NYMEX Light Sweet Crude Oil Future June 2016
Trading Metrics calculated at close of trading on 07-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2016 |
07-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
37.70 |
38.92 |
1.22 |
3.2% |
40.65 |
High |
39.11 |
39.43 |
0.32 |
0.8% |
41.28 |
Low |
37.57 |
37.94 |
0.37 |
1.0% |
38.07 |
Close |
38.98 |
38.49 |
-0.49 |
-1.3% |
38.20 |
Range |
1.54 |
1.49 |
-0.05 |
-3.2% |
3.21 |
ATR |
1.62 |
1.61 |
-0.01 |
-0.6% |
0.00 |
Volume |
287,071 |
269,936 |
-17,135 |
-6.0% |
591,313 |
|
Daily Pivots for day following 07-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
43.09 |
42.28 |
39.31 |
|
R3 |
41.60 |
40.79 |
38.90 |
|
R2 |
40.11 |
40.11 |
38.76 |
|
R1 |
39.30 |
39.30 |
38.63 |
38.96 |
PP |
38.62 |
38.62 |
38.62 |
38.45 |
S1 |
37.81 |
37.81 |
38.35 |
37.47 |
S2 |
37.13 |
37.13 |
38.22 |
|
S3 |
35.64 |
36.32 |
38.08 |
|
S4 |
34.15 |
34.83 |
37.67 |
|
|
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 |
39.95 |
36.57 |
3.38 |
8.8% |
1.55 |
4.0% |
57% |
False |
False |
206,745 |
10 |
41.28 |
36.57 |
4.71 |
12.2% |
1.49 |
3.9% |
41% |
False |
False |
164,071 |
20 |
43.17 |
36.57 |
6.60 |
17.1% |
1.43 |
3.7% |
29% |
False |
False |
145,168 |
40 |
43.17 |
32.10 |
11.07 |
28.8% |
1.66 |
4.3% |
58% |
False |
False |
123,975 |
60 |
43.17 |
30.79 |
12.38 |
32.2% |
1.84 |
4.8% |
62% |
False |
False |
110,563 |
80 |
43.17 |
30.79 |
12.38 |
32.2% |
1.74 |
4.5% |
62% |
False |
False |
91,607 |
100 |
48.02 |
30.79 |
17.23 |
44.8% |
1.69 |
4.4% |
45% |
False |
False |
80,106 |
120 |
52.04 |
30.79 |
21.25 |
55.2% |
1.64 |
4.3% |
36% |
False |
False |
71,040 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
45.76 |
2.618 |
43.33 |
1.618 |
41.84 |
1.000 |
40.92 |
0.618 |
40.35 |
HIGH |
39.43 |
0.618 |
38.86 |
0.500 |
38.69 |
0.382 |
38.51 |
LOW |
37.94 |
0.618 |
37.02 |
1.000 |
36.45 |
1.618 |
35.53 |
2.618 |
34.04 |
4.250 |
31.61 |
|
|
Fisher Pivots for day following 07-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
38.69 |
38.33 |
PP |
38.62 |
38.16 |
S1 |
38.56 |
38.00 |
|