NYMEX Light Sweet Crude Oil Future August 2016
Trading Metrics calculated at close of trading on 28-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2016 |
28-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
45.89 |
46.57 |
0.68 |
1.5% |
41.54 |
High |
46.93 |
47.40 |
0.47 |
1.0% |
45.77 |
Low |
45.15 |
46.28 |
1.13 |
2.5% |
40.29 |
Close |
46.70 |
47.35 |
0.65 |
1.4% |
45.01 |
Range |
1.78 |
1.12 |
-0.66 |
-37.1% |
5.48 |
ATR |
1.68 |
1.64 |
-0.04 |
-2.4% |
0.00 |
Volume |
38,331 |
39,190 |
859 |
2.2% |
171,298 |
|
Daily Pivots for day following 28-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
50.37 |
49.98 |
47.97 |
|
R3 |
49.25 |
48.86 |
47.66 |
|
R2 |
48.13 |
48.13 |
47.56 |
|
R1 |
47.74 |
47.74 |
47.45 |
47.94 |
PP |
47.01 |
47.01 |
47.01 |
47.11 |
S1 |
46.62 |
46.62 |
47.25 |
46.82 |
S2 |
45.89 |
45.89 |
47.14 |
|
S3 |
44.77 |
45.50 |
47.04 |
|
S4 |
43.65 |
44.38 |
46.73 |
|
|
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 |
47.40 |
44.00 |
3.40 |
7.2% |
1.50 |
3.2% |
99% |
True |
False |
34,619 |
10 |
47.40 |
40.29 |
7.11 |
15.0% |
1.81 |
3.8% |
99% |
True |
False |
37,035 |
20 |
47.40 |
38.14 |
9.26 |
19.6% |
1.66 |
3.5% |
99% |
True |
False |
35,957 |
40 |
47.40 |
38.14 |
9.26 |
19.6% |
1.52 |
3.2% |
99% |
True |
False |
29,924 |
60 |
47.40 |
33.98 |
13.42 |
28.3% |
1.60 |
3.4% |
100% |
True |
False |
26,861 |
80 |
47.40 |
32.22 |
15.18 |
32.1% |
1.65 |
3.5% |
100% |
True |
False |
23,086 |
100 |
47.40 |
32.22 |
15.18 |
32.1% |
1.55 |
3.3% |
100% |
True |
False |
19,829 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
52.16 |
2.618 |
50.33 |
1.618 |
49.21 |
1.000 |
48.52 |
0.618 |
48.09 |
HIGH |
47.40 |
0.618 |
46.97 |
0.500 |
46.84 |
0.382 |
46.71 |
LOW |
46.28 |
0.618 |
45.59 |
1.000 |
45.16 |
1.618 |
44.47 |
2.618 |
43.35 |
4.250 |
41.52 |
|
|
Fisher Pivots for day following 28-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
47.18 |
46.80 |
PP |
47.01 |
46.25 |
S1 |
46.84 |
45.70 |
|