NYMEX Light Sweet Crude Oil Future June 2016
| Trading Metrics calculated at close of trading on 04-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2016 |
04-May-2016 |
Change |
Change % |
Previous Week |
| Open |
44.92 |
43.85 |
-1.07 |
-2.4% |
43.75 |
| High |
45.35 |
44.88 |
-0.47 |
-1.0% |
46.78 |
| Low |
43.32 |
43.22 |
-0.10 |
-0.2% |
42.50 |
| Close |
43.65 |
43.78 |
0.13 |
0.3% |
45.92 |
| Range |
2.03 |
1.66 |
-0.37 |
-18.2% |
4.28 |
| ATR |
1.74 |
1.74 |
-0.01 |
-0.3% |
0.00 |
| Volume |
625,551 |
711,125 |
85,574 |
13.7% |
2,904,654 |
|
| Daily Pivots for day following 04-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
48.94 |
48.02 |
44.69 |
|
| R3 |
47.28 |
46.36 |
44.24 |
|
| R2 |
45.62 |
45.62 |
44.08 |
|
| R1 |
44.70 |
44.70 |
43.93 |
44.33 |
| PP |
43.96 |
43.96 |
43.96 |
43.78 |
| S1 |
43.04 |
43.04 |
43.63 |
42.67 |
| S2 |
42.30 |
42.30 |
43.48 |
|
| S3 |
40.64 |
41.38 |
43.32 |
|
| S4 |
38.98 |
39.72 |
42.87 |
|
|
| 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 |
43.22 |
3.56 |
8.1% |
1.61 |
3.7% |
16% |
False |
True |
577,310 |
| 10 |
46.78 |
42.50 |
4.28 |
9.8% |
1.65 |
3.8% |
30% |
False |
False |
595,156 |
| 20 |
46.78 |
37.94 |
8.84 |
20.2% |
1.78 |
4.1% |
66% |
False |
False |
520,970 |
| 40 |
46.78 |
36.57 |
10.21 |
23.3% |
1.62 |
3.7% |
71% |
False |
False |
329,465 |
| 60 |
46.78 |
32.10 |
14.68 |
33.5% |
1.73 |
3.9% |
80% |
False |
False |
253,673 |
| 80 |
46.78 |
30.79 |
15.99 |
36.5% |
1.83 |
4.2% |
81% |
False |
False |
210,515 |
| 100 |
46.78 |
30.79 |
15.99 |
36.5% |
1.74 |
4.0% |
81% |
False |
False |
175,238 |
| 120 |
48.75 |
30.79 |
17.96 |
41.0% |
1.71 |
3.9% |
72% |
False |
False |
151,594 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
51.94 |
|
2.618 |
49.23 |
|
1.618 |
47.57 |
|
1.000 |
46.54 |
|
0.618 |
45.91 |
|
HIGH |
44.88 |
|
0.618 |
44.25 |
|
0.500 |
44.05 |
|
0.382 |
43.85 |
|
LOW |
43.22 |
|
0.618 |
42.19 |
|
1.000 |
41.56 |
|
1.618 |
40.53 |
|
2.618 |
38.87 |
|
4.250 |
36.17 |
|
|
| Fisher Pivots for day following 04-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
44.05 |
44.69 |
| PP |
43.96 |
44.38 |
| S1 |
43.87 |
44.08 |
|