NYMEX Light Sweet Crude Oil Future June 2016
Trading Metrics calculated at close of trading on 18-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2016 |
18-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
42.63 |
39.90 |
-2.73 |
-6.4% |
41.02 |
High |
42.88 |
41.66 |
-1.22 |
-2.8% |
43.69 |
Low |
41.19 |
39.00 |
-2.19 |
-5.3% |
40.53 |
Close |
41.71 |
41.19 |
-0.52 |
-1.2% |
41.71 |
Range |
1.69 |
2.66 |
0.97 |
57.4% |
3.16 |
ATR |
1.63 |
1.71 |
0.08 |
4.7% |
0.00 |
Volume |
387,546 |
609,487 |
221,941 |
57.3% |
1,691,135 |
|
Daily Pivots for day following 18-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
48.60 |
47.55 |
42.65 |
|
R3 |
45.94 |
44.89 |
41.92 |
|
R2 |
43.28 |
43.28 |
41.68 |
|
R1 |
42.23 |
42.23 |
41.43 |
42.76 |
PP |
40.62 |
40.62 |
40.62 |
40.88 |
S1 |
39.57 |
39.57 |
40.95 |
40.10 |
S2 |
37.96 |
37.96 |
40.70 |
|
S3 |
35.30 |
36.91 |
40.46 |
|
S4 |
32.64 |
34.25 |
39.73 |
|
|
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 |
39.00 |
4.69 |
11.4% |
1.77 |
4.3% |
47% |
False |
True |
396,754 |
10 |
43.69 |
36.57 |
7.12 |
17.3% |
1.70 |
4.1% |
65% |
False |
False |
339,842 |
20 |
43.69 |
36.57 |
7.12 |
17.3% |
1.58 |
3.8% |
65% |
False |
False |
236,859 |
40 |
43.69 |
33.76 |
9.93 |
24.1% |
1.62 |
3.9% |
75% |
False |
False |
173,590 |
60 |
43.69 |
32.10 |
11.59 |
28.1% |
1.83 |
4.4% |
78% |
False |
False |
147,135 |
80 |
43.69 |
30.79 |
12.90 |
31.3% |
1.78 |
4.3% |
81% |
False |
False |
121,809 |
100 |
48.02 |
30.79 |
17.23 |
41.8% |
1.72 |
4.2% |
60% |
False |
False |
104,901 |
120 |
52.04 |
30.79 |
21.25 |
51.6% |
1.68 |
4.1% |
49% |
False |
False |
92,090 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
52.97 |
2.618 |
48.62 |
1.618 |
45.96 |
1.000 |
44.32 |
0.618 |
43.30 |
HIGH |
41.66 |
0.618 |
40.64 |
0.500 |
40.33 |
0.382 |
40.02 |
LOW |
39.00 |
0.618 |
37.36 |
1.000 |
36.34 |
1.618 |
34.70 |
2.618 |
32.04 |
4.250 |
27.70 |
|
|
Fisher Pivots for day following 18-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
40.90 |
41.18 |
PP |
40.62 |
41.18 |
S1 |
40.33 |
41.17 |
|