NYMEX Light Sweet Crude Oil Future July 2016
Trading Metrics calculated at close of trading on 29-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2016 |
29-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
46.17 |
46.72 |
0.55 |
1.2% |
44.54 |
High |
46.95 |
47.54 |
0.59 |
1.3% |
47.54 |
Low |
45.79 |
46.03 |
0.24 |
0.5% |
43.43 |
Close |
46.87 |
46.69 |
-0.18 |
-0.4% |
46.69 |
Range |
1.16 |
1.51 |
0.35 |
30.2% |
4.11 |
ATR |
1.70 |
1.68 |
-0.01 |
-0.8% |
0.00 |
Volume |
110,355 |
134,085 |
23,730 |
21.5% |
614,492 |
|
Daily Pivots for day following 29-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
51.28 |
50.50 |
47.52 |
|
R3 |
49.77 |
48.99 |
47.11 |
|
R2 |
48.26 |
48.26 |
46.97 |
|
R1 |
47.48 |
47.48 |
46.83 |
47.12 |
PP |
46.75 |
46.75 |
46.75 |
46.57 |
S1 |
45.97 |
45.97 |
46.55 |
45.61 |
S2 |
45.24 |
45.24 |
46.41 |
|
S3 |
43.73 |
44.46 |
46.27 |
|
S4 |
42.22 |
42.95 |
45.86 |
|
|
Weekly Pivots for week ending 29-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
58.22 |
56.56 |
48.95 |
|
R3 |
54.11 |
52.45 |
47.82 |
|
R2 |
50.00 |
50.00 |
47.44 |
|
R1 |
48.34 |
48.34 |
47.07 |
49.17 |
PP |
45.89 |
45.89 |
45.89 |
46.30 |
S1 |
44.23 |
44.23 |
46.31 |
45.06 |
S2 |
41.78 |
41.78 |
45.94 |
|
S3 |
37.67 |
40.12 |
45.56 |
|
S4 |
33.56 |
36.01 |
44.43 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
47.54 |
43.43 |
4.11 |
8.8% |
1.61 |
3.4% |
79% |
True |
False |
122,898 |
10 |
47.54 |
39.80 |
7.74 |
16.6% |
1.84 |
3.9% |
89% |
True |
False |
117,293 |
20 |
47.54 |
37.50 |
10.04 |
21.5% |
1.70 |
3.6% |
92% |
True |
False |
110,300 |
40 |
47.54 |
37.50 |
10.04 |
21.5% |
1.60 |
3.4% |
92% |
True |
False |
76,424 |
60 |
47.54 |
33.14 |
14.40 |
30.8% |
1.66 |
3.6% |
94% |
True |
False |
63,226 |
80 |
47.54 |
31.61 |
15.93 |
34.1% |
1.77 |
3.8% |
95% |
True |
False |
53,219 |
100 |
47.54 |
31.61 |
15.93 |
34.1% |
1.65 |
3.5% |
95% |
True |
False |
44,526 |
120 |
49.81 |
31.61 |
18.20 |
39.0% |
1.58 |
3.4% |
83% |
False |
False |
38,032 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
53.96 |
2.618 |
51.49 |
1.618 |
49.98 |
1.000 |
49.05 |
0.618 |
48.47 |
HIGH |
47.54 |
0.618 |
46.96 |
0.500 |
46.79 |
0.382 |
46.61 |
LOW |
46.03 |
0.618 |
45.10 |
1.000 |
44.52 |
1.618 |
43.59 |
2.618 |
42.08 |
4.250 |
39.61 |
|
|
Fisher Pivots for day following 29-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
46.79 |
46.49 |
PP |
46.75 |
46.29 |
S1 |
46.72 |
46.09 |
|