NYMEX Light Sweet Crude Oil Future August 2016
Trading Metrics calculated at close of trading on 20-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2016 |
20-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
42.84 |
43.46 |
0.62 |
1.4% |
42.34 |
High |
44.20 |
45.56 |
1.36 |
3.1% |
44.96 |
Low |
42.28 |
42.70 |
0.42 |
1.0% |
42.00 |
Close |
43.82 |
45.49 |
1.67 |
3.8% |
43.03 |
Range |
1.92 |
2.86 |
0.94 |
49.0% |
2.96 |
ATR |
1.63 |
1.72 |
0.09 |
5.4% |
0.00 |
Volume |
39,723 |
37,316 |
-2,407 |
-6.1% |
207,699 |
|
Daily Pivots for day following 20-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
53.16 |
52.19 |
47.06 |
|
R3 |
50.30 |
49.33 |
46.28 |
|
R2 |
47.44 |
47.44 |
46.01 |
|
R1 |
46.47 |
46.47 |
45.75 |
46.96 |
PP |
44.58 |
44.58 |
44.58 |
44.83 |
S1 |
43.61 |
43.61 |
45.23 |
44.10 |
S2 |
41.72 |
41.72 |
44.97 |
|
S3 |
38.86 |
40.75 |
44.70 |
|
S4 |
36.00 |
37.89 |
43.92 |
|
|
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 |
45.56 |
40.29 |
5.27 |
11.6% |
2.08 |
4.6% |
99% |
True |
False |
37,192 |
10 |
45.56 |
39.48 |
6.08 |
13.4% |
1.85 |
4.1% |
99% |
True |
False |
39,299 |
20 |
45.56 |
38.14 |
7.42 |
16.3% |
1.60 |
3.5% |
99% |
True |
False |
31,307 |
40 |
45.56 |
35.52 |
10.04 |
22.1% |
1.53 |
3.4% |
99% |
True |
False |
27,844 |
60 |
45.56 |
33.98 |
11.58 |
25.5% |
1.64 |
3.6% |
99% |
True |
False |
25,010 |
80 |
45.56 |
32.22 |
13.34 |
29.3% |
1.63 |
3.6% |
99% |
True |
False |
20,658 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
57.72 |
2.618 |
53.05 |
1.618 |
50.19 |
1.000 |
48.42 |
0.618 |
47.33 |
HIGH |
45.56 |
0.618 |
44.47 |
0.500 |
44.13 |
0.382 |
43.79 |
LOW |
42.70 |
0.618 |
40.93 |
1.000 |
39.84 |
1.618 |
38.07 |
2.618 |
35.21 |
4.250 |
30.55 |
|
|
Fisher Pivots for day following 20-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
45.04 |
44.64 |
PP |
44.58 |
43.78 |
S1 |
44.13 |
42.93 |
|