NYMEX Light Sweet Crude Oil Future August 2016
Trading Metrics calculated at close of trading on 22-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2016 |
22-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
45.26 |
44.67 |
-0.59 |
-1.3% |
41.54 |
High |
45.77 |
45.67 |
-0.10 |
-0.2% |
45.77 |
Low |
44.34 |
44.40 |
0.06 |
0.1% |
40.29 |
Close |
44.44 |
45.01 |
0.57 |
1.3% |
45.01 |
Range |
1.43 |
1.27 |
-0.16 |
-11.2% |
5.48 |
ATR |
1.70 |
1.67 |
-0.03 |
-1.8% |
0.00 |
Volume |
38,078 |
22,259 |
-15,819 |
-41.5% |
171,298 |
|
Daily Pivots for day following 22-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
48.84 |
48.19 |
45.71 |
|
R3 |
47.57 |
46.92 |
45.36 |
|
R2 |
46.30 |
46.30 |
45.24 |
|
R1 |
45.65 |
45.65 |
45.13 |
45.98 |
PP |
45.03 |
45.03 |
45.03 |
45.19 |
S1 |
44.38 |
44.38 |
44.89 |
44.71 |
S2 |
43.76 |
43.76 |
44.78 |
|
S3 |
42.49 |
43.11 |
44.66 |
|
S4 |
41.22 |
41.84 |
44.31 |
|
|
Weekly Pivots for week ending 22-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
60.13 |
58.05 |
48.02 |
|
R3 |
54.65 |
52.57 |
46.52 |
|
R2 |
49.17 |
49.17 |
46.01 |
|
R1 |
47.09 |
47.09 |
45.51 |
48.13 |
PP |
43.69 |
43.69 |
43.69 |
44.21 |
S1 |
41.61 |
41.61 |
44.51 |
42.65 |
S2 |
38.21 |
38.21 |
44.01 |
|
S3 |
32.73 |
36.13 |
43.50 |
|
S4 |
27.25 |
30.65 |
42.00 |
|
|
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 |
12.2% |
2.04 |
4.5% |
86% |
False |
False |
34,259 |
10 |
45.77 |
40.29 |
5.48 |
12.2% |
1.75 |
3.9% |
86% |
False |
False |
37,899 |
20 |
45.77 |
38.14 |
7.63 |
17.0% |
1.61 |
3.6% |
90% |
False |
False |
32,219 |
40 |
45.77 |
37.15 |
8.62 |
19.2% |
1.50 |
3.3% |
91% |
False |
False |
28,439 |
60 |
45.77 |
33.98 |
11.79 |
26.2% |
1.61 |
3.6% |
94% |
False |
False |
25,539 |
80 |
45.77 |
32.22 |
13.55 |
30.1% |
1.64 |
3.6% |
94% |
False |
False |
21,375 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
51.07 |
2.618 |
48.99 |
1.618 |
47.72 |
1.000 |
46.94 |
0.618 |
46.45 |
HIGH |
45.67 |
0.618 |
45.18 |
0.500 |
45.04 |
0.382 |
44.89 |
LOW |
44.40 |
0.618 |
43.62 |
1.000 |
43.13 |
1.618 |
42.35 |
2.618 |
41.08 |
4.250 |
39.00 |
|
|
Fisher Pivots for day following 22-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
45.04 |
44.75 |
PP |
45.03 |
44.49 |
S1 |
45.02 |
44.24 |
|