NYMEX Light Sweet Crude Oil Future August 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 |
47.11 |
46.02 |
-1.09 |
-2.3% |
44.99 |
| High |
47.26 |
46.45 |
-0.81 |
-1.7% |
47.95 |
| Low |
45.74 |
44.63 |
-1.11 |
-2.4% |
44.00 |
| Close |
45.91 |
44.90 |
-1.01 |
-2.2% |
47.14 |
| Range |
1.52 |
1.82 |
0.30 |
19.7% |
3.95 |
| ATR |
1.62 |
1.63 |
0.01 |
0.9% |
0.00 |
| Volume |
34,057 |
64,913 |
30,856 |
90.6% |
210,886 |
|
| Daily Pivots for day following 03-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
50.79 |
49.66 |
45.90 |
|
| R3 |
48.97 |
47.84 |
45.40 |
|
| R2 |
47.15 |
47.15 |
45.23 |
|
| R1 |
46.02 |
46.02 |
45.07 |
45.68 |
| PP |
45.33 |
45.33 |
45.33 |
45.15 |
| S1 |
44.20 |
44.20 |
44.73 |
43.86 |
| S2 |
43.51 |
43.51 |
44.57 |
|
| S3 |
41.69 |
42.38 |
44.40 |
|
| S4 |
39.87 |
40.56 |
43.90 |
|
|
| Weekly Pivots for week ending 29-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
58.21 |
56.63 |
49.31 |
|
| R3 |
54.26 |
52.68 |
48.23 |
|
| R2 |
50.31 |
50.31 |
47.86 |
|
| R1 |
48.73 |
48.73 |
47.50 |
49.52 |
| PP |
46.36 |
46.36 |
46.36 |
46.76 |
| S1 |
44.78 |
44.78 |
46.78 |
45.57 |
| S2 |
42.41 |
42.41 |
46.42 |
|
| S3 |
38.46 |
40.83 |
46.05 |
|
| S4 |
34.51 |
36.88 |
44.97 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
47.95 |
44.63 |
3.32 |
7.4% |
1.54 |
3.4% |
8% |
False |
True |
47,308 |
| 10 |
47.95 |
42.70 |
5.25 |
11.7% |
1.66 |
3.7% |
42% |
False |
False |
40,750 |
| 20 |
47.95 |
38.94 |
9.01 |
20.1% |
1.69 |
3.8% |
66% |
False |
False |
40,086 |
| 40 |
47.95 |
38.14 |
9.81 |
21.8% |
1.52 |
3.4% |
69% |
False |
False |
32,088 |
| 60 |
47.95 |
33.98 |
13.97 |
31.1% |
1.59 |
3.5% |
78% |
False |
False |
28,427 |
| 80 |
47.95 |
32.22 |
15.73 |
35.0% |
1.65 |
3.7% |
81% |
False |
False |
24,851 |
| 100 |
47.95 |
32.22 |
15.73 |
35.0% |
1.56 |
3.5% |
81% |
False |
False |
21,020 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
54.19 |
|
2.618 |
51.21 |
|
1.618 |
49.39 |
|
1.000 |
48.27 |
|
0.618 |
47.57 |
|
HIGH |
46.45 |
|
0.618 |
45.75 |
|
0.500 |
45.54 |
|
0.382 |
45.33 |
|
LOW |
44.63 |
|
0.618 |
43.51 |
|
1.000 |
42.81 |
|
1.618 |
41.69 |
|
2.618 |
39.87 |
|
4.250 |
36.90 |
|
|
| Fisher Pivots for day following 03-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
45.54 |
46.29 |
| PP |
45.33 |
45.83 |
| S1 |
45.11 |
45.36 |
|