NYMEX Light Sweet Crude Oil Future September 2016
Trading Metrics calculated at close of trading on 04-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2016 |
04-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
41.86 |
40.22 |
-1.64 |
-3.9% |
42.64 |
High |
41.99 |
40.40 |
-1.59 |
-3.8% |
43.02 |
Low |
40.20 |
38.90 |
-1.30 |
-3.2% |
40.20 |
Close |
40.38 |
39.17 |
-1.21 |
-3.0% |
40.38 |
Range |
1.79 |
1.50 |
-0.29 |
-16.2% |
2.82 |
ATR |
1.46 |
1.47 |
0.00 |
0.2% |
0.00 |
Volume |
28,116 |
33,029 |
4,913 |
17.5% |
104,058 |
|
Daily Pivots for day following 04-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
43.99 |
43.08 |
40.00 |
|
R3 |
42.49 |
41.58 |
39.58 |
|
R2 |
40.99 |
40.99 |
39.45 |
|
R1 |
40.08 |
40.08 |
39.31 |
39.79 |
PP |
39.49 |
39.49 |
39.49 |
39.34 |
S1 |
38.58 |
38.58 |
39.03 |
38.29 |
S2 |
37.99 |
37.99 |
38.90 |
|
S3 |
36.49 |
37.08 |
38.76 |
|
S4 |
34.99 |
35.58 |
38.35 |
|
|
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 |
42.90 |
38.90 |
4.00 |
10.2% |
1.45 |
3.7% |
7% |
False |
True |
25,720 |
10 |
44.28 |
38.90 |
5.38 |
13.7% |
1.31 |
3.3% |
5% |
False |
True |
24,363 |
20 |
44.35 |
38.90 |
5.45 |
13.9% |
1.37 |
3.5% |
5% |
False |
True |
29,130 |
40 |
44.35 |
34.69 |
9.66 |
24.7% |
1.52 |
3.9% |
46% |
False |
False |
27,452 |
60 |
44.35 |
32.85 |
11.50 |
29.4% |
1.64 |
4.2% |
55% |
False |
False |
24,095 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
46.78 |
2.618 |
44.33 |
1.618 |
42.83 |
1.000 |
41.90 |
0.618 |
41.33 |
HIGH |
40.40 |
0.618 |
39.83 |
0.500 |
39.65 |
0.382 |
39.47 |
LOW |
38.90 |
0.618 |
37.97 |
1.000 |
37.40 |
1.618 |
36.47 |
2.618 |
34.97 |
4.250 |
32.53 |
|
|
Fisher Pivots for day following 04-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
39.65 |
40.67 |
PP |
39.49 |
40.17 |
S1 |
39.33 |
39.67 |
|