NYMEX Light Sweet Crude Oil Future June 2016
Trading Metrics calculated at close of trading on 29-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2016 |
29-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
45.30 |
45.90 |
0.60 |
1.3% |
43.75 |
High |
46.14 |
46.78 |
0.64 |
1.4% |
46.78 |
Low |
44.94 |
45.24 |
0.30 |
0.7% |
42.50 |
Close |
46.03 |
45.92 |
-0.11 |
-0.2% |
45.92 |
Range |
1.20 |
1.54 |
0.34 |
28.3% |
4.28 |
ATR |
1.74 |
1.73 |
-0.01 |
-0.8% |
0.00 |
Volume |
487,412 |
598,439 |
111,027 |
22.8% |
2,904,654 |
|
Daily Pivots for day following 29-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
50.60 |
49.80 |
46.77 |
|
R3 |
49.06 |
48.26 |
46.34 |
|
R2 |
47.52 |
47.52 |
46.20 |
|
R1 |
46.72 |
46.72 |
46.06 |
47.12 |
PP |
45.98 |
45.98 |
45.98 |
46.18 |
S1 |
45.18 |
45.18 |
45.78 |
45.58 |
S2 |
44.44 |
44.44 |
45.64 |
|
S3 |
42.90 |
43.64 |
45.50 |
|
S4 |
41.36 |
42.10 |
45.07 |
|
|
Weekly Pivots for week ending 29-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
57.91 |
56.19 |
48.27 |
|
R3 |
53.63 |
51.91 |
47.10 |
|
R2 |
49.35 |
49.35 |
46.70 |
|
R1 |
47.63 |
47.63 |
46.31 |
48.49 |
PP |
45.07 |
45.07 |
45.07 |
45.50 |
S1 |
43.35 |
43.35 |
45.53 |
44.21 |
S2 |
40.79 |
40.79 |
45.14 |
|
S3 |
36.51 |
39.07 |
44.74 |
|
S4 |
32.23 |
34.79 |
43.57 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
46.78 |
42.50 |
4.28 |
9.3% |
1.68 |
3.6% |
80% |
True |
False |
580,930 |
10 |
46.78 |
39.00 |
7.78 |
16.9% |
1.88 |
4.1% |
89% |
True |
False |
626,805 |
20 |
46.78 |
36.57 |
10.21 |
22.2% |
1.74 |
3.8% |
92% |
True |
False |
462,552 |
40 |
46.78 |
36.57 |
10.21 |
22.2% |
1.64 |
3.6% |
92% |
True |
False |
291,941 |
60 |
46.78 |
32.10 |
14.68 |
32.0% |
1.72 |
3.7% |
94% |
True |
False |
228,352 |
80 |
46.78 |
30.79 |
15.99 |
34.8% |
1.84 |
4.0% |
95% |
True |
False |
189,763 |
100 |
46.78 |
30.79 |
15.99 |
34.8% |
1.74 |
3.8% |
95% |
True |
False |
159,062 |
120 |
49.73 |
30.79 |
18.94 |
41.2% |
1.69 |
3.7% |
80% |
False |
False |
137,211 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
53.33 |
2.618 |
50.81 |
1.618 |
49.27 |
1.000 |
48.32 |
0.618 |
47.73 |
HIGH |
46.78 |
0.618 |
46.19 |
0.500 |
46.01 |
0.382 |
45.83 |
LOW |
45.24 |
0.618 |
44.29 |
1.000 |
43.70 |
1.618 |
42.75 |
2.618 |
41.21 |
4.250 |
38.70 |
|
|
Fisher Pivots for day following 29-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
46.01 |
45.71 |
PP |
45.98 |
45.49 |
S1 |
45.95 |
45.28 |
|