NYMEX Light Sweet Crude Oil Future September 2016
| Trading Metrics calculated at close of trading on 10-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2016 |
10-May-2016 |
Change |
Change % |
Previous Week |
| Open |
46.46 |
44.71 |
-1.75 |
-3.8% |
47.45 |
| High |
47.08 |
46.36 |
-0.72 |
-1.5% |
47.55 |
| Low |
44.70 |
44.53 |
-0.17 |
-0.4% |
44.79 |
| Close |
44.84 |
46.27 |
1.43 |
3.2% |
46.12 |
| Range |
2.38 |
1.83 |
-0.55 |
-23.1% |
2.76 |
| ATR |
1.69 |
1.70 |
0.01 |
0.6% |
0.00 |
| Volume |
51,277 |
45,399 |
-5,878 |
-11.5% |
207,819 |
|
| Daily Pivots for day following 10-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
51.21 |
50.57 |
47.28 |
|
| R3 |
49.38 |
48.74 |
46.77 |
|
| R2 |
47.55 |
47.55 |
46.61 |
|
| R1 |
46.91 |
46.91 |
46.44 |
47.23 |
| PP |
45.72 |
45.72 |
45.72 |
45.88 |
| S1 |
45.08 |
45.08 |
46.10 |
45.40 |
| S2 |
43.89 |
43.89 |
45.93 |
|
| S3 |
42.06 |
43.25 |
45.77 |
|
| S4 |
40.23 |
41.42 |
45.26 |
|
|
| Weekly Pivots for week ending 06-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
54.43 |
53.04 |
47.64 |
|
| R3 |
51.67 |
50.28 |
46.88 |
|
| R2 |
48.91 |
48.91 |
46.63 |
|
| R1 |
47.52 |
47.52 |
46.37 |
46.84 |
| PP |
46.15 |
46.15 |
46.15 |
45.81 |
| S1 |
44.76 |
44.76 |
45.87 |
44.08 |
| S2 |
43.39 |
43.39 |
45.61 |
|
| S3 |
40.63 |
42.00 |
45.36 |
|
| S4 |
37.87 |
39.24 |
44.60 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
47.31 |
44.53 |
2.78 |
6.0% |
1.92 |
4.1% |
63% |
False |
True |
47,225 |
| 10 |
48.27 |
44.53 |
3.74 |
8.1% |
1.71 |
3.7% |
47% |
False |
True |
40,818 |
| 20 |
48.27 |
40.58 |
7.69 |
16.6% |
1.70 |
3.7% |
74% |
False |
False |
39,168 |
| 40 |
48.27 |
38.67 |
9.60 |
20.7% |
1.55 |
3.3% |
79% |
False |
False |
35,316 |
| 60 |
48.27 |
36.18 |
12.09 |
26.1% |
1.58 |
3.4% |
83% |
False |
False |
32,102 |
| 80 |
48.27 |
32.85 |
15.42 |
33.3% |
1.65 |
3.6% |
87% |
False |
False |
29,927 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
54.14 |
|
2.618 |
51.15 |
|
1.618 |
49.32 |
|
1.000 |
48.19 |
|
0.618 |
47.49 |
|
HIGH |
46.36 |
|
0.618 |
45.66 |
|
0.500 |
45.45 |
|
0.382 |
45.23 |
|
LOW |
44.53 |
|
0.618 |
43.40 |
|
1.000 |
42.70 |
|
1.618 |
41.57 |
|
2.618 |
39.74 |
|
4.250 |
36.75 |
|
|
| Fisher Pivots for day following 10-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
46.00 |
46.12 |
| PP |
45.72 |
45.96 |
| S1 |
45.45 |
45.81 |
|