NYMEX Light Sweet Crude Oil Future October 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 |
45.98 |
46.15 |
0.17 |
0.4% |
47.44 |
High |
47.59 |
46.96 |
-0.63 |
-1.3% |
47.81 |
Low |
45.62 |
45.22 |
-0.40 |
-0.9% |
45.12 |
Close |
45.97 |
46.46 |
0.49 |
1.1% |
46.46 |
Range |
1.97 |
1.74 |
-0.23 |
-11.7% |
2.69 |
ATR |
1.53 |
1.54 |
0.02 |
1.0% |
0.00 |
Volume |
25,577 |
23,803 |
-1,774 |
-6.9% |
101,993 |
|
Daily Pivots for day following 06-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
51.43 |
50.69 |
47.42 |
|
R3 |
49.69 |
48.95 |
46.94 |
|
R2 |
47.95 |
47.95 |
46.78 |
|
R1 |
47.21 |
47.21 |
46.62 |
47.58 |
PP |
46.21 |
46.21 |
46.21 |
46.40 |
S1 |
45.47 |
45.47 |
46.30 |
45.84 |
S2 |
44.47 |
44.47 |
46.14 |
|
S3 |
42.73 |
43.73 |
45.98 |
|
S4 |
40.99 |
41.99 |
45.50 |
|
|
Weekly Pivots for week ending 06-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
54.53 |
53.19 |
47.94 |
|
R3 |
51.84 |
50.50 |
47.20 |
|
R2 |
49.15 |
49.15 |
46.95 |
|
R1 |
47.81 |
47.81 |
46.71 |
47.14 |
PP |
46.46 |
46.46 |
46.46 |
46.13 |
S1 |
45.12 |
45.12 |
46.21 |
44.45 |
S2 |
43.77 |
43.77 |
45.97 |
|
S3 |
41.08 |
42.43 |
45.72 |
|
S4 |
38.39 |
39.74 |
44.98 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
47.81 |
45.12 |
2.69 |
5.8% |
1.66 |
3.6% |
50% |
False |
False |
20,398 |
10 |
48.52 |
44.86 |
3.66 |
7.9% |
1.51 |
3.3% |
44% |
False |
False |
17,874 |
20 |
48.52 |
41.04 |
7.48 |
16.1% |
1.54 |
3.3% |
72% |
False |
False |
18,319 |
40 |
48.52 |
39.08 |
9.44 |
20.3% |
1.37 |
2.9% |
78% |
False |
False |
15,743 |
60 |
48.52 |
35.44 |
13.08 |
28.2% |
1.42 |
3.1% |
84% |
False |
False |
13,690 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
54.36 |
2.618 |
51.52 |
1.618 |
49.78 |
1.000 |
48.70 |
0.618 |
48.04 |
HIGH |
46.96 |
0.618 |
46.30 |
0.500 |
46.09 |
0.382 |
45.88 |
LOW |
45.22 |
0.618 |
44.14 |
1.000 |
43.48 |
1.618 |
42.40 |
2.618 |
40.66 |
4.250 |
37.83 |
|
|
Fisher Pivots for day following 06-May-2016 |
Pivot |
1 day |
3 day |
R1 |
46.34 |
46.43 |
PP |
46.21 |
46.39 |
S1 |
46.09 |
46.36 |
|