NYMEX Light Sweet Crude Oil Future June 2016
Trading Metrics calculated at close of trading on 13-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2016 |
13-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
41.77 |
42.97 |
1.20 |
2.9% |
38.12 |
High |
43.57 |
43.69 |
0.12 |
0.3% |
41.03 |
Low |
41.47 |
42.58 |
1.11 |
2.7% |
36.57 |
Close |
43.50 |
43.01 |
-0.49 |
-1.1% |
40.99 |
Range |
2.10 |
1.11 |
-0.99 |
-47.1% |
4.46 |
ATR |
1.70 |
1.65 |
-0.04 |
-2.5% |
0.00 |
Volume |
384,163 |
341,985 |
-42,178 |
-11.0% |
1,291,857 |
|
Daily Pivots for day following 13-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
46.42 |
45.83 |
43.62 |
|
R3 |
45.31 |
44.72 |
43.32 |
|
R2 |
44.20 |
44.20 |
43.21 |
|
R1 |
43.61 |
43.61 |
43.11 |
43.91 |
PP |
43.09 |
43.09 |
43.09 |
43.24 |
S1 |
42.50 |
42.50 |
42.91 |
42.80 |
S2 |
41.98 |
41.98 |
42.81 |
|
S3 |
40.87 |
41.39 |
42.70 |
|
S4 |
39.76 |
40.28 |
42.40 |
|
|
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 |
43.69 |
37.94 |
5.75 |
13.4% |
1.72 |
4.0% |
88% |
True |
False |
340,504 |
10 |
43.69 |
36.57 |
7.12 |
16.6% |
1.63 |
3.8% |
90% |
True |
False |
261,826 |
20 |
43.69 |
36.57 |
7.12 |
16.6% |
1.53 |
3.5% |
90% |
True |
False |
196,113 |
40 |
43.69 |
33.76 |
9.93 |
23.1% |
1.63 |
3.8% |
93% |
True |
False |
148,254 |
60 |
43.69 |
30.79 |
12.90 |
30.0% |
1.84 |
4.3% |
95% |
True |
False |
130,200 |
80 |
43.69 |
30.79 |
12.90 |
30.0% |
1.75 |
4.1% |
95% |
True |
False |
107,025 |
100 |
48.02 |
30.79 |
17.23 |
40.1% |
1.70 |
3.9% |
71% |
False |
False |
93,090 |
120 |
52.04 |
30.79 |
21.25 |
49.4% |
1.66 |
3.8% |
58% |
False |
False |
82,155 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
48.41 |
2.618 |
46.60 |
1.618 |
45.49 |
1.000 |
44.80 |
0.618 |
44.38 |
HIGH |
43.69 |
0.618 |
43.27 |
0.500 |
43.14 |
0.382 |
43.00 |
LOW |
42.58 |
0.618 |
41.89 |
1.000 |
41.47 |
1.618 |
40.78 |
2.618 |
39.67 |
4.250 |
37.86 |
|
|
Fisher Pivots for day following 13-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
43.14 |
42.71 |
PP |
43.09 |
42.41 |
S1 |
43.05 |
42.11 |
|