NYMEX Light Sweet Crude Oil Future June 2016
Trading Metrics calculated at close of trading on 14-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2016 |
14-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
42.97 |
42.82 |
-0.15 |
-0.3% |
38.12 |
High |
43.69 |
43.34 |
-0.35 |
-0.8% |
41.03 |
Low |
42.58 |
42.06 |
-0.52 |
-1.2% |
36.57 |
Close |
43.01 |
42.67 |
-0.34 |
-0.8% |
40.99 |
Range |
1.11 |
1.28 |
0.17 |
15.3% |
4.46 |
ATR |
1.65 |
1.63 |
-0.03 |
-1.6% |
0.00 |
Volume |
341,985 |
260,593 |
-81,392 |
-23.8% |
1,291,857 |
|
Daily Pivots for day following 14-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
46.53 |
45.88 |
43.37 |
|
R3 |
45.25 |
44.60 |
43.02 |
|
R2 |
43.97 |
43.97 |
42.90 |
|
R1 |
43.32 |
43.32 |
42.79 |
43.01 |
PP |
42.69 |
42.69 |
42.69 |
42.53 |
S1 |
42.04 |
42.04 |
42.55 |
41.73 |
S2 |
41.41 |
41.41 |
42.44 |
|
S3 |
40.13 |
40.76 |
42.32 |
|
S4 |
38.85 |
39.48 |
41.97 |
|
|
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 |
38.63 |
5.06 |
11.9% |
1.68 |
3.9% |
80% |
False |
False |
338,635 |
10 |
43.69 |
36.57 |
7.12 |
16.7% |
1.61 |
3.8% |
86% |
False |
False |
272,690 |
20 |
43.69 |
36.57 |
7.12 |
16.7% |
1.51 |
3.5% |
86% |
False |
False |
203,038 |
40 |
43.69 |
33.76 |
9.93 |
23.3% |
1.59 |
3.7% |
90% |
False |
False |
152,394 |
60 |
43.69 |
30.79 |
12.90 |
30.2% |
1.82 |
4.3% |
92% |
False |
False |
133,351 |
80 |
43.69 |
30.79 |
12.90 |
30.2% |
1.75 |
4.1% |
92% |
False |
False |
109,910 |
100 |
48.02 |
30.79 |
17.23 |
40.4% |
1.70 |
4.0% |
69% |
False |
False |
95,428 |
120 |
52.04 |
30.79 |
21.25 |
49.8% |
1.66 |
3.9% |
56% |
False |
False |
84,113 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
48.78 |
2.618 |
46.69 |
1.618 |
45.41 |
1.000 |
44.62 |
0.618 |
44.13 |
HIGH |
43.34 |
0.618 |
42.85 |
0.500 |
42.70 |
0.382 |
42.55 |
LOW |
42.06 |
0.618 |
41.27 |
1.000 |
40.78 |
1.618 |
39.99 |
2.618 |
38.71 |
4.250 |
36.62 |
|
|
Fisher Pivots for day following 14-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
42.70 |
42.64 |
PP |
42.69 |
42.61 |
S1 |
42.68 |
42.58 |
|