NYMEX Light Sweet Crude Oil Future September 2016
Trading Metrics calculated at close of trading on 06-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2016 |
06-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
38.83 |
39.65 |
0.82 |
2.1% |
42.64 |
High |
39.66 |
41.03 |
1.37 |
3.5% |
43.02 |
Low |
38.67 |
39.49 |
0.82 |
2.1% |
40.20 |
Close |
39.09 |
40.91 |
1.82 |
4.7% |
40.38 |
Range |
0.99 |
1.54 |
0.55 |
55.6% |
2.82 |
ATR |
1.43 |
1.47 |
0.04 |
2.5% |
0.00 |
Volume |
27,558 |
37,440 |
9,882 |
35.9% |
104,058 |
|
Daily Pivots for day following 06-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
45.10 |
44.54 |
41.76 |
|
R3 |
43.56 |
43.00 |
41.33 |
|
R2 |
42.02 |
42.02 |
41.19 |
|
R1 |
41.46 |
41.46 |
41.05 |
41.74 |
PP |
40.48 |
40.48 |
40.48 |
40.62 |
S1 |
39.92 |
39.92 |
40.77 |
40.20 |
S2 |
38.94 |
38.94 |
40.63 |
|
S3 |
37.40 |
38.38 |
40.49 |
|
S4 |
35.86 |
36.84 |
40.06 |
|
|
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 |
42.44 |
38.67 |
3.77 |
9.2% |
1.42 |
3.5% |
59% |
False |
False |
30,662 |
10 |
43.88 |
38.67 |
5.21 |
12.7% |
1.35 |
3.3% |
43% |
False |
False |
25,195 |
20 |
44.35 |
38.67 |
5.68 |
13.9% |
1.30 |
3.2% |
39% |
False |
False |
29,132 |
40 |
44.35 |
34.69 |
9.66 |
23.6% |
1.53 |
3.7% |
64% |
False |
False |
27,548 |
60 |
44.35 |
32.85 |
11.50 |
28.1% |
1.63 |
4.0% |
70% |
False |
False |
24,840 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
47.58 |
2.618 |
45.06 |
1.618 |
43.52 |
1.000 |
42.57 |
0.618 |
41.98 |
HIGH |
41.03 |
0.618 |
40.44 |
0.500 |
40.26 |
0.382 |
40.08 |
LOW |
39.49 |
0.618 |
38.54 |
1.000 |
37.95 |
1.618 |
37.00 |
2.618 |
35.46 |
4.250 |
32.95 |
|
|
Fisher Pivots for day following 06-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
40.69 |
40.56 |
PP |
40.48 |
40.20 |
S1 |
40.26 |
39.85 |
|