NYMEX Light Sweet Crude Oil Future September 2016
Trading Metrics calculated at close of trading on 11-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2016 |
11-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
40.60 |
43.01 |
2.41 |
5.9% |
40.22 |
High |
42.77 |
43.77 |
1.00 |
2.3% |
42.77 |
Low |
40.43 |
42.37 |
1.94 |
4.8% |
38.67 |
Close |
42.75 |
43.59 |
0.84 |
2.0% |
42.75 |
Range |
2.34 |
1.40 |
-0.94 |
-40.2% |
4.10 |
ATR |
1.53 |
1.52 |
-0.01 |
-0.6% |
0.00 |
Volume |
49,079 |
40,176 |
-8,903 |
-18.1% |
178,632 |
|
Daily Pivots for day following 11-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
47.44 |
46.92 |
44.36 |
|
R3 |
46.04 |
45.52 |
43.98 |
|
R2 |
44.64 |
44.64 |
43.85 |
|
R1 |
44.12 |
44.12 |
43.72 |
44.38 |
PP |
43.24 |
43.24 |
43.24 |
43.38 |
S1 |
42.72 |
42.72 |
43.46 |
42.98 |
S2 |
41.84 |
41.84 |
43.33 |
|
S3 |
40.44 |
41.32 |
43.21 |
|
S4 |
39.04 |
39.92 |
42.82 |
|
|
Weekly Pivots for week ending 08-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
53.70 |
52.32 |
45.01 |
|
R3 |
49.60 |
48.22 |
43.88 |
|
R2 |
45.50 |
45.50 |
43.50 |
|
R1 |
44.12 |
44.12 |
43.13 |
44.81 |
PP |
41.40 |
41.40 |
41.40 |
41.74 |
S1 |
40.02 |
40.02 |
42.37 |
40.71 |
S2 |
37.30 |
37.30 |
42.00 |
|
S3 |
33.20 |
35.92 |
41.62 |
|
S4 |
29.10 |
31.82 |
40.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
43.77 |
38.67 |
5.10 |
11.7% |
1.51 |
3.5% |
96% |
True |
False |
37,155 |
10 |
43.77 |
38.67 |
5.10 |
11.7% |
1.48 |
3.4% |
96% |
True |
False |
31,437 |
20 |
44.35 |
38.67 |
5.68 |
13.0% |
1.36 |
3.1% |
87% |
False |
False |
29,980 |
40 |
44.35 |
35.73 |
8.62 |
19.8% |
1.52 |
3.5% |
91% |
False |
False |
27,975 |
60 |
44.35 |
32.85 |
11.50 |
26.4% |
1.63 |
3.7% |
93% |
False |
False |
26,194 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
49.72 |
2.618 |
47.44 |
1.618 |
46.04 |
1.000 |
45.17 |
0.618 |
44.64 |
HIGH |
43.77 |
0.618 |
43.24 |
0.500 |
43.07 |
0.382 |
42.90 |
LOW |
42.37 |
0.618 |
41.50 |
1.000 |
40.97 |
1.618 |
40.10 |
2.618 |
38.70 |
4.250 |
36.42 |
|
|
Fisher Pivots for day following 11-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
43.42 |
43.02 |
PP |
43.24 |
42.44 |
S1 |
43.07 |
41.87 |
|