NYMEX Light Sweet Crude Oil Future August 2016
Trading Metrics calculated at close of trading on 06-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2016 |
06-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
38.30 |
39.05 |
0.75 |
2.0% |
42.07 |
High |
39.21 |
40.58 |
1.37 |
3.5% |
42.49 |
Low |
38.14 |
38.94 |
0.80 |
2.1% |
39.67 |
Close |
38.59 |
40.45 |
1.86 |
4.8% |
39.84 |
Range |
1.07 |
1.64 |
0.57 |
53.3% |
2.82 |
ATR |
1.45 |
1.49 |
0.04 |
2.7% |
0.00 |
Volume |
20,696 |
38,543 |
17,847 |
86.2% |
99,395 |
|
Daily Pivots for day following 06-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
44.91 |
44.32 |
41.35 |
|
R3 |
43.27 |
42.68 |
40.90 |
|
R2 |
41.63 |
41.63 |
40.75 |
|
R1 |
41.04 |
41.04 |
40.60 |
41.34 |
PP |
39.99 |
39.99 |
39.99 |
40.14 |
S1 |
39.40 |
39.40 |
40.30 |
39.70 |
S2 |
38.35 |
38.35 |
40.15 |
|
S3 |
36.71 |
37.76 |
40.00 |
|
S4 |
35.07 |
36.12 |
39.55 |
|
|
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 |
41.94 |
38.14 |
3.80 |
9.4% |
1.43 |
3.5% |
61% |
False |
False |
27,936 |
10 |
43.41 |
38.14 |
5.27 |
13.0% |
1.36 |
3.4% |
44% |
False |
False |
23,316 |
20 |
44.09 |
38.14 |
5.95 |
14.7% |
1.32 |
3.3% |
39% |
False |
False |
24,897 |
40 |
44.09 |
33.98 |
10.11 |
25.0% |
1.55 |
3.8% |
64% |
False |
False |
22,882 |
60 |
44.09 |
32.22 |
11.87 |
29.3% |
1.65 |
4.1% |
69% |
False |
False |
20,293 |
80 |
44.09 |
32.22 |
11.87 |
29.3% |
1.53 |
3.8% |
69% |
False |
False |
16,558 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
47.55 |
2.618 |
44.87 |
1.618 |
43.23 |
1.000 |
42.22 |
0.618 |
41.59 |
HIGH |
40.58 |
0.618 |
39.95 |
0.500 |
39.76 |
0.382 |
39.57 |
LOW |
38.94 |
0.618 |
37.93 |
1.000 |
37.30 |
1.618 |
36.29 |
2.618 |
34.65 |
4.250 |
31.97 |
|
|
Fisher Pivots for day following 06-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
40.22 |
40.09 |
PP |
39.99 |
39.72 |
S1 |
39.76 |
39.36 |
|