NYMEX Light Sweet Crude Oil Future July 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 |
46.64 |
45.56 |
-1.08 |
-2.3% |
44.54 |
| High |
46.84 |
46.03 |
-0.81 |
-1.7% |
47.54 |
| Low |
45.28 |
44.12 |
-1.16 |
-2.6% |
43.43 |
| Close |
45.48 |
44.41 |
-1.07 |
-2.4% |
46.69 |
| Range |
1.56 |
1.91 |
0.35 |
22.4% |
4.11 |
| ATR |
1.67 |
1.69 |
0.02 |
1.0% |
0.00 |
| Volume |
106,142 |
172,284 |
66,142 |
62.3% |
614,492 |
|
| Daily Pivots for day following 03-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
50.58 |
49.41 |
45.46 |
|
| R3 |
48.67 |
47.50 |
44.94 |
|
| R2 |
46.76 |
46.76 |
44.76 |
|
| R1 |
45.59 |
45.59 |
44.59 |
45.22 |
| PP |
44.85 |
44.85 |
44.85 |
44.67 |
| S1 |
43.68 |
43.68 |
44.23 |
43.31 |
| S2 |
42.94 |
42.94 |
44.06 |
|
| S3 |
41.03 |
41.77 |
43.88 |
|
| S4 |
39.12 |
39.86 |
43.36 |
|
|
| 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 |
44.12 |
3.42 |
7.7% |
1.59 |
3.6% |
8% |
False |
True |
129,441 |
| 10 |
47.54 |
42.17 |
5.37 |
12.1% |
1.72 |
3.9% |
42% |
False |
False |
124,808 |
| 20 |
47.54 |
38.39 |
9.15 |
20.6% |
1.74 |
3.9% |
66% |
False |
False |
118,163 |
| 40 |
47.54 |
37.50 |
10.04 |
22.6% |
1.58 |
3.6% |
69% |
False |
False |
81,593 |
| 60 |
47.54 |
33.14 |
14.40 |
32.4% |
1.67 |
3.8% |
78% |
False |
False |
66,738 |
| 80 |
47.54 |
31.61 |
15.93 |
35.9% |
1.76 |
4.0% |
80% |
False |
False |
56,378 |
| 100 |
47.54 |
31.61 |
15.93 |
35.9% |
1.66 |
3.7% |
80% |
False |
False |
46,965 |
| 120 |
49.30 |
31.61 |
17.69 |
39.8% |
1.59 |
3.6% |
72% |
False |
False |
40,285 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
54.15 |
|
2.618 |
51.03 |
|
1.618 |
49.12 |
|
1.000 |
47.94 |
|
0.618 |
47.21 |
|
HIGH |
46.03 |
|
0.618 |
45.30 |
|
0.500 |
45.08 |
|
0.382 |
44.85 |
|
LOW |
44.12 |
|
0.618 |
42.94 |
|
1.000 |
42.21 |
|
1.618 |
41.03 |
|
2.618 |
39.12 |
|
4.250 |
36.00 |
|
|
| Fisher Pivots for day following 03-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
45.08 |
45.83 |
| PP |
44.85 |
45.36 |
| S1 |
44.63 |
44.88 |
|