NYMEX Light Sweet Crude Oil Future June 2016
Trading Metrics calculated at close of trading on 04-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2016 |
04-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
39.49 |
38.12 |
-1.37 |
-3.5% |
40.65 |
High |
39.95 |
38.42 |
-1.53 |
-3.8% |
41.28 |
Low |
38.07 |
36.80 |
-1.27 |
-3.3% |
38.07 |
Close |
38.20 |
37.03 |
-1.17 |
-3.1% |
38.20 |
Range |
1.88 |
1.62 |
-0.26 |
-13.8% |
3.21 |
ATR |
1.62 |
1.62 |
0.00 |
0.0% |
0.00 |
Volume |
131,459 |
194,055 |
62,596 |
47.6% |
591,313 |
|
Daily Pivots for day following 04-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
42.28 |
41.27 |
37.92 |
|
R3 |
40.66 |
39.65 |
37.48 |
|
R2 |
39.04 |
39.04 |
37.33 |
|
R1 |
38.03 |
38.03 |
37.18 |
37.73 |
PP |
37.42 |
37.42 |
37.42 |
37.26 |
S1 |
36.41 |
36.41 |
36.88 |
36.11 |
S2 |
35.80 |
35.80 |
36.73 |
|
S3 |
34.18 |
34.79 |
36.58 |
|
S4 |
32.56 |
33.17 |
36.14 |
|
|
Weekly Pivots for week ending 01-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
48.81 |
46.72 |
39.97 |
|
R3 |
45.60 |
43.51 |
39.08 |
|
R2 |
42.39 |
42.39 |
38.79 |
|
R1 |
40.30 |
40.30 |
38.49 |
39.74 |
PP |
39.18 |
39.18 |
39.18 |
38.91 |
S1 |
37.09 |
37.09 |
37.91 |
36.53 |
S2 |
35.97 |
35.97 |
37.61 |
|
S3 |
32.76 |
33.88 |
37.32 |
|
S4 |
29.55 |
30.67 |
36.43 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
41.07 |
36.80 |
4.27 |
11.5% |
1.60 |
4.3% |
5% |
False |
True |
145,649 |
10 |
42.88 |
36.80 |
6.08 |
16.4% |
1.46 |
4.0% |
4% |
False |
True |
133,875 |
20 |
43.17 |
36.80 |
6.37 |
17.2% |
1.53 |
4.1% |
4% |
False |
True |
126,334 |
40 |
43.17 |
32.10 |
11.07 |
29.9% |
1.71 |
4.6% |
45% |
False |
False |
113,414 |
60 |
43.17 |
30.79 |
12.38 |
33.4% |
1.87 |
5.1% |
50% |
False |
False |
101,331 |
80 |
43.51 |
30.79 |
12.72 |
34.4% |
1.74 |
4.7% |
49% |
False |
False |
84,739 |
100 |
49.45 |
30.79 |
18.66 |
50.4% |
1.68 |
4.5% |
33% |
False |
False |
73,802 |
120 |
53.20 |
30.79 |
22.41 |
60.5% |
1.65 |
4.4% |
28% |
False |
False |
65,808 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
45.31 |
2.618 |
42.66 |
1.618 |
41.04 |
1.000 |
40.04 |
0.618 |
39.42 |
HIGH |
38.42 |
0.618 |
37.80 |
0.500 |
37.61 |
0.382 |
37.42 |
LOW |
36.80 |
0.618 |
35.80 |
1.000 |
35.18 |
1.618 |
34.18 |
2.618 |
32.56 |
4.250 |
29.92 |
|
|
Fisher Pivots for day following 04-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
37.61 |
38.61 |
PP |
37.42 |
38.08 |
S1 |
37.22 |
37.56 |
|