NYMEX Light Sweet Crude Oil Future June 2016
| Trading Metrics calculated at close of trading on 02-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2016 |
02-May-2016 |
Change |
Change % |
Previous Week |
| Open |
45.90 |
45.90 |
0.00 |
0.0% |
43.75 |
| High |
46.78 |
46.15 |
-0.63 |
-1.3% |
46.78 |
| Low |
45.24 |
44.54 |
-0.70 |
-1.5% |
42.50 |
| Close |
45.92 |
44.78 |
-1.14 |
-2.5% |
45.92 |
| Range |
1.54 |
1.61 |
0.07 |
4.5% |
4.28 |
| ATR |
1.73 |
1.72 |
-0.01 |
-0.5% |
0.00 |
| Volume |
598,439 |
464,027 |
-134,412 |
-22.5% |
2,904,654 |
|
| Daily Pivots for day following 02-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
49.99 |
48.99 |
45.67 |
|
| R3 |
48.38 |
47.38 |
45.22 |
|
| R2 |
46.77 |
46.77 |
45.08 |
|
| R1 |
45.77 |
45.77 |
44.93 |
45.47 |
| PP |
45.16 |
45.16 |
45.16 |
45.00 |
| S1 |
44.16 |
44.16 |
44.63 |
43.86 |
| S2 |
43.55 |
43.55 |
44.48 |
|
| S3 |
41.94 |
42.55 |
44.34 |
|
| S4 |
40.33 |
40.94 |
43.89 |
|
|
| Weekly Pivots for week ending 29-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
57.91 |
56.19 |
48.27 |
|
| R3 |
53.63 |
51.91 |
47.10 |
|
| R2 |
49.35 |
49.35 |
46.70 |
|
| R1 |
47.63 |
47.63 |
46.31 |
48.49 |
| PP |
45.07 |
45.07 |
45.07 |
45.50 |
| S1 |
43.35 |
43.35 |
45.53 |
44.21 |
| S2 |
40.79 |
40.79 |
45.14 |
|
| S3 |
36.51 |
39.07 |
44.74 |
|
| S4 |
32.23 |
34.79 |
43.57 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
46.78 |
42.50 |
4.28 |
9.6% |
1.71 |
3.8% |
53% |
False |
False |
552,459 |
| 10 |
46.78 |
40.88 |
5.90 |
13.2% |
1.77 |
4.0% |
66% |
False |
False |
612,259 |
| 20 |
46.78 |
36.57 |
10.21 |
22.8% |
1.74 |
3.9% |
80% |
False |
False |
476,050 |
| 40 |
46.78 |
36.57 |
10.21 |
22.8% |
1.63 |
3.6% |
80% |
False |
False |
301,192 |
| 60 |
46.78 |
32.10 |
14.68 |
32.8% |
1.72 |
3.8% |
86% |
False |
False |
234,293 |
| 80 |
46.78 |
30.79 |
15.99 |
35.7% |
1.84 |
4.1% |
87% |
False |
False |
195,011 |
| 100 |
46.78 |
30.79 |
15.99 |
35.7% |
1.74 |
3.9% |
87% |
False |
False |
163,001 |
| 120 |
49.45 |
30.79 |
18.66 |
41.7% |
1.69 |
3.8% |
75% |
False |
False |
140,843 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
52.99 |
|
2.618 |
50.36 |
|
1.618 |
48.75 |
|
1.000 |
47.76 |
|
0.618 |
47.14 |
|
HIGH |
46.15 |
|
0.618 |
45.53 |
|
0.500 |
45.35 |
|
0.382 |
45.16 |
|
LOW |
44.54 |
|
0.618 |
43.55 |
|
1.000 |
42.93 |
|
1.618 |
41.94 |
|
2.618 |
40.33 |
|
4.250 |
37.70 |
|
|
| Fisher Pivots for day following 02-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
45.35 |
45.66 |
| PP |
45.16 |
45.37 |
| S1 |
44.97 |
45.07 |
|