NYMEX Light Sweet Crude Oil Future August 2016
Trading Metrics calculated at close of trading on 05-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2016 |
05-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
39.67 |
38.30 |
-1.37 |
-3.5% |
42.07 |
High |
39.87 |
39.21 |
-0.66 |
-1.7% |
42.49 |
Low |
38.39 |
38.14 |
-0.25 |
-0.7% |
39.67 |
Close |
38.63 |
38.59 |
-0.04 |
-0.1% |
39.84 |
Range |
1.48 |
1.07 |
-0.41 |
-27.7% |
2.82 |
ATR |
1.48 |
1.45 |
-0.03 |
-2.0% |
0.00 |
Volume |
32,425 |
20,696 |
-11,729 |
-36.2% |
99,395 |
|
Daily Pivots for day following 05-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
41.86 |
41.29 |
39.18 |
|
R3 |
40.79 |
40.22 |
38.88 |
|
R2 |
39.72 |
39.72 |
38.79 |
|
R1 |
39.15 |
39.15 |
38.69 |
39.44 |
PP |
38.65 |
38.65 |
38.65 |
38.79 |
S1 |
38.08 |
38.08 |
38.49 |
38.37 |
S2 |
37.58 |
37.58 |
38.39 |
|
S3 |
36.51 |
37.01 |
38.30 |
|
S4 |
35.44 |
35.94 |
38.00 |
|
|
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 |
42.43 |
38.14 |
4.29 |
11.1% |
1.39 |
3.6% |
10% |
False |
True |
24,999 |
10 |
43.90 |
38.14 |
5.76 |
14.9% |
1.30 |
3.4% |
8% |
False |
True |
22,285 |
20 |
44.09 |
38.14 |
5.95 |
15.4% |
1.35 |
3.5% |
8% |
False |
True |
24,090 |
40 |
44.09 |
33.98 |
10.11 |
26.2% |
1.54 |
4.0% |
46% |
False |
False |
22,597 |
60 |
44.09 |
32.22 |
11.87 |
30.8% |
1.64 |
4.2% |
54% |
False |
False |
19,773 |
80 |
44.29 |
32.22 |
12.07 |
31.3% |
1.52 |
3.9% |
53% |
False |
False |
16,254 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
43.76 |
2.618 |
42.01 |
1.618 |
40.94 |
1.000 |
40.28 |
0.618 |
39.87 |
HIGH |
39.21 |
0.618 |
38.80 |
0.500 |
38.68 |
0.382 |
38.55 |
LOW |
38.14 |
0.618 |
37.48 |
1.000 |
37.07 |
1.618 |
36.41 |
2.618 |
35.34 |
4.250 |
33.59 |
|
|
Fisher Pivots for day following 05-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
38.68 |
39.75 |
PP |
38.65 |
39.36 |
S1 |
38.62 |
38.98 |
|