NYMEX Light Sweet Crude Oil Future July 2016
Trading Metrics calculated at close of trading on 26-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2016 |
26-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
44.54 |
43.92 |
-0.62 |
-1.4% |
41.03 |
High |
44.86 |
45.64 |
0.78 |
1.7% |
45.34 |
Low |
43.53 |
43.43 |
-0.10 |
-0.2% |
39.80 |
Close |
43.59 |
44.89 |
1.30 |
3.0% |
44.54 |
Range |
1.33 |
2.21 |
0.88 |
66.2% |
5.54 |
ATR |
1.69 |
1.73 |
0.04 |
2.2% |
0.00 |
Volume |
128,815 |
116,896 |
-11,919 |
-9.3% |
558,443 |
|
Daily Pivots for day following 26-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
51.28 |
50.30 |
46.11 |
|
R3 |
49.07 |
48.09 |
45.50 |
|
R2 |
46.86 |
46.86 |
45.30 |
|
R1 |
45.88 |
45.88 |
45.09 |
46.37 |
PP |
44.65 |
44.65 |
44.65 |
44.90 |
S1 |
43.67 |
43.67 |
44.69 |
44.16 |
S2 |
42.44 |
42.44 |
44.48 |
|
S3 |
40.23 |
41.46 |
44.28 |
|
S4 |
38.02 |
39.25 |
43.67 |
|
|
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 |
45.64 |
42.17 |
3.47 |
7.7% |
1.85 |
4.1% |
78% |
True |
False |
120,176 |
10 |
45.64 |
39.80 |
5.84 |
13.0% |
1.79 |
4.0% |
87% |
True |
False |
112,933 |
20 |
45.64 |
37.50 |
8.14 |
18.1% |
1.71 |
3.8% |
91% |
True |
False |
99,313 |
40 |
45.64 |
37.32 |
8.32 |
18.5% |
1.57 |
3.5% |
91% |
True |
False |
70,057 |
60 |
45.64 |
33.14 |
12.50 |
27.8% |
1.70 |
3.8% |
94% |
True |
False |
58,845 |
80 |
45.64 |
31.61 |
14.03 |
31.3% |
1.77 |
3.9% |
95% |
True |
False |
48,996 |
100 |
46.98 |
31.61 |
15.37 |
34.2% |
1.65 |
3.7% |
86% |
False |
False |
41,044 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
55.03 |
2.618 |
51.43 |
1.618 |
49.22 |
1.000 |
47.85 |
0.618 |
47.01 |
HIGH |
45.64 |
0.618 |
44.80 |
0.500 |
44.54 |
0.382 |
44.27 |
LOW |
43.43 |
0.618 |
42.06 |
1.000 |
41.22 |
1.618 |
39.85 |
2.618 |
37.64 |
4.250 |
34.04 |
|
|
Fisher Pivots for day following 26-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
44.77 |
44.77 |
PP |
44.65 |
44.65 |
S1 |
44.54 |
44.54 |
|