NYMEX Light Sweet Crude Oil Future June 2016
Trading Metrics calculated at close of trading on 15-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2016 |
15-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
42.82 |
42.63 |
-0.19 |
-0.4% |
41.02 |
High |
43.34 |
42.88 |
-0.46 |
-1.1% |
43.69 |
Low |
42.06 |
41.19 |
-0.87 |
-2.1% |
40.53 |
Close |
42.67 |
41.71 |
-0.96 |
-2.2% |
41.71 |
Range |
1.28 |
1.69 |
0.41 |
32.0% |
3.16 |
ATR |
1.63 |
1.63 |
0.00 |
0.3% |
0.00 |
Volume |
260,593 |
387,546 |
126,953 |
48.7% |
1,691,135 |
|
Daily Pivots for day following 15-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
47.00 |
46.04 |
42.64 |
|
R3 |
45.31 |
44.35 |
42.17 |
|
R2 |
43.62 |
43.62 |
42.02 |
|
R1 |
42.66 |
42.66 |
41.86 |
42.30 |
PP |
41.93 |
41.93 |
41.93 |
41.74 |
S1 |
40.97 |
40.97 |
41.56 |
40.61 |
S2 |
40.24 |
40.24 |
41.40 |
|
S3 |
38.55 |
39.28 |
41.25 |
|
S4 |
36.86 |
37.59 |
40.78 |
|
|
Weekly Pivots for week ending 15-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
51.46 |
49.74 |
43.45 |
|
R3 |
48.30 |
46.58 |
42.58 |
|
R2 |
45.14 |
45.14 |
42.29 |
|
R1 |
43.42 |
43.42 |
42.00 |
44.28 |
PP |
41.98 |
41.98 |
41.98 |
42.41 |
S1 |
40.26 |
40.26 |
41.42 |
41.12 |
S2 |
38.82 |
38.82 |
41.13 |
|
S3 |
35.66 |
37.10 |
40.84 |
|
S4 |
32.50 |
33.94 |
39.97 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
43.69 |
40.53 |
3.16 |
7.6% |
1.54 |
3.7% |
37% |
False |
False |
338,227 |
10 |
43.69 |
36.57 |
7.12 |
17.1% |
1.60 |
3.8% |
72% |
False |
False |
298,299 |
20 |
43.69 |
36.57 |
7.12 |
17.1% |
1.51 |
3.6% |
72% |
False |
False |
215,693 |
40 |
43.69 |
33.76 |
9.93 |
23.8% |
1.59 |
3.8% |
80% |
False |
False |
160,161 |
60 |
43.69 |
31.26 |
12.43 |
29.8% |
1.82 |
4.4% |
84% |
False |
False |
138,422 |
80 |
43.69 |
30.79 |
12.90 |
30.9% |
1.76 |
4.2% |
85% |
False |
False |
114,492 |
100 |
48.02 |
30.79 |
17.23 |
41.3% |
1.71 |
4.1% |
63% |
False |
False |
99,025 |
120 |
52.04 |
30.79 |
21.25 |
50.9% |
1.66 |
4.0% |
51% |
False |
False |
87,185 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
50.06 |
2.618 |
47.30 |
1.618 |
45.61 |
1.000 |
44.57 |
0.618 |
43.92 |
HIGH |
42.88 |
0.618 |
42.23 |
0.500 |
42.04 |
0.382 |
41.84 |
LOW |
41.19 |
0.618 |
40.15 |
1.000 |
39.50 |
1.618 |
38.46 |
2.618 |
36.77 |
4.250 |
34.01 |
|
|
Fisher Pivots for day following 15-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
42.04 |
42.44 |
PP |
41.93 |
42.20 |
S1 |
41.82 |
41.95 |
|