NYMEX Light Sweet Crude Oil Future June 2016
Trading Metrics calculated at close of trading on 25-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2016 |
25-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
43.42 |
43.75 |
0.33 |
0.8% |
39.90 |
High |
44.45 |
44.04 |
-0.41 |
-0.9% |
44.49 |
Low |
43.11 |
42.58 |
-0.53 |
-1.2% |
39.00 |
Close |
43.73 |
42.64 |
-1.09 |
-2.5% |
43.73 |
Range |
1.34 |
1.46 |
0.12 |
9.0% |
5.49 |
ATR |
1.76 |
1.74 |
-0.02 |
-1.2% |
0.00 |
Volume |
575,107 |
606,383 |
31,276 |
5.4% |
3,363,396 |
|
Daily Pivots for day following 25-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
47.47 |
46.51 |
43.44 |
|
R3 |
46.01 |
45.05 |
43.04 |
|
R2 |
44.55 |
44.55 |
42.91 |
|
R1 |
43.59 |
43.59 |
42.77 |
43.34 |
PP |
43.09 |
43.09 |
43.09 |
42.96 |
S1 |
42.13 |
42.13 |
42.51 |
41.88 |
S2 |
41.63 |
41.63 |
42.37 |
|
S3 |
40.17 |
40.67 |
42.24 |
|
S4 |
38.71 |
39.21 |
41.84 |
|
|
Weekly Pivots for week ending 22-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
58.88 |
56.79 |
46.75 |
|
R3 |
53.39 |
51.30 |
45.24 |
|
R2 |
47.90 |
47.90 |
44.74 |
|
R1 |
45.81 |
45.81 |
44.23 |
46.86 |
PP |
42.41 |
42.41 |
42.41 |
42.93 |
S1 |
40.32 |
40.32 |
43.23 |
41.37 |
S2 |
36.92 |
36.92 |
42.72 |
|
S3 |
31.43 |
34.83 |
42.22 |
|
S4 |
25.94 |
29.34 |
40.71 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
44.49 |
40.88 |
3.61 |
8.5% |
1.84 |
4.3% |
49% |
False |
False |
672,058 |
10 |
44.49 |
39.00 |
5.49 |
12.9% |
1.80 |
4.2% |
66% |
False |
False |
534,406 |
20 |
44.49 |
36.57 |
7.92 |
18.6% |
1.71 |
4.0% |
77% |
False |
False |
374,348 |
40 |
44.49 |
35.52 |
8.97 |
21.0% |
1.60 |
3.7% |
79% |
False |
False |
245,015 |
60 |
44.49 |
32.10 |
12.39 |
29.1% |
1.75 |
4.1% |
85% |
False |
False |
196,191 |
80 |
44.49 |
30.79 |
13.70 |
32.1% |
1.83 |
4.3% |
86% |
False |
False |
162,390 |
100 |
46.54 |
30.79 |
15.75 |
36.9% |
1.74 |
4.1% |
75% |
False |
False |
137,247 |
120 |
52.04 |
30.79 |
21.25 |
49.8% |
1.69 |
4.0% |
56% |
False |
False |
118,915 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
50.25 |
2.618 |
47.86 |
1.618 |
46.40 |
1.000 |
45.50 |
0.618 |
44.94 |
HIGH |
44.04 |
0.618 |
43.48 |
0.500 |
43.31 |
0.382 |
43.14 |
LOW |
42.58 |
0.618 |
41.68 |
1.000 |
41.12 |
1.618 |
40.22 |
2.618 |
38.76 |
4.250 |
36.38 |
|
|
Fisher Pivots for day following 25-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
43.31 |
43.54 |
PP |
43.09 |
43.24 |
S1 |
42.86 |
42.94 |
|