NYMEX Light Sweet Crude Oil Future June 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 |
45.90 |
44.92 |
-0.98 |
-2.1% |
43.75 |
| High |
46.15 |
45.35 |
-0.80 |
-1.7% |
46.78 |
| Low |
44.54 |
43.32 |
-1.22 |
-2.7% |
42.50 |
| Close |
44.78 |
43.65 |
-1.13 |
-2.5% |
45.92 |
| Range |
1.61 |
2.03 |
0.42 |
26.1% |
4.28 |
| ATR |
1.72 |
1.74 |
0.02 |
1.3% |
0.00 |
| Volume |
464,027 |
625,551 |
161,524 |
34.8% |
2,904,654 |
|
| Daily Pivots for day following 03-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
50.20 |
48.95 |
44.77 |
|
| R3 |
48.17 |
46.92 |
44.21 |
|
| R2 |
46.14 |
46.14 |
44.02 |
|
| R1 |
44.89 |
44.89 |
43.84 |
44.50 |
| PP |
44.11 |
44.11 |
44.11 |
43.91 |
| S1 |
42.86 |
42.86 |
43.46 |
42.47 |
| S2 |
42.08 |
42.08 |
43.28 |
|
| S3 |
40.05 |
40.83 |
43.09 |
|
| S4 |
38.02 |
38.80 |
42.53 |
|
|
| 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 |
43.32 |
3.46 |
7.9% |
1.65 |
3.8% |
10% |
False |
True |
564,691 |
| 10 |
46.78 |
41.30 |
5.48 |
12.6% |
1.78 |
4.1% |
43% |
False |
False |
603,668 |
| 20 |
46.78 |
37.57 |
9.21 |
21.1% |
1.78 |
4.1% |
66% |
False |
False |
499,768 |
| 40 |
46.78 |
36.57 |
10.21 |
23.4% |
1.63 |
3.7% |
69% |
False |
False |
314,230 |
| 60 |
46.78 |
32.10 |
14.68 |
33.6% |
1.73 |
4.0% |
79% |
False |
False |
243,240 |
| 80 |
46.78 |
30.79 |
15.99 |
36.6% |
1.84 |
4.2% |
80% |
False |
False |
202,247 |
| 100 |
46.78 |
30.79 |
15.99 |
36.6% |
1.74 |
4.0% |
80% |
False |
False |
168,675 |
| 120 |
49.02 |
30.79 |
18.23 |
41.8% |
1.70 |
3.9% |
71% |
False |
False |
145,813 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
53.98 |
|
2.618 |
50.66 |
|
1.618 |
48.63 |
|
1.000 |
47.38 |
|
0.618 |
46.60 |
|
HIGH |
45.35 |
|
0.618 |
44.57 |
|
0.500 |
44.34 |
|
0.382 |
44.10 |
|
LOW |
43.32 |
|
0.618 |
42.07 |
|
1.000 |
41.29 |
|
1.618 |
40.04 |
|
2.618 |
38.01 |
|
4.250 |
34.69 |
|
|
| Fisher Pivots for day following 03-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
44.34 |
45.05 |
| PP |
44.11 |
44.58 |
| S1 |
43.88 |
44.12 |
|