NYMEX Light Sweet Crude Oil Future July 2016
Trading Metrics calculated at close of trading on 05-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2016 |
05-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
38.98 |
37.71 |
-1.27 |
-3.3% |
41.45 |
High |
39.29 |
38.65 |
-0.64 |
-1.6% |
42.03 |
Low |
37.73 |
37.50 |
-0.23 |
-0.6% |
39.00 |
Close |
37.97 |
37.99 |
0.02 |
0.1% |
39.17 |
Range |
1.56 |
1.15 |
-0.41 |
-26.3% |
3.03 |
ATR |
1.56 |
1.53 |
-0.03 |
-1.9% |
0.00 |
Volume |
69,481 |
51,673 |
-17,808 |
-25.6% |
202,244 |
|
Daily Pivots for day following 05-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
41.50 |
40.89 |
38.62 |
|
R3 |
40.35 |
39.74 |
38.31 |
|
R2 |
39.20 |
39.20 |
38.20 |
|
R1 |
38.59 |
38.59 |
38.10 |
38.90 |
PP |
38.05 |
38.05 |
38.05 |
38.20 |
S1 |
37.44 |
37.44 |
37.88 |
37.75 |
S2 |
36.90 |
36.90 |
37.78 |
|
S3 |
35.75 |
36.29 |
37.67 |
|
S4 |
34.60 |
35.14 |
37.36 |
|
|
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 |
41.86 |
37.50 |
4.36 |
11.5% |
1.50 |
3.9% |
11% |
False |
True |
54,039 |
10 |
43.50 |
37.50 |
6.00 |
15.8% |
1.40 |
3.7% |
8% |
False |
True |
48,694 |
20 |
43.69 |
37.50 |
6.19 |
16.3% |
1.42 |
3.7% |
8% |
False |
True |
45,024 |
40 |
43.69 |
33.14 |
10.55 |
27.8% |
1.64 |
4.3% |
46% |
False |
False |
41,026 |
60 |
43.69 |
31.61 |
12.08 |
31.8% |
1.77 |
4.7% |
53% |
False |
False |
35,783 |
80 |
43.93 |
31.61 |
12.32 |
32.4% |
1.64 |
4.3% |
52% |
False |
False |
29,165 |
100 |
49.30 |
31.61 |
17.69 |
46.6% |
1.56 |
4.1% |
36% |
False |
False |
24,710 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
43.54 |
2.618 |
41.66 |
1.618 |
40.51 |
1.000 |
39.80 |
0.618 |
39.36 |
HIGH |
38.65 |
0.618 |
38.21 |
0.500 |
38.08 |
0.382 |
37.94 |
LOW |
37.50 |
0.618 |
36.79 |
1.000 |
36.35 |
1.618 |
35.64 |
2.618 |
34.49 |
4.250 |
32.61 |
|
|
Fisher Pivots for day following 05-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
38.08 |
39.20 |
PP |
38.05 |
38.79 |
S1 |
38.02 |
38.39 |
|