NYMEX Light Sweet Crude Oil Future June 2016
Trading Metrics calculated at close of trading on 05-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2016 |
05-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
38.12 |
36.80 |
-1.32 |
-3.5% |
40.65 |
High |
38.42 |
37.79 |
-0.63 |
-1.6% |
41.28 |
Low |
36.80 |
36.57 |
-0.23 |
-0.6% |
38.07 |
Close |
37.03 |
37.11 |
0.08 |
0.2% |
38.20 |
Range |
1.62 |
1.22 |
-0.40 |
-24.7% |
3.21 |
ATR |
1.62 |
1.59 |
-0.03 |
-1.8% |
0.00 |
Volume |
194,055 |
151,205 |
-42,850 |
-22.1% |
591,313 |
|
Daily Pivots for day following 05-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
40.82 |
40.18 |
37.78 |
|
R3 |
39.60 |
38.96 |
37.45 |
|
R2 |
38.38 |
38.38 |
37.33 |
|
R1 |
37.74 |
37.74 |
37.22 |
38.06 |
PP |
37.16 |
37.16 |
37.16 |
37.32 |
S1 |
36.52 |
36.52 |
37.00 |
36.84 |
S2 |
35.94 |
35.94 |
36.89 |
|
S3 |
34.72 |
35.30 |
36.77 |
|
S4 |
33.50 |
34.08 |
36.44 |
|
|
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 |
36.57 |
4.50 |
12.1% |
1.55 |
4.2% |
12% |
False |
True |
153,048 |
10 |
42.88 |
36.57 |
6.31 |
17.0% |
1.46 |
3.9% |
9% |
False |
True |
136,708 |
20 |
43.17 |
36.57 |
6.60 |
17.8% |
1.49 |
4.0% |
8% |
False |
True |
128,692 |
40 |
43.17 |
32.10 |
11.07 |
29.8% |
1.70 |
4.6% |
45% |
False |
False |
114,977 |
60 |
43.17 |
30.79 |
12.38 |
33.4% |
1.86 |
5.0% |
51% |
False |
False |
103,074 |
80 |
43.51 |
30.79 |
12.72 |
34.3% |
1.74 |
4.7% |
50% |
False |
False |
85,902 |
100 |
49.02 |
30.79 |
18.23 |
49.1% |
1.68 |
4.5% |
35% |
False |
False |
75,023 |
120 |
52.04 |
30.79 |
21.25 |
57.3% |
1.63 |
4.4% |
30% |
False |
False |
66,834 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
42.98 |
2.618 |
40.98 |
1.618 |
39.76 |
1.000 |
39.01 |
0.618 |
38.54 |
HIGH |
37.79 |
0.618 |
37.32 |
0.500 |
37.18 |
0.382 |
37.04 |
LOW |
36.57 |
0.618 |
35.82 |
1.000 |
35.35 |
1.618 |
34.60 |
2.618 |
33.38 |
4.250 |
31.39 |
|
|
Fisher Pivots for day following 05-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
37.18 |
38.26 |
PP |
37.16 |
37.88 |
S1 |
37.13 |
37.49 |
|