NYMEX Light Sweet Crude Oil Future July 2016
| Trading Metrics calculated at close of trading on 06-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2016 |
06-May-2016 |
Change |
Change % |
Previous Week |
| Open |
44.68 |
45.04 |
0.36 |
0.8% |
46.64 |
| High |
46.63 |
45.97 |
-0.66 |
-1.4% |
46.84 |
| Low |
44.55 |
44.16 |
-0.39 |
-0.9% |
43.92 |
| Close |
44.91 |
45.32 |
0.41 |
0.9% |
45.32 |
| Range |
2.08 |
1.81 |
-0.27 |
-13.0% |
2.92 |
| ATR |
1.73 |
1.73 |
0.01 |
0.3% |
0.00 |
| Volume |
195,466 |
241,309 |
45,843 |
23.5% |
933,973 |
|
| Daily Pivots for day following 06-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
50.58 |
49.76 |
46.32 |
|
| R3 |
48.77 |
47.95 |
45.82 |
|
| R2 |
46.96 |
46.96 |
45.65 |
|
| R1 |
46.14 |
46.14 |
45.49 |
46.55 |
| PP |
45.15 |
45.15 |
45.15 |
45.36 |
| S1 |
44.33 |
44.33 |
45.15 |
44.74 |
| S2 |
43.34 |
43.34 |
44.99 |
|
| S3 |
41.53 |
42.52 |
44.82 |
|
| S4 |
39.72 |
40.71 |
44.32 |
|
|
| Weekly Pivots for week ending 06-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
54.12 |
52.64 |
46.93 |
|
| R3 |
51.20 |
49.72 |
46.12 |
|
| R2 |
48.28 |
48.28 |
45.86 |
|
| R1 |
46.80 |
46.80 |
45.59 |
46.08 |
| PP |
45.36 |
45.36 |
45.36 |
45.00 |
| S1 |
43.88 |
43.88 |
45.05 |
43.16 |
| S2 |
42.44 |
42.44 |
44.78 |
|
| S3 |
39.52 |
40.96 |
44.52 |
|
| S4 |
36.60 |
38.04 |
43.71 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
46.84 |
43.92 |
2.92 |
6.4% |
1.80 |
4.0% |
48% |
False |
False |
186,794 |
| 10 |
47.54 |
43.43 |
4.11 |
9.1% |
1.71 |
3.8% |
46% |
False |
False |
154,846 |
| 20 |
47.54 |
39.80 |
7.74 |
17.1% |
1.75 |
3.9% |
71% |
False |
False |
134,565 |
| 40 |
47.54 |
37.50 |
10.04 |
22.2% |
1.59 |
3.5% |
78% |
False |
False |
94,822 |
| 60 |
47.54 |
33.14 |
14.40 |
31.8% |
1.66 |
3.7% |
85% |
False |
False |
75,495 |
| 80 |
47.54 |
31.61 |
15.93 |
35.2% |
1.76 |
3.9% |
86% |
False |
False |
63,910 |
| 100 |
47.54 |
31.61 |
15.93 |
35.2% |
1.68 |
3.7% |
86% |
False |
False |
53,032 |
| 120 |
48.35 |
31.61 |
16.74 |
36.9% |
1.61 |
3.6% |
82% |
False |
False |
45,674 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
53.66 |
|
2.618 |
50.71 |
|
1.618 |
48.90 |
|
1.000 |
47.78 |
|
0.618 |
47.09 |
|
HIGH |
45.97 |
|
0.618 |
45.28 |
|
0.500 |
45.07 |
|
0.382 |
44.85 |
|
LOW |
44.16 |
|
0.618 |
43.04 |
|
1.000 |
42.35 |
|
1.618 |
41.23 |
|
2.618 |
39.42 |
|
4.250 |
36.47 |
|
|
| Fisher Pivots for day following 06-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
45.24 |
45.31 |
| PP |
45.15 |
45.29 |
| S1 |
45.07 |
45.28 |
|