NYMEX Light Sweet Crude Oil Future July 2016
Trading Metrics calculated at close of trading on 22-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2016 |
22-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
44.78 |
44.24 |
-0.54 |
-1.2% |
41.03 |
High |
45.34 |
45.23 |
-0.11 |
-0.2% |
45.34 |
Low |
43.89 |
43.90 |
0.01 |
0.0% |
39.80 |
Close |
43.98 |
44.54 |
0.56 |
1.3% |
44.54 |
Range |
1.45 |
1.33 |
-0.12 |
-8.3% |
5.54 |
ATR |
1.75 |
1.72 |
-0.03 |
-1.7% |
0.00 |
Volume |
130,962 |
88,095 |
-42,867 |
-32.7% |
558,443 |
|
Daily Pivots for day following 22-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
48.55 |
47.87 |
45.27 |
|
R3 |
47.22 |
46.54 |
44.91 |
|
R2 |
45.89 |
45.89 |
44.78 |
|
R1 |
45.21 |
45.21 |
44.66 |
45.55 |
PP |
44.56 |
44.56 |
44.56 |
44.73 |
S1 |
43.88 |
43.88 |
44.42 |
44.22 |
S2 |
43.23 |
43.23 |
44.30 |
|
S3 |
41.90 |
42.55 |
44.17 |
|
S4 |
40.57 |
41.22 |
43.81 |
|
|
Weekly Pivots for week ending 22-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
59.85 |
57.73 |
47.59 |
|
R3 |
54.31 |
52.19 |
46.06 |
|
R2 |
48.77 |
48.77 |
45.56 |
|
R1 |
46.65 |
46.65 |
45.05 |
47.71 |
PP |
43.23 |
43.23 |
43.23 |
43.76 |
S1 |
41.11 |
41.11 |
44.03 |
42.17 |
S2 |
37.69 |
37.69 |
43.52 |
|
S3 |
32.15 |
35.57 |
43.02 |
|
S4 |
26.61 |
30.03 |
41.49 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
45.34 |
39.80 |
5.54 |
12.4% |
2.07 |
4.7% |
86% |
False |
False |
111,688 |
10 |
45.34 |
39.80 |
5.54 |
12.4% |
1.79 |
4.0% |
86% |
False |
False |
114,283 |
20 |
45.34 |
37.50 |
7.84 |
17.6% |
1.67 |
3.8% |
90% |
False |
False |
89,687 |
40 |
45.34 |
36.47 |
8.87 |
19.9% |
1.57 |
3.5% |
91% |
False |
False |
65,614 |
60 |
45.34 |
33.14 |
12.20 |
27.4% |
1.71 |
3.8% |
93% |
False |
False |
55,682 |
80 |
45.34 |
31.61 |
13.73 |
30.8% |
1.75 |
3.9% |
94% |
False |
False |
46,009 |
100 |
47.40 |
31.61 |
15.79 |
35.5% |
1.64 |
3.7% |
82% |
False |
False |
38,670 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
50.88 |
2.618 |
48.71 |
1.618 |
47.38 |
1.000 |
46.56 |
0.618 |
46.05 |
HIGH |
45.23 |
0.618 |
44.72 |
0.500 |
44.57 |
0.382 |
44.41 |
LOW |
43.90 |
0.618 |
43.08 |
1.000 |
42.57 |
1.618 |
41.75 |
2.618 |
40.42 |
4.250 |
38.25 |
|
|
Fisher Pivots for day following 22-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
44.57 |
44.28 |
PP |
44.56 |
44.02 |
S1 |
44.55 |
43.76 |
|