NYMEX Light Sweet Crude Oil Future October 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 |
46.15 |
47.10 |
0.95 |
2.1% |
47.44 |
| High |
46.96 |
47.32 |
0.36 |
0.8% |
47.81 |
| Low |
45.22 |
45.05 |
-0.17 |
-0.4% |
45.12 |
| Close |
46.46 |
45.19 |
-1.27 |
-2.7% |
46.46 |
| Range |
1.74 |
2.27 |
0.53 |
30.5% |
2.69 |
| ATR |
1.54 |
1.59 |
0.05 |
3.4% |
0.00 |
| Volume |
23,803 |
30,994 |
7,191 |
30.2% |
101,993 |
|
| Daily Pivots for day following 09-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
52.66 |
51.20 |
46.44 |
|
| R3 |
50.39 |
48.93 |
45.81 |
|
| R2 |
48.12 |
48.12 |
45.61 |
|
| R1 |
46.66 |
46.66 |
45.40 |
46.26 |
| PP |
45.85 |
45.85 |
45.85 |
45.65 |
| S1 |
44.39 |
44.39 |
44.98 |
43.99 |
| S2 |
43.58 |
43.58 |
44.77 |
|
| S3 |
41.31 |
42.12 |
44.57 |
|
| S4 |
39.04 |
39.85 |
43.94 |
|
|
| Weekly Pivots for week ending 06-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
54.53 |
53.19 |
47.94 |
|
| R3 |
51.84 |
50.50 |
47.20 |
|
| R2 |
49.15 |
49.15 |
46.95 |
|
| R1 |
47.81 |
47.81 |
46.71 |
47.14 |
| PP |
46.46 |
46.46 |
46.46 |
46.13 |
| S1 |
45.12 |
45.12 |
46.21 |
44.45 |
| S2 |
43.77 |
43.77 |
45.97 |
|
| S3 |
41.08 |
42.43 |
45.72 |
|
| S4 |
38.39 |
39.74 |
44.98 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
47.59 |
45.05 |
2.54 |
5.6% |
1.84 |
4.1% |
6% |
False |
True |
23,157 |
| 10 |
48.52 |
44.86 |
3.66 |
8.1% |
1.63 |
3.6% |
9% |
False |
False |
19,245 |
| 20 |
48.52 |
41.04 |
7.48 |
16.6% |
1.60 |
3.6% |
55% |
False |
False |
18,979 |
| 40 |
48.52 |
39.08 |
9.44 |
20.9% |
1.41 |
3.1% |
65% |
False |
False |
16,256 |
| 60 |
48.52 |
36.48 |
12.04 |
26.6% |
1.44 |
3.2% |
72% |
False |
False |
13,887 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
56.97 |
|
2.618 |
53.26 |
|
1.618 |
50.99 |
|
1.000 |
49.59 |
|
0.618 |
48.72 |
|
HIGH |
47.32 |
|
0.618 |
46.45 |
|
0.500 |
46.19 |
|
0.382 |
45.92 |
|
LOW |
45.05 |
|
0.618 |
43.65 |
|
1.000 |
42.78 |
|
1.618 |
41.38 |
|
2.618 |
39.11 |
|
4.250 |
35.40 |
|
|
| Fisher Pivots for day following 09-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
46.19 |
46.32 |
| PP |
45.85 |
45.94 |
| S1 |
45.52 |
45.57 |
|