NYMEX Light Sweet Crude Oil Future September 2016
Trading Metrics calculated at close of trading on 01-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2016 |
01-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
41.50 |
41.86 |
0.36 |
0.9% |
42.64 |
High |
42.44 |
41.99 |
-0.45 |
-1.1% |
43.02 |
Low |
41.14 |
40.20 |
-0.94 |
-2.3% |
40.20 |
Close |
41.90 |
40.38 |
-1.52 |
-3.6% |
40.38 |
Range |
1.30 |
1.79 |
0.49 |
37.7% |
2.82 |
ATR |
1.44 |
1.46 |
0.03 |
1.7% |
0.00 |
Volume |
27,171 |
28,116 |
945 |
3.5% |
104,058 |
|
Daily Pivots for day following 01-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
46.23 |
45.09 |
41.36 |
|
R3 |
44.44 |
43.30 |
40.87 |
|
R2 |
42.65 |
42.65 |
40.71 |
|
R1 |
41.51 |
41.51 |
40.54 |
41.19 |
PP |
40.86 |
40.86 |
40.86 |
40.69 |
S1 |
39.72 |
39.72 |
40.22 |
39.40 |
S2 |
39.07 |
39.07 |
40.05 |
|
S3 |
37.28 |
37.93 |
39.89 |
|
S4 |
35.49 |
36.14 |
39.40 |
|
|
Weekly Pivots for week ending 01-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
49.66 |
47.84 |
41.93 |
|
R3 |
46.84 |
45.02 |
41.16 |
|
R2 |
44.02 |
44.02 |
40.90 |
|
R1 |
42.20 |
42.20 |
40.64 |
41.70 |
PP |
41.20 |
41.20 |
41.20 |
40.95 |
S1 |
39.38 |
39.38 |
40.12 |
38.88 |
S2 |
38.38 |
38.38 |
39.86 |
|
S3 |
35.56 |
36.56 |
39.60 |
|
S4 |
32.74 |
33.74 |
38.83 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
43.02 |
40.20 |
2.82 |
7.0% |
1.40 |
3.5% |
6% |
False |
True |
20,811 |
10 |
44.35 |
40.20 |
4.15 |
10.3% |
1.27 |
3.1% |
4% |
False |
True |
25,467 |
20 |
44.35 |
39.46 |
4.89 |
12.1% |
1.39 |
3.4% |
19% |
False |
False |
28,447 |
40 |
44.35 |
34.69 |
9.66 |
23.9% |
1.51 |
3.8% |
59% |
False |
False |
27,266 |
60 |
44.35 |
32.85 |
11.50 |
28.5% |
1.65 |
4.1% |
65% |
False |
False |
23,743 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
49.60 |
2.618 |
46.68 |
1.618 |
44.89 |
1.000 |
43.78 |
0.618 |
43.10 |
HIGH |
41.99 |
0.618 |
41.31 |
0.500 |
41.10 |
0.382 |
40.88 |
LOW |
40.20 |
0.618 |
39.09 |
1.000 |
38.41 |
1.618 |
37.30 |
2.618 |
35.51 |
4.250 |
32.59 |
|
|
Fisher Pivots for day following 01-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
41.10 |
41.55 |
PP |
40.86 |
41.16 |
S1 |
40.62 |
40.77 |
|