NYMEX Light Sweet Crude Oil Future August 2016
Trading Metrics calculated at close of trading on 01-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2016 |
01-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
41.10 |
41.17 |
0.07 |
0.2% |
42.07 |
High |
41.94 |
41.36 |
-0.58 |
-1.4% |
42.49 |
Low |
40.65 |
39.67 |
-0.98 |
-2.4% |
39.67 |
Close |
41.36 |
39.84 |
-1.52 |
-3.7% |
39.84 |
Range |
1.29 |
1.69 |
0.40 |
31.0% |
2.82 |
ATR |
1.46 |
1.48 |
0.02 |
1.1% |
0.00 |
Volume |
24,690 |
23,327 |
-1,363 |
-5.5% |
99,395 |
|
Daily Pivots for day following 01-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
45.36 |
44.29 |
40.77 |
|
R3 |
43.67 |
42.60 |
40.30 |
|
R2 |
41.98 |
41.98 |
40.15 |
|
R1 |
40.91 |
40.91 |
39.99 |
40.60 |
PP |
40.29 |
40.29 |
40.29 |
40.14 |
S1 |
39.22 |
39.22 |
39.69 |
38.91 |
S2 |
38.60 |
38.60 |
39.53 |
|
S3 |
36.91 |
37.53 |
39.38 |
|
S4 |
35.22 |
35.84 |
38.91 |
|
|
Weekly Pivots for week ending 01-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
49.13 |
47.30 |
41.39 |
|
R3 |
46.31 |
44.48 |
40.62 |
|
R2 |
43.49 |
43.49 |
40.36 |
|
R1 |
41.66 |
41.66 |
40.10 |
41.17 |
PP |
40.67 |
40.67 |
40.67 |
40.42 |
S1 |
38.84 |
38.84 |
39.58 |
38.35 |
S2 |
37.85 |
37.85 |
39.32 |
|
S3 |
35.03 |
36.02 |
39.06 |
|
S4 |
32.21 |
33.20 |
38.29 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
42.49 |
39.67 |
2.82 |
7.1% |
1.39 |
3.5% |
6% |
False |
True |
19,879 |
10 |
44.09 |
39.67 |
4.42 |
11.1% |
1.28 |
3.2% |
4% |
False |
True |
22,388 |
20 |
44.09 |
38.89 |
5.20 |
13.1% |
1.41 |
3.5% |
18% |
False |
False |
23,531 |
40 |
44.09 |
33.98 |
10.11 |
25.4% |
1.54 |
3.9% |
58% |
False |
False |
22,398 |
60 |
44.09 |
32.22 |
11.87 |
29.8% |
1.66 |
4.2% |
64% |
False |
False |
19,096 |
80 |
45.45 |
32.22 |
13.23 |
33.2% |
1.53 |
3.8% |
58% |
False |
False |
16,007 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
48.54 |
2.618 |
45.78 |
1.618 |
44.09 |
1.000 |
43.05 |
0.618 |
42.40 |
HIGH |
41.36 |
0.618 |
40.71 |
0.500 |
40.52 |
0.382 |
40.32 |
LOW |
39.67 |
0.618 |
38.63 |
1.000 |
37.98 |
1.618 |
36.94 |
2.618 |
35.25 |
4.250 |
32.49 |
|
|
Fisher Pivots for day following 01-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
40.52 |
41.05 |
PP |
40.29 |
40.65 |
S1 |
40.07 |
40.24 |
|