NYMEX Light Sweet Crude Oil Future August 2016
Trading Metrics calculated at close of trading on 21-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2016 |
21-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
43.46 |
45.26 |
1.80 |
4.1% |
42.34 |
High |
45.56 |
45.77 |
0.21 |
0.5% |
44.96 |
Low |
42.70 |
44.34 |
1.64 |
3.8% |
42.00 |
Close |
45.49 |
44.44 |
-1.05 |
-2.3% |
43.03 |
Range |
2.86 |
1.43 |
-1.43 |
-50.0% |
2.96 |
ATR |
1.72 |
1.70 |
-0.02 |
-1.2% |
0.00 |
Volume |
37,316 |
38,078 |
762 |
2.0% |
207,699 |
|
Daily Pivots for day following 21-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
49.14 |
48.22 |
45.23 |
|
R3 |
47.71 |
46.79 |
44.83 |
|
R2 |
46.28 |
46.28 |
44.70 |
|
R1 |
45.36 |
45.36 |
44.57 |
45.11 |
PP |
44.85 |
44.85 |
44.85 |
44.72 |
S1 |
43.93 |
43.93 |
44.31 |
43.68 |
S2 |
43.42 |
43.42 |
44.18 |
|
S3 |
41.99 |
42.50 |
44.05 |
|
S4 |
40.56 |
41.07 |
43.65 |
|
|
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 |
45.77 |
40.29 |
5.48 |
12.3% |
2.13 |
4.8% |
76% |
True |
False |
39,451 |
10 |
45.77 |
40.13 |
5.64 |
12.7% |
1.85 |
4.2% |
76% |
True |
False |
40,225 |
20 |
45.77 |
38.14 |
7.63 |
17.2% |
1.61 |
3.6% |
83% |
True |
False |
32,149 |
40 |
45.77 |
36.23 |
9.54 |
21.5% |
1.52 |
3.4% |
86% |
True |
False |
28,369 |
60 |
45.77 |
33.98 |
11.79 |
26.5% |
1.62 |
3.6% |
89% |
True |
False |
25,469 |
80 |
45.77 |
32.22 |
13.55 |
30.5% |
1.64 |
3.7% |
90% |
True |
False |
21,118 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
51.85 |
2.618 |
49.51 |
1.618 |
48.08 |
1.000 |
47.20 |
0.618 |
46.65 |
HIGH |
45.77 |
0.618 |
45.22 |
0.500 |
45.06 |
0.382 |
44.89 |
LOW |
44.34 |
0.618 |
43.46 |
1.000 |
42.91 |
1.618 |
42.03 |
2.618 |
40.60 |
4.250 |
38.26 |
|
|
Fisher Pivots for day following 21-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
45.06 |
44.30 |
PP |
44.85 |
44.16 |
S1 |
44.65 |
44.03 |
|