NYMEX Light Sweet Crude Oil Future June 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 |
43.85 |
44.04 |
0.19 |
0.4% |
43.75 |
| High |
44.88 |
46.07 |
1.19 |
2.7% |
46.78 |
| Low |
43.22 |
43.96 |
0.74 |
1.7% |
42.50 |
| Close |
43.78 |
44.32 |
0.54 |
1.2% |
45.92 |
| Range |
1.66 |
2.11 |
0.45 |
27.1% |
4.28 |
| ATR |
1.74 |
1.78 |
0.04 |
2.3% |
0.00 |
| Volume |
711,125 |
746,159 |
35,034 |
4.9% |
2,904,654 |
|
| Daily Pivots for day following 05-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
51.11 |
49.83 |
45.48 |
|
| R3 |
49.00 |
47.72 |
44.90 |
|
| R2 |
46.89 |
46.89 |
44.71 |
|
| R1 |
45.61 |
45.61 |
44.51 |
46.25 |
| PP |
44.78 |
44.78 |
44.78 |
45.11 |
| S1 |
43.50 |
43.50 |
44.13 |
44.14 |
| S2 |
42.67 |
42.67 |
43.93 |
|
| S3 |
40.56 |
41.39 |
43.74 |
|
| S4 |
38.45 |
39.28 |
43.16 |
|
|
| 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 |
8.0% |
1.79 |
4.0% |
31% |
False |
False |
629,060 |
| 10 |
46.78 |
42.50 |
4.28 |
9.7% |
1.71 |
3.9% |
43% |
False |
False |
602,662 |
| 20 |
46.78 |
38.63 |
8.15 |
18.4% |
1.81 |
4.1% |
70% |
False |
False |
544,781 |
| 40 |
46.78 |
36.57 |
10.21 |
23.0% |
1.62 |
3.7% |
76% |
False |
False |
344,975 |
| 60 |
46.78 |
32.10 |
14.68 |
33.1% |
1.71 |
3.9% |
83% |
False |
False |
264,244 |
| 80 |
46.78 |
30.79 |
15.99 |
36.1% |
1.84 |
4.1% |
85% |
False |
False |
219,118 |
| 100 |
46.78 |
30.79 |
15.99 |
36.1% |
1.76 |
4.0% |
85% |
False |
False |
182,242 |
| 120 |
48.02 |
30.79 |
17.23 |
38.9% |
1.71 |
3.9% |
79% |
False |
False |
157,552 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
55.04 |
|
2.618 |
51.59 |
|
1.618 |
49.48 |
|
1.000 |
48.18 |
|
0.618 |
47.37 |
|
HIGH |
46.07 |
|
0.618 |
45.26 |
|
0.500 |
45.02 |
|
0.382 |
44.77 |
|
LOW |
43.96 |
|
0.618 |
42.66 |
|
1.000 |
41.85 |
|
1.618 |
40.55 |
|
2.618 |
38.44 |
|
4.250 |
34.99 |
|
|
| Fisher Pivots for day following 05-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
45.02 |
44.65 |
| PP |
44.78 |
44.54 |
| S1 |
44.55 |
44.43 |
|