NYMEX Light Sweet Crude Oil Future July 2016
Trading Metrics calculated at close of trading on 28-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2016 |
28-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
45.46 |
46.17 |
0.71 |
1.6% |
41.03 |
High |
46.47 |
46.95 |
0.48 |
1.0% |
45.34 |
Low |
44.64 |
45.79 |
1.15 |
2.6% |
39.80 |
Close |
46.20 |
46.87 |
0.67 |
1.5% |
44.54 |
Range |
1.83 |
1.16 |
-0.67 |
-36.6% |
5.54 |
ATR |
1.74 |
1.70 |
-0.04 |
-2.4% |
0.00 |
Volume |
124,341 |
110,355 |
-13,986 |
-11.2% |
558,443 |
|
Daily Pivots for day following 28-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
50.02 |
49.60 |
47.51 |
|
R3 |
48.86 |
48.44 |
47.19 |
|
R2 |
47.70 |
47.70 |
47.08 |
|
R1 |
47.28 |
47.28 |
46.98 |
47.49 |
PP |
46.54 |
46.54 |
46.54 |
46.64 |
S1 |
46.12 |
46.12 |
46.76 |
46.33 |
S2 |
45.38 |
45.38 |
46.66 |
|
S3 |
44.22 |
44.96 |
46.55 |
|
S4 |
43.06 |
43.80 |
46.23 |
|
|
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 |
46.95 |
43.43 |
3.52 |
7.5% |
1.57 |
3.4% |
98% |
True |
False |
113,700 |
10 |
46.95 |
39.80 |
7.15 |
15.3% |
1.86 |
4.0% |
99% |
True |
False |
116,581 |
20 |
46.95 |
37.50 |
9.45 |
20.2% |
1.72 |
3.7% |
99% |
True |
False |
105,907 |
40 |
46.95 |
37.50 |
9.45 |
20.2% |
1.58 |
3.4% |
99% |
True |
False |
74,213 |
60 |
46.95 |
33.14 |
13.81 |
29.5% |
1.68 |
3.6% |
99% |
True |
False |
61,646 |
80 |
46.95 |
31.61 |
15.34 |
32.7% |
1.76 |
3.8% |
99% |
True |
False |
51,688 |
100 |
46.95 |
31.61 |
15.34 |
32.7% |
1.66 |
3.5% |
99% |
True |
False |
43,271 |
120 |
50.42 |
31.61 |
18.81 |
40.1% |
1.57 |
3.4% |
81% |
False |
False |
36,963 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
51.88 |
2.618 |
49.99 |
1.618 |
48.83 |
1.000 |
48.11 |
0.618 |
47.67 |
HIGH |
46.95 |
0.618 |
46.51 |
0.500 |
46.37 |
0.382 |
46.23 |
LOW |
45.79 |
0.618 |
45.07 |
1.000 |
44.63 |
1.618 |
43.91 |
2.618 |
42.75 |
4.250 |
40.86 |
|
|
Fisher Pivots for day following 28-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
46.70 |
46.31 |
PP |
46.54 |
45.75 |
S1 |
46.37 |
45.19 |
|