NYMEX Light Sweet Crude Oil Future July 2016
Trading Metrics calculated at close of trading on 01-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2016 |
01-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
40.41 |
40.48 |
0.07 |
0.2% |
41.45 |
High |
41.29 |
40.89 |
-0.40 |
-1.0% |
42.03 |
Low |
39.91 |
39.00 |
-0.91 |
-2.3% |
39.00 |
Close |
40.69 |
39.17 |
-1.52 |
-3.7% |
39.17 |
Range |
1.38 |
1.89 |
0.51 |
37.0% |
3.03 |
ATR |
1.54 |
1.56 |
0.03 |
1.6% |
0.00 |
Volume |
57,712 |
46,233 |
-11,479 |
-19.9% |
202,244 |
|
Daily Pivots for day following 01-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
45.36 |
44.15 |
40.21 |
|
R3 |
43.47 |
42.26 |
39.69 |
|
R2 |
41.58 |
41.58 |
39.52 |
|
R1 |
40.37 |
40.37 |
39.34 |
40.03 |
PP |
39.69 |
39.69 |
39.69 |
39.52 |
S1 |
38.48 |
38.48 |
39.00 |
38.14 |
S2 |
37.80 |
37.80 |
38.82 |
|
S3 |
35.91 |
36.59 |
38.65 |
|
S4 |
34.02 |
34.70 |
38.13 |
|
|
Weekly Pivots for week ending 01-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
49.16 |
47.19 |
40.84 |
|
R3 |
46.13 |
44.16 |
40.00 |
|
R2 |
43.10 |
43.10 |
39.73 |
|
R1 |
41.13 |
41.13 |
39.45 |
40.60 |
PP |
40.07 |
40.07 |
40.07 |
39.80 |
S1 |
38.10 |
38.10 |
38.89 |
37.57 |
S2 |
37.04 |
37.04 |
38.61 |
|
S3 |
34.01 |
35.07 |
38.34 |
|
S4 |
30.98 |
32.04 |
37.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
42.03 |
39.00 |
3.03 |
7.7% |
1.49 |
3.8% |
6% |
False |
True |
40,448 |
10 |
43.69 |
39.00 |
4.69 |
12.0% |
1.38 |
3.5% |
4% |
False |
True |
47,092 |
20 |
43.69 |
38.25 |
5.44 |
13.9% |
1.49 |
3.8% |
17% |
False |
False |
42,549 |
40 |
43.69 |
33.14 |
10.55 |
26.9% |
1.65 |
4.2% |
57% |
False |
False |
39,690 |
60 |
43.69 |
31.61 |
12.08 |
30.8% |
1.79 |
4.6% |
63% |
False |
False |
34,192 |
80 |
45.11 |
31.61 |
13.50 |
34.5% |
1.64 |
4.2% |
56% |
False |
False |
28,082 |
100 |
49.81 |
31.61 |
18.20 |
46.5% |
1.56 |
4.0% |
42% |
False |
False |
23,578 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
48.92 |
2.618 |
45.84 |
1.618 |
43.95 |
1.000 |
42.78 |
0.618 |
42.06 |
HIGH |
40.89 |
0.618 |
40.17 |
0.500 |
39.95 |
0.382 |
39.72 |
LOW |
39.00 |
0.618 |
37.83 |
1.000 |
37.11 |
1.618 |
35.94 |
2.618 |
34.05 |
4.250 |
30.97 |
|
|
Fisher Pivots for day following 01-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
39.95 |
40.43 |
PP |
39.69 |
40.01 |
S1 |
39.43 |
39.59 |
|