NYMEX Light Sweet Crude Oil Future July 2016
Trading Metrics calculated at close of trading on 20-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2016 |
20-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
42.32 |
43.10 |
0.78 |
1.8% |
41.77 |
High |
43.71 |
45.09 |
1.38 |
3.2% |
44.50 |
Low |
41.75 |
42.17 |
0.42 |
1.0% |
41.43 |
Close |
43.32 |
45.02 |
1.70 |
3.9% |
42.54 |
Range |
1.96 |
2.92 |
0.96 |
49.0% |
3.07 |
ATR |
1.69 |
1.78 |
0.09 |
5.2% |
0.00 |
Volume |
121,088 |
136,113 |
15,025 |
12.4% |
584,395 |
|
Daily Pivots for day following 20-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
52.85 |
51.86 |
46.63 |
|
R3 |
49.93 |
48.94 |
45.82 |
|
R2 |
47.01 |
47.01 |
45.56 |
|
R1 |
46.02 |
46.02 |
45.29 |
46.52 |
PP |
44.09 |
44.09 |
44.09 |
44.34 |
S1 |
43.10 |
43.10 |
44.75 |
43.60 |
S2 |
41.17 |
41.17 |
44.48 |
|
S3 |
38.25 |
40.18 |
44.22 |
|
S4 |
35.33 |
37.26 |
43.41 |
|
|
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 |
45.09 |
39.80 |
5.29 |
11.8% |
2.10 |
4.7% |
99% |
True |
False |
108,325 |
10 |
45.09 |
38.87 |
6.22 |
13.8% |
1.89 |
4.2% |
99% |
True |
False |
115,178 |
20 |
45.09 |
37.50 |
7.59 |
16.9% |
1.67 |
3.7% |
99% |
True |
False |
84,031 |
40 |
45.09 |
34.74 |
10.35 |
23.0% |
1.59 |
3.5% |
99% |
True |
False |
61,878 |
60 |
45.09 |
33.14 |
11.95 |
26.5% |
1.75 |
3.9% |
99% |
True |
False |
52,964 |
80 |
45.09 |
31.61 |
13.48 |
29.9% |
1.74 |
3.9% |
99% |
True |
False |
43,331 |
100 |
48.35 |
31.61 |
16.74 |
37.2% |
1.64 |
3.6% |
80% |
False |
False |
36,602 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
57.50 |
2.618 |
52.73 |
1.618 |
49.81 |
1.000 |
48.01 |
0.618 |
46.89 |
HIGH |
45.09 |
0.618 |
43.97 |
0.500 |
43.63 |
0.382 |
43.29 |
LOW |
42.17 |
0.618 |
40.37 |
1.000 |
39.25 |
1.618 |
37.45 |
2.618 |
34.53 |
4.250 |
29.76 |
|
|
Fisher Pivots for day following 20-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
44.56 |
44.16 |
PP |
44.09 |
43.30 |
S1 |
43.63 |
42.45 |
|