NYMEX Light Sweet Crude Oil Future August 2016
| Trading Metrics calculated at close of trading on 09-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2016 |
09-May-2016 |
Change |
Change % |
Previous Week |
| Open |
45.49 |
46.09 |
0.60 |
1.3% |
47.11 |
| High |
46.35 |
46.80 |
0.45 |
1.0% |
47.26 |
| Low |
44.56 |
44.29 |
-0.27 |
-0.6% |
44.39 |
| Close |
45.74 |
44.45 |
-1.29 |
-2.8% |
45.74 |
| Range |
1.79 |
2.51 |
0.72 |
40.2% |
2.87 |
| ATR |
1.68 |
1.74 |
0.06 |
3.5% |
0.00 |
| Volume |
68,465 |
75,997 |
7,532 |
11.0% |
302,056 |
|
| Daily Pivots for day following 09-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
52.71 |
51.09 |
45.83 |
|
| R3 |
50.20 |
48.58 |
45.14 |
|
| R2 |
47.69 |
47.69 |
44.91 |
|
| R1 |
46.07 |
46.07 |
44.68 |
45.63 |
| PP |
45.18 |
45.18 |
45.18 |
44.96 |
| S1 |
43.56 |
43.56 |
44.22 |
43.12 |
| S2 |
42.67 |
42.67 |
43.99 |
|
| S3 |
40.16 |
41.05 |
43.76 |
|
| S4 |
37.65 |
38.54 |
43.07 |
|
|
| Weekly Pivots for week ending 06-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
54.41 |
52.94 |
47.32 |
|
| R3 |
51.54 |
50.07 |
46.53 |
|
| R2 |
48.67 |
48.67 |
46.27 |
|
| R1 |
47.20 |
47.20 |
46.00 |
46.50 |
| PP |
45.80 |
45.80 |
45.80 |
45.45 |
| S1 |
44.33 |
44.33 |
45.48 |
43.63 |
| S2 |
42.93 |
42.93 |
45.21 |
|
| S3 |
40.06 |
41.46 |
44.95 |
|
| S4 |
37.19 |
38.59 |
44.16 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
47.00 |
44.29 |
2.71 |
6.1% |
1.96 |
4.4% |
6% |
False |
True |
68,799 |
| 10 |
47.95 |
44.00 |
3.95 |
8.9% |
1.78 |
4.0% |
11% |
False |
False |
54,686 |
| 20 |
47.95 |
40.29 |
7.66 |
17.2% |
1.76 |
4.0% |
54% |
False |
False |
46,332 |
| 40 |
47.95 |
38.14 |
9.81 |
22.1% |
1.57 |
3.5% |
64% |
False |
False |
36,242 |
| 60 |
47.95 |
35.07 |
12.88 |
29.0% |
1.61 |
3.6% |
73% |
False |
False |
31,472 |
| 80 |
47.95 |
32.22 |
15.73 |
35.4% |
1.67 |
3.8% |
78% |
False |
False |
27,919 |
| 100 |
47.95 |
32.22 |
15.73 |
35.4% |
1.59 |
3.6% |
78% |
False |
False |
23,298 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
57.47 |
|
2.618 |
53.37 |
|
1.618 |
50.86 |
|
1.000 |
49.31 |
|
0.618 |
48.35 |
|
HIGH |
46.80 |
|
0.618 |
45.84 |
|
0.500 |
45.55 |
|
0.382 |
45.25 |
|
LOW |
44.29 |
|
0.618 |
42.74 |
|
1.000 |
41.78 |
|
1.618 |
40.23 |
|
2.618 |
37.72 |
|
4.250 |
33.62 |
|
|
| Fisher Pivots for day following 09-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
45.55 |
45.65 |
| PP |
45.18 |
45.25 |
| S1 |
44.82 |
44.85 |
|