NYMEX Light Sweet Crude Oil Future June 2016
Trading Metrics calculated at close of trading on 06-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2016 |
06-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
36.80 |
37.70 |
0.90 |
2.4% |
40.65 |
High |
37.79 |
39.11 |
1.32 |
3.5% |
41.28 |
Low |
36.57 |
37.57 |
1.00 |
2.7% |
38.07 |
Close |
37.11 |
38.98 |
1.87 |
5.0% |
38.20 |
Range |
1.22 |
1.54 |
0.32 |
26.2% |
3.21 |
ATR |
1.59 |
1.62 |
0.03 |
1.8% |
0.00 |
Volume |
151,205 |
287,071 |
135,866 |
89.9% |
591,313 |
|
Daily Pivots for day following 06-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
43.17 |
42.62 |
39.83 |
|
R3 |
41.63 |
41.08 |
39.40 |
|
R2 |
40.09 |
40.09 |
39.26 |
|
R1 |
39.54 |
39.54 |
39.12 |
39.82 |
PP |
38.55 |
38.55 |
38.55 |
38.69 |
S1 |
38.00 |
38.00 |
38.84 |
38.28 |
S2 |
37.01 |
37.01 |
38.70 |
|
S3 |
35.47 |
36.46 |
38.56 |
|
S4 |
33.93 |
34.92 |
38.13 |
|
|
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 |
40.41 |
36.57 |
3.84 |
9.9% |
1.54 |
3.9% |
63% |
False |
False |
183,148 |
10 |
42.29 |
36.57 |
5.72 |
14.7% |
1.50 |
3.8% |
42% |
False |
False |
151,517 |
20 |
43.17 |
36.57 |
6.60 |
16.9% |
1.45 |
3.7% |
37% |
False |
False |
137,959 |
40 |
43.17 |
32.10 |
11.07 |
28.4% |
1.70 |
4.4% |
62% |
False |
False |
120,025 |
60 |
43.17 |
30.79 |
12.38 |
31.8% |
1.85 |
4.8% |
66% |
False |
False |
107,029 |
80 |
43.17 |
30.79 |
12.38 |
31.8% |
1.73 |
4.4% |
66% |
False |
False |
88,805 |
100 |
48.75 |
30.79 |
17.96 |
46.1% |
1.69 |
4.3% |
46% |
False |
False |
77,719 |
120 |
52.04 |
30.79 |
21.25 |
54.5% |
1.63 |
4.2% |
39% |
False |
False |
68,937 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
45.66 |
2.618 |
43.14 |
1.618 |
41.60 |
1.000 |
40.65 |
0.618 |
40.06 |
HIGH |
39.11 |
0.618 |
38.52 |
0.500 |
38.34 |
0.382 |
38.16 |
LOW |
37.57 |
0.618 |
36.62 |
1.000 |
36.03 |
1.618 |
35.08 |
2.618 |
33.54 |
4.250 |
31.03 |
|
|
Fisher Pivots for day following 06-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
38.77 |
38.60 |
PP |
38.55 |
38.22 |
S1 |
38.34 |
37.84 |
|