NYMEX Light Sweet Crude Oil Future July 2016
Trading Metrics calculated at close of trading on 12-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2016 |
12-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
41.77 |
42.70 |
0.93 |
2.2% |
38.98 |
High |
42.90 |
44.43 |
1.53 |
3.6% |
41.89 |
Low |
41.43 |
42.38 |
0.95 |
2.3% |
37.50 |
Close |
42.66 |
44.35 |
1.69 |
4.0% |
41.86 |
Range |
1.47 |
2.05 |
0.58 |
39.5% |
4.39 |
ATR |
1.61 |
1.64 |
0.03 |
1.9% |
0.00 |
Volume |
121,723 |
137,496 |
15,773 |
13.0% |
448,671 |
|
Daily Pivots for day following 12-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
49.87 |
49.16 |
45.48 |
|
R3 |
47.82 |
47.11 |
44.91 |
|
R2 |
45.77 |
45.77 |
44.73 |
|
R1 |
45.06 |
45.06 |
44.54 |
45.42 |
PP |
43.72 |
43.72 |
43.72 |
43.90 |
S1 |
43.01 |
43.01 |
44.16 |
43.37 |
S2 |
41.67 |
41.67 |
43.97 |
|
S3 |
39.62 |
40.96 |
43.79 |
|
S4 |
37.57 |
38.91 |
43.22 |
|
|
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 |
44.43 |
38.39 |
6.04 |
13.6% |
1.78 |
4.0% |
99% |
True |
False |
117,347 |
10 |
44.43 |
37.50 |
6.93 |
15.6% |
1.64 |
3.7% |
99% |
True |
False |
85,693 |
20 |
44.43 |
37.50 |
6.93 |
15.6% |
1.49 |
3.4% |
99% |
True |
False |
64,063 |
40 |
44.43 |
34.74 |
9.69 |
21.8% |
1.62 |
3.7% |
99% |
True |
False |
50,451 |
60 |
44.43 |
31.61 |
12.82 |
28.9% |
1.78 |
4.0% |
99% |
True |
False |
43,950 |
80 |
44.43 |
31.61 |
12.82 |
28.9% |
1.66 |
3.8% |
99% |
True |
False |
35,640 |
100 |
48.35 |
31.61 |
16.74 |
37.7% |
1.59 |
3.6% |
76% |
False |
False |
30,404 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
53.14 |
2.618 |
49.80 |
1.618 |
47.75 |
1.000 |
46.48 |
0.618 |
45.70 |
HIGH |
44.43 |
0.618 |
43.65 |
0.500 |
43.41 |
0.382 |
43.16 |
LOW |
42.38 |
0.618 |
41.11 |
1.000 |
40.33 |
1.618 |
39.06 |
2.618 |
37.01 |
4.250 |
33.67 |
|
|
Fisher Pivots for day following 12-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
44.04 |
43.56 |
PP |
43.72 |
42.76 |
S1 |
43.41 |
41.97 |
|