NYMEX Light Sweet Crude Oil Future August 2016
Trading Metrics calculated at close of trading on 11-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2016 |
11-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
40.13 |
42.34 |
2.21 |
5.5% |
39.67 |
High |
42.40 |
43.40 |
1.00 |
2.4% |
42.40 |
Low |
40.13 |
42.00 |
1.87 |
4.7% |
38.14 |
Close |
42.38 |
43.22 |
0.84 |
2.0% |
42.38 |
Range |
2.27 |
1.40 |
-0.87 |
-38.3% |
4.26 |
ATR |
1.55 |
1.54 |
-0.01 |
-0.7% |
0.00 |
Volume |
45,520 |
41,283 |
-4,237 |
-9.3% |
165,997 |
|
Daily Pivots for day following 11-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
47.07 |
46.55 |
43.99 |
|
R3 |
45.67 |
45.15 |
43.61 |
|
R2 |
44.27 |
44.27 |
43.48 |
|
R1 |
43.75 |
43.75 |
43.35 |
44.01 |
PP |
42.87 |
42.87 |
42.87 |
43.01 |
S1 |
42.35 |
42.35 |
43.09 |
42.61 |
S2 |
41.47 |
41.47 |
42.96 |
|
S3 |
40.07 |
40.95 |
42.84 |
|
S4 |
38.67 |
39.55 |
42.45 |
|
|
Weekly Pivots for week ending 08-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
53.75 |
52.33 |
44.72 |
|
R3 |
49.49 |
48.07 |
43.55 |
|
R2 |
45.23 |
45.23 |
43.16 |
|
R1 |
43.81 |
43.81 |
42.77 |
44.52 |
PP |
40.97 |
40.97 |
40.97 |
41.33 |
S1 |
39.55 |
39.55 |
41.99 |
40.26 |
S2 |
36.71 |
36.71 |
41.60 |
|
S3 |
32.45 |
35.29 |
41.21 |
|
S4 |
28.19 |
31.03 |
40.04 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
43.40 |
38.14 |
5.26 |
12.2% |
1.54 |
3.6% |
97% |
True |
False |
34,971 |
10 |
43.40 |
38.14 |
5.26 |
12.2% |
1.49 |
3.5% |
97% |
True |
False |
29,735 |
20 |
44.09 |
38.14 |
5.95 |
13.8% |
1.38 |
3.2% |
85% |
False |
False |
26,151 |
40 |
44.09 |
35.07 |
9.02 |
20.9% |
1.54 |
3.6% |
90% |
False |
False |
24,041 |
60 |
44.09 |
32.22 |
11.87 |
27.5% |
1.64 |
3.8% |
93% |
False |
False |
21,782 |
80 |
44.09 |
32.22 |
11.87 |
27.5% |
1.54 |
3.6% |
93% |
False |
False |
17,540 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
49.35 |
2.618 |
47.07 |
1.618 |
45.67 |
1.000 |
44.80 |
0.618 |
44.27 |
HIGH |
43.40 |
0.618 |
42.87 |
0.500 |
42.70 |
0.382 |
42.53 |
LOW |
42.00 |
0.618 |
41.13 |
1.000 |
40.60 |
1.618 |
39.73 |
2.618 |
38.33 |
4.250 |
36.05 |
|
|
Fisher Pivots for day following 11-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
43.05 |
42.63 |
PP |
42.87 |
42.03 |
S1 |
42.70 |
41.44 |
|