NYMEX Light Sweet Crude Oil Future August 2016
Trading Metrics calculated at close of trading on 15-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2016 |
15-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
44.11 |
43.88 |
-0.23 |
-0.5% |
42.34 |
High |
44.59 |
44.12 |
-0.47 |
-1.1% |
44.96 |
Low |
43.38 |
42.40 |
-0.98 |
-2.3% |
42.00 |
Close |
43.92 |
43.03 |
-0.89 |
-2.0% |
43.03 |
Range |
1.21 |
1.72 |
0.51 |
42.1% |
2.96 |
ATR |
1.51 |
1.53 |
0.01 |
1.0% |
0.00 |
Volume |
26,783 |
48,218 |
21,435 |
80.0% |
207,699 |
|
Daily Pivots for day following 15-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
48.34 |
47.41 |
43.98 |
|
R3 |
46.62 |
45.69 |
43.50 |
|
R2 |
44.90 |
44.90 |
43.35 |
|
R1 |
43.97 |
43.97 |
43.19 |
43.58 |
PP |
43.18 |
43.18 |
43.18 |
42.99 |
S1 |
42.25 |
42.25 |
42.87 |
41.86 |
S2 |
41.46 |
41.46 |
42.71 |
|
S3 |
39.74 |
40.53 |
42.56 |
|
S4 |
38.02 |
38.81 |
42.08 |
|
|
Weekly Pivots for week ending 15-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
52.21 |
50.58 |
44.66 |
|
R3 |
49.25 |
47.62 |
43.84 |
|
R2 |
46.29 |
46.29 |
43.57 |
|
R1 |
44.66 |
44.66 |
43.30 |
45.48 |
PP |
43.33 |
43.33 |
43.33 |
43.74 |
S1 |
41.70 |
41.70 |
42.76 |
42.52 |
S2 |
40.37 |
40.37 |
42.49 |
|
S3 |
37.41 |
38.74 |
42.22 |
|
S4 |
34.45 |
35.78 |
41.40 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
44.96 |
42.00 |
2.96 |
6.9% |
1.47 |
3.4% |
35% |
False |
False |
41,539 |
10 |
44.96 |
38.14 |
6.82 |
15.8% |
1.52 |
3.5% |
72% |
False |
False |
37,369 |
20 |
44.96 |
38.14 |
6.82 |
15.8% |
1.40 |
3.2% |
72% |
False |
False |
29,878 |
40 |
44.96 |
35.52 |
9.44 |
21.9% |
1.46 |
3.4% |
80% |
False |
False |
26,515 |
60 |
44.96 |
32.60 |
12.36 |
28.7% |
1.64 |
3.8% |
84% |
False |
False |
23,818 |
80 |
44.96 |
32.22 |
12.74 |
29.6% |
1.57 |
3.6% |
85% |
False |
False |
19,443 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
51.43 |
2.618 |
48.62 |
1.618 |
46.90 |
1.000 |
45.84 |
0.618 |
45.18 |
HIGH |
44.12 |
0.618 |
43.46 |
0.500 |
43.26 |
0.382 |
43.06 |
LOW |
42.40 |
0.618 |
41.34 |
1.000 |
40.68 |
1.618 |
39.62 |
2.618 |
37.90 |
4.250 |
35.09 |
|
|
Fisher Pivots for day following 15-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
43.26 |
43.68 |
PP |
43.18 |
43.46 |
S1 |
43.11 |
43.25 |
|