NYMEX Light Sweet Crude Oil Future July 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 |
46.72 |
46.64 |
-0.08 |
-0.2% |
44.54 |
| High |
47.54 |
46.84 |
-0.70 |
-1.5% |
47.54 |
| Low |
46.03 |
45.28 |
-0.75 |
-1.6% |
43.43 |
| Close |
46.69 |
45.48 |
-1.21 |
-2.6% |
46.69 |
| Range |
1.51 |
1.56 |
0.05 |
3.3% |
4.11 |
| ATR |
1.68 |
1.67 |
-0.01 |
-0.5% |
0.00 |
| Volume |
134,085 |
106,142 |
-27,943 |
-20.8% |
614,492 |
|
| Daily Pivots for day following 02-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
50.55 |
49.57 |
46.34 |
|
| R3 |
48.99 |
48.01 |
45.91 |
|
| R2 |
47.43 |
47.43 |
45.77 |
|
| R1 |
46.45 |
46.45 |
45.62 |
46.16 |
| PP |
45.87 |
45.87 |
45.87 |
45.72 |
| S1 |
44.89 |
44.89 |
45.34 |
44.60 |
| S2 |
44.31 |
44.31 |
45.19 |
|
| S3 |
42.75 |
43.33 |
45.05 |
|
| S4 |
41.19 |
41.77 |
44.62 |
|
|
| Weekly Pivots for week ending 29-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
58.22 |
56.56 |
48.95 |
|
| R3 |
54.11 |
52.45 |
47.82 |
|
| R2 |
50.00 |
50.00 |
47.44 |
|
| R1 |
48.34 |
48.34 |
47.07 |
49.17 |
| PP |
45.89 |
45.89 |
45.89 |
46.30 |
| S1 |
44.23 |
44.23 |
46.31 |
45.06 |
| S2 |
41.78 |
41.78 |
45.94 |
|
| S3 |
37.67 |
40.12 |
45.56 |
|
| S4 |
33.56 |
36.01 |
44.43 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
47.54 |
43.43 |
4.11 |
9.0% |
1.65 |
3.6% |
50% |
False |
False |
118,363 |
| 10 |
47.54 |
41.75 |
5.79 |
12.7% |
1.73 |
3.8% |
64% |
False |
False |
119,689 |
| 20 |
47.54 |
37.50 |
10.04 |
22.1% |
1.70 |
3.7% |
79% |
False |
False |
112,133 |
| 40 |
47.54 |
37.50 |
10.04 |
22.1% |
1.59 |
3.5% |
79% |
False |
False |
78,321 |
| 60 |
47.54 |
33.14 |
14.40 |
31.7% |
1.66 |
3.7% |
86% |
False |
False |
64,374 |
| 80 |
47.54 |
31.61 |
15.93 |
35.0% |
1.76 |
3.9% |
87% |
False |
False |
54,396 |
| 100 |
47.54 |
31.61 |
15.93 |
35.0% |
1.65 |
3.6% |
87% |
False |
False |
45,408 |
| 120 |
49.74 |
31.61 |
18.13 |
39.9% |
1.59 |
3.5% |
77% |
False |
False |
38,874 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
53.47 |
|
2.618 |
50.92 |
|
1.618 |
49.36 |
|
1.000 |
48.40 |
|
0.618 |
47.80 |
|
HIGH |
46.84 |
|
0.618 |
46.24 |
|
0.500 |
46.06 |
|
0.382 |
45.88 |
|
LOW |
45.28 |
|
0.618 |
44.32 |
|
1.000 |
43.72 |
|
1.618 |
42.76 |
|
2.618 |
41.20 |
|
4.250 |
38.65 |
|
|
| Fisher Pivots for day following 02-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
46.06 |
46.41 |
| PP |
45.87 |
46.10 |
| S1 |
45.67 |
45.79 |
|