NYMEX Light Sweet Crude Oil Future September 2016
Trading Metrics calculated at close of trading on 05-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2016 |
05-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
40.22 |
38.83 |
-1.39 |
-3.5% |
42.64 |
High |
40.40 |
39.66 |
-0.74 |
-1.8% |
43.02 |
Low |
38.90 |
38.67 |
-0.23 |
-0.6% |
40.20 |
Close |
39.17 |
39.09 |
-0.08 |
-0.2% |
40.38 |
Range |
1.50 |
0.99 |
-0.51 |
-34.0% |
2.82 |
ATR |
1.47 |
1.43 |
-0.03 |
-2.3% |
0.00 |
Volume |
33,029 |
27,558 |
-5,471 |
-16.6% |
104,058 |
|
Daily Pivots for day following 05-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
42.11 |
41.59 |
39.63 |
|
R3 |
41.12 |
40.60 |
39.36 |
|
R2 |
40.13 |
40.13 |
39.27 |
|
R1 |
39.61 |
39.61 |
39.18 |
39.87 |
PP |
39.14 |
39.14 |
39.14 |
39.27 |
S1 |
38.62 |
38.62 |
39.00 |
38.88 |
S2 |
38.15 |
38.15 |
38.91 |
|
S3 |
37.16 |
37.63 |
38.82 |
|
S4 |
36.17 |
36.64 |
38.55 |
|
|
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 |
38.67 |
4.23 |
10.8% |
1.39 |
3.6% |
10% |
False |
True |
27,537 |
10 |
44.28 |
38.67 |
5.61 |
14.4% |
1.30 |
3.3% |
7% |
False |
True |
24,246 |
20 |
44.35 |
38.67 |
5.68 |
14.5% |
1.32 |
3.4% |
7% |
False |
True |
28,690 |
40 |
44.35 |
34.69 |
9.66 |
24.7% |
1.52 |
3.9% |
46% |
False |
False |
27,464 |
60 |
44.35 |
32.85 |
11.50 |
29.4% |
1.63 |
4.2% |
54% |
False |
False |
24,380 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
43.87 |
2.618 |
42.25 |
1.618 |
41.26 |
1.000 |
40.65 |
0.618 |
40.27 |
HIGH |
39.66 |
0.618 |
39.28 |
0.500 |
39.17 |
0.382 |
39.05 |
LOW |
38.67 |
0.618 |
38.06 |
1.000 |
37.68 |
1.618 |
37.07 |
2.618 |
36.08 |
4.250 |
34.46 |
|
|
Fisher Pivots for day following 05-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
39.17 |
40.33 |
PP |
39.14 |
39.92 |
S1 |
39.12 |
39.50 |
|