NYMEX Light Sweet Crude Oil Future July 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 |
44.59 |
44.68 |
0.09 |
0.2% |
44.54 |
| High |
45.57 |
46.63 |
1.06 |
2.3% |
47.54 |
| Low |
43.92 |
44.55 |
0.63 |
1.4% |
43.43 |
| Close |
44.42 |
44.91 |
0.49 |
1.1% |
46.69 |
| Range |
1.65 |
2.08 |
0.43 |
26.1% |
4.11 |
| ATR |
1.69 |
1.73 |
0.04 |
2.2% |
0.00 |
| Volume |
218,772 |
195,466 |
-23,306 |
-10.7% |
614,492 |
|
| Daily Pivots for day following 05-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
51.60 |
50.34 |
46.05 |
|
| R3 |
49.52 |
48.26 |
45.48 |
|
| R2 |
47.44 |
47.44 |
45.29 |
|
| R1 |
46.18 |
46.18 |
45.10 |
46.81 |
| PP |
45.36 |
45.36 |
45.36 |
45.68 |
| S1 |
44.10 |
44.10 |
44.72 |
44.73 |
| S2 |
43.28 |
43.28 |
44.53 |
|
| S3 |
41.20 |
42.02 |
44.34 |
|
| S4 |
39.12 |
39.94 |
43.77 |
|
|
| 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 |
43.92 |
3.62 |
8.1% |
1.74 |
3.9% |
27% |
False |
False |
165,349 |
| 10 |
47.54 |
43.43 |
4.11 |
9.2% |
1.66 |
3.7% |
36% |
False |
False |
139,525 |
| 20 |
47.54 |
39.50 |
8.04 |
17.9% |
1.77 |
4.0% |
67% |
False |
False |
129,270 |
| 40 |
47.54 |
37.50 |
10.04 |
22.4% |
1.57 |
3.5% |
74% |
False |
False |
90,064 |
| 60 |
47.54 |
33.14 |
14.40 |
32.1% |
1.66 |
3.7% |
82% |
False |
False |
72,275 |
| 80 |
47.54 |
31.61 |
15.93 |
35.5% |
1.77 |
3.9% |
83% |
False |
False |
61,142 |
| 100 |
47.54 |
31.61 |
15.93 |
35.5% |
1.67 |
3.7% |
83% |
False |
False |
50,785 |
| 120 |
48.35 |
31.61 |
16.74 |
37.3% |
1.61 |
3.6% |
79% |
False |
False |
43,681 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
55.47 |
|
2.618 |
52.08 |
|
1.618 |
50.00 |
|
1.000 |
48.71 |
|
0.618 |
47.92 |
|
HIGH |
46.63 |
|
0.618 |
45.84 |
|
0.500 |
45.59 |
|
0.382 |
45.34 |
|
LOW |
44.55 |
|
0.618 |
43.26 |
|
1.000 |
42.47 |
|
1.618 |
41.18 |
|
2.618 |
39.10 |
|
4.250 |
35.71 |
|
|
| Fisher Pivots for day following 05-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
45.59 |
45.28 |
| PP |
45.36 |
45.15 |
| S1 |
45.14 |
45.03 |
|