NYMEX Light Sweet Crude Oil Future July 2016
Trading Metrics calculated at close of trading on 15-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2016 |
15-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
43.56 |
43.32 |
-0.24 |
-0.6% |
41.77 |
High |
44.11 |
43.65 |
-0.46 |
-1.0% |
44.50 |
Low |
42.88 |
41.95 |
-0.93 |
-2.2% |
41.43 |
Close |
43.45 |
42.54 |
-0.91 |
-2.1% |
42.54 |
Range |
1.23 |
1.70 |
0.47 |
38.2% |
3.07 |
ATR |
1.57 |
1.58 |
0.01 |
0.6% |
0.00 |
Volume |
75,277 |
126,963 |
51,686 |
68.7% |
584,395 |
|
Daily Pivots for day following 15-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
47.81 |
46.88 |
43.48 |
|
R3 |
46.11 |
45.18 |
43.01 |
|
R2 |
44.41 |
44.41 |
42.85 |
|
R1 |
43.48 |
43.48 |
42.70 |
43.10 |
PP |
42.71 |
42.71 |
42.71 |
42.52 |
S1 |
41.78 |
41.78 |
42.38 |
41.40 |
S2 |
41.01 |
41.01 |
42.23 |
|
S3 |
39.31 |
40.08 |
42.07 |
|
S4 |
37.61 |
38.38 |
41.61 |
|
|
Weekly Pivots for week ending 15-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
52.03 |
50.36 |
44.23 |
|
R3 |
48.96 |
47.29 |
43.38 |
|
R2 |
45.89 |
45.89 |
43.10 |
|
R1 |
44.22 |
44.22 |
42.82 |
45.06 |
PP |
42.82 |
42.82 |
42.82 |
43.24 |
S1 |
41.15 |
41.15 |
42.26 |
41.99 |
S2 |
39.75 |
39.75 |
41.98 |
|
S3 |
36.68 |
38.08 |
41.70 |
|
S4 |
33.61 |
35.01 |
40.85 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
44.50 |
41.43 |
3.07 |
7.2% |
1.50 |
3.5% |
36% |
False |
False |
116,879 |
10 |
44.50 |
37.50 |
7.00 |
16.5% |
1.56 |
3.7% |
72% |
False |
False |
103,306 |
20 |
44.50 |
37.50 |
7.00 |
16.5% |
1.47 |
3.5% |
72% |
False |
False |
75,199 |
40 |
44.50 |
34.74 |
9.76 |
22.9% |
1.53 |
3.6% |
80% |
False |
False |
55,875 |
60 |
44.50 |
32.05 |
12.45 |
29.3% |
1.75 |
4.1% |
84% |
False |
False |
48,424 |
80 |
44.50 |
31.61 |
12.89 |
30.3% |
1.67 |
3.9% |
85% |
False |
False |
39,383 |
100 |
48.35 |
31.61 |
16.74 |
39.4% |
1.61 |
3.8% |
65% |
False |
False |
33,445 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
50.88 |
2.618 |
48.10 |
1.618 |
46.40 |
1.000 |
45.35 |
0.618 |
44.70 |
HIGH |
43.65 |
0.618 |
43.00 |
0.500 |
42.80 |
0.382 |
42.60 |
LOW |
41.95 |
0.618 |
40.90 |
1.000 |
40.25 |
1.618 |
39.20 |
2.618 |
37.50 |
4.250 |
34.73 |
|
|
Fisher Pivots for day following 15-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
42.80 |
43.23 |
PP |
42.71 |
43.00 |
S1 |
42.63 |
42.77 |
|