NYMEX Light Sweet Crude Oil Future July 2016
Trading Metrics calculated at close of trading on 11-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2016 |
11-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
39.68 |
41.77 |
2.09 |
5.3% |
38.98 |
High |
41.89 |
42.90 |
1.01 |
2.4% |
41.89 |
Low |
39.50 |
41.43 |
1.93 |
4.9% |
37.50 |
Close |
41.86 |
42.66 |
0.80 |
1.9% |
41.86 |
Range |
2.39 |
1.47 |
-0.92 |
-38.5% |
4.39 |
ATR |
1.62 |
1.61 |
-0.01 |
-0.7% |
0.00 |
Volume |
135,410 |
121,723 |
-13,687 |
-10.1% |
448,671 |
|
Daily Pivots for day following 11-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
46.74 |
46.17 |
43.47 |
|
R3 |
45.27 |
44.70 |
43.06 |
|
R2 |
43.80 |
43.80 |
42.93 |
|
R1 |
43.23 |
43.23 |
42.79 |
43.52 |
PP |
42.33 |
42.33 |
42.33 |
42.47 |
S1 |
41.76 |
41.76 |
42.53 |
42.05 |
S2 |
40.86 |
40.86 |
42.39 |
|
S3 |
39.39 |
40.29 |
42.26 |
|
S4 |
37.92 |
38.82 |
41.85 |
|
|
Weekly Pivots for week ending 08-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
53.59 |
52.11 |
44.27 |
|
R3 |
49.20 |
47.72 |
43.07 |
|
R2 |
44.81 |
44.81 |
42.66 |
|
R1 |
43.33 |
43.33 |
42.26 |
44.07 |
PP |
40.42 |
40.42 |
40.42 |
40.79 |
S1 |
38.94 |
38.94 |
41.46 |
39.68 |
S2 |
36.03 |
36.03 |
41.06 |
|
S3 |
31.64 |
34.55 |
40.65 |
|
S4 |
27.25 |
30.16 |
39.45 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
42.90 |
37.50 |
5.40 |
12.7% |
1.60 |
3.8% |
96% |
True |
False |
100,182 |
10 |
42.90 |
37.50 |
5.40 |
12.7% |
1.58 |
3.7% |
96% |
True |
False |
75,494 |
20 |
43.69 |
37.50 |
6.19 |
14.5% |
1.46 |
3.4% |
83% |
False |
False |
58,657 |
40 |
43.69 |
34.18 |
9.51 |
22.3% |
1.62 |
3.8% |
89% |
False |
False |
47,810 |
60 |
43.69 |
31.61 |
12.08 |
28.3% |
1.77 |
4.1% |
91% |
False |
False |
42,030 |
80 |
43.69 |
31.61 |
12.08 |
28.3% |
1.66 |
3.9% |
91% |
False |
False |
34,012 |
100 |
48.35 |
31.61 |
16.74 |
39.2% |
1.59 |
3.7% |
66% |
False |
False |
29,075 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
49.15 |
2.618 |
46.75 |
1.618 |
45.28 |
1.000 |
44.37 |
0.618 |
43.81 |
HIGH |
42.90 |
0.618 |
42.34 |
0.500 |
42.17 |
0.382 |
41.99 |
LOW |
41.43 |
0.618 |
40.52 |
1.000 |
39.96 |
1.618 |
39.05 |
2.618 |
37.58 |
4.250 |
35.18 |
|
|
Fisher Pivots for day following 11-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
42.50 |
42.07 |
PP |
42.33 |
41.48 |
S1 |
42.17 |
40.89 |
|