
52.30 |
51.11 |
47.05 |
|
R3 |
50.33 |
49.14 |
46.51 |
|
R2 |
48.36 |
48.36 |
46.33 |
|
R1 |
47.17 |
47.17 |
46.15 |
46.78 |
PP |
46.39 |
46.39 |
46.39 |
46.20 |
S1 |
45.20 |
45.20 |
45.79 |
44.81 |
S2 |
44.42 |
44.42 |
45.61 |
|
S3 |
42.45 |
43.23 |
45.43 |
|
S4 |
40.48 |
41.26 |
44.89 |
|
|
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 |
45.12 |
3.40 |
7.4% |
1.57 |
3.4% |
25% |
False |
False |
19,154 |
10 |
48.52 |
44.86 |
3.66 |
8.0% |
1.45 |
3.2% |
30% |
False |
False |
16,939 |
20 |
48.52 |
41.04 |
7.48 |
16.3% |
1.55 |
3.4% |
66% |
False |
False |
18,036 |
40 |
48.52 |
39.08 |
9.44 |
20.5% |
1.35 |
2.9% |
73% |
False |
False |
15,449 |
60 |
48.52 |
35.44 |
13.08 |
28.5% |
1.41 |
3.1% |
81% |
False |
False |
13,607 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
55.96 |
2.618 |
52.75 |
1.618 |
50.78 |
1.000 |
49.56 |
0.618 |
48.81 |
HIGH |
47.59 |
0.618 |
46.84 |
0.500 |
46.61 |
0.382 |
46.37 |
LOW |
45.62 |
0.618 |
44.40 |
1.000 |
43.65 |
1.618 |
42.43 |
2.618 |
40.46 |
4.250 |
37.25 |
|
|
Fisher Pivots for day following 05-May-2016 |
Pivot |
1 day |
3 day |
R1 |
46.61 |
46.36 |
PP |
46.39 |
46.23 |
S1 |
46.18 |
46.10 |
|