NYMEX Light Sweet Crude Oil Future June 2016
Trading Metrics calculated at close of trading on 26-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2016 |
26-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
43.75 |
42.96 |
-0.79 |
-1.8% |
39.90 |
High |
44.04 |
44.83 |
0.79 |
1.8% |
44.49 |
Low |
42.58 |
42.50 |
-0.08 |
-0.2% |
39.00 |
Close |
42.64 |
44.04 |
1.40 |
3.3% |
43.73 |
Range |
1.46 |
2.33 |
0.87 |
59.6% |
5.49 |
ATR |
1.74 |
1.78 |
0.04 |
2.4% |
0.00 |
Volume |
606,383 |
564,392 |
-41,991 |
-6.9% |
3,363,396 |
|
Daily Pivots for day following 26-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
50.78 |
49.74 |
45.32 |
|
R3 |
48.45 |
47.41 |
44.68 |
|
R2 |
46.12 |
46.12 |
44.47 |
|
R1 |
45.08 |
45.08 |
44.25 |
45.60 |
PP |
43.79 |
43.79 |
43.79 |
44.05 |
S1 |
42.75 |
42.75 |
43.83 |
43.27 |
S2 |
41.46 |
41.46 |
43.61 |
|
S3 |
39.13 |
40.42 |
43.40 |
|
S4 |
36.80 |
38.09 |
42.76 |
|
|
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 |
44.83 |
41.30 |
3.53 |
8.0% |
1.91 |
4.3% |
78% |
True |
False |
642,645 |
10 |
44.83 |
39.00 |
5.83 |
13.2% |
1.83 |
4.1% |
86% |
True |
False |
552,429 |
20 |
44.83 |
36.57 |
8.26 |
18.8% |
1.75 |
4.0% |
90% |
True |
False |
396,857 |
40 |
44.83 |
36.43 |
8.40 |
19.1% |
1.62 |
3.7% |
91% |
True |
False |
256,831 |
60 |
44.83 |
32.10 |
12.73 |
28.9% |
1.76 |
4.0% |
94% |
True |
False |
203,979 |
80 |
44.83 |
30.79 |
14.04 |
31.9% |
1.85 |
4.2% |
94% |
True |
False |
169,268 |
100 |
46.54 |
30.79 |
15.75 |
35.8% |
1.75 |
4.0% |
84% |
False |
False |
142,655 |
120 |
52.04 |
30.79 |
21.25 |
48.3% |
1.70 |
3.9% |
62% |
False |
False |
123,490 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
54.73 |
2.618 |
50.93 |
1.618 |
48.60 |
1.000 |
47.16 |
0.618 |
46.27 |
HIGH |
44.83 |
0.618 |
43.94 |
0.500 |
43.67 |
0.382 |
43.39 |
LOW |
42.50 |
0.618 |
41.06 |
1.000 |
40.17 |
1.618 |
38.73 |
2.618 |
36.40 |
4.250 |
32.60 |
|
|
Fisher Pivots for day following 26-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
43.92 |
43.92 |
PP |
43.79 |
43.79 |
S1 |
43.67 |
43.67 |
|