NYMEX Light Sweet Crude Oil Future June 2016
Trading Metrics calculated at close of trading on 12-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2016 |
12-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
41.02 |
41.77 |
0.75 |
1.8% |
38.12 |
High |
42.03 |
43.57 |
1.54 |
3.7% |
41.03 |
Low |
40.53 |
41.47 |
0.94 |
2.3% |
36.57 |
Close |
41.75 |
43.50 |
1.75 |
4.2% |
40.99 |
Range |
1.50 |
2.10 |
0.60 |
40.0% |
4.46 |
ATR |
1.67 |
1.70 |
0.03 |
1.9% |
0.00 |
Volume |
316,848 |
384,163 |
67,315 |
21.2% |
1,291,857 |
|
Daily Pivots for day following 12-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
49.15 |
48.42 |
44.66 |
|
R3 |
47.05 |
46.32 |
44.08 |
|
R2 |
44.95 |
44.95 |
43.89 |
|
R1 |
44.22 |
44.22 |
43.69 |
44.59 |
PP |
42.85 |
42.85 |
42.85 |
43.03 |
S1 |
42.12 |
42.12 |
43.31 |
42.49 |
S2 |
40.75 |
40.75 |
43.12 |
|
S3 |
38.65 |
40.02 |
42.92 |
|
S4 |
36.55 |
37.92 |
42.35 |
|
|
Weekly Pivots for week ending 08-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
52.91 |
51.41 |
43.44 |
|
R3 |
48.45 |
46.95 |
42.22 |
|
R2 |
43.99 |
43.99 |
41.81 |
|
R1 |
42.49 |
42.49 |
41.40 |
43.24 |
PP |
39.53 |
39.53 |
39.53 |
39.91 |
S1 |
38.03 |
38.03 |
40.58 |
38.78 |
S2 |
35.07 |
35.07 |
40.17 |
|
S3 |
30.61 |
33.57 |
39.76 |
|
S4 |
26.15 |
29.11 |
38.54 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
43.57 |
37.57 |
6.00 |
13.8% |
1.81 |
4.2% |
99% |
True |
False |
329,521 |
10 |
43.57 |
36.57 |
7.00 |
16.1% |
1.68 |
3.9% |
99% |
True |
False |
241,285 |
20 |
43.57 |
36.57 |
7.00 |
16.1% |
1.54 |
3.5% |
99% |
True |
False |
183,449 |
40 |
43.57 |
33.69 |
9.88 |
22.7% |
1.68 |
3.9% |
99% |
True |
False |
142,368 |
60 |
43.57 |
30.79 |
12.78 |
29.4% |
1.85 |
4.3% |
99% |
True |
False |
125,333 |
80 |
43.57 |
30.79 |
12.78 |
29.4% |
1.76 |
4.0% |
99% |
True |
False |
103,361 |
100 |
48.02 |
30.79 |
17.23 |
39.6% |
1.70 |
3.9% |
74% |
False |
False |
89,942 |
120 |
52.04 |
30.79 |
21.25 |
48.9% |
1.65 |
3.8% |
60% |
False |
False |
79,516 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
52.50 |
2.618 |
49.07 |
1.618 |
46.97 |
1.000 |
45.67 |
0.618 |
44.87 |
HIGH |
43.57 |
0.618 |
42.77 |
0.500 |
42.52 |
0.382 |
42.27 |
LOW |
41.47 |
0.618 |
40.17 |
1.000 |
39.37 |
1.618 |
38.07 |
2.618 |
35.97 |
4.250 |
32.55 |
|
|
Fisher Pivots for day following 12-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
43.17 |
42.70 |
PP |
42.85 |
41.90 |
S1 |
42.52 |
41.10 |
|