NYMEX Light Sweet Crude Oil Future September 2016
Trading Metrics calculated at close of trading on 12-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2016 |
12-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
43.01 |
43.62 |
0.61 |
1.4% |
40.22 |
High |
43.77 |
45.23 |
1.46 |
3.3% |
42.77 |
Low |
42.37 |
43.35 |
0.98 |
2.3% |
38.67 |
Close |
43.59 |
45.14 |
1.55 |
3.6% |
42.75 |
Range |
1.40 |
1.88 |
0.48 |
34.3% |
4.10 |
ATR |
1.52 |
1.54 |
0.03 |
1.7% |
0.00 |
Volume |
40,176 |
50,623 |
10,447 |
26.0% |
178,632 |
|
Daily Pivots for day following 12-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
50.21 |
49.56 |
46.17 |
|
R3 |
48.33 |
47.68 |
45.66 |
|
R2 |
46.45 |
46.45 |
45.48 |
|
R1 |
45.80 |
45.80 |
45.31 |
46.13 |
PP |
44.57 |
44.57 |
44.57 |
44.74 |
S1 |
43.92 |
43.92 |
44.97 |
44.25 |
S2 |
42.69 |
42.69 |
44.80 |
|
S3 |
40.81 |
42.04 |
44.62 |
|
S4 |
38.93 |
40.16 |
44.11 |
|
|
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 |
45.23 |
39.49 |
5.74 |
12.7% |
1.69 |
3.7% |
98% |
True |
False |
41,768 |
10 |
45.23 |
38.67 |
6.56 |
14.5% |
1.54 |
3.4% |
99% |
True |
False |
34,652 |
20 |
45.23 |
38.67 |
6.56 |
14.5% |
1.39 |
3.1% |
99% |
True |
False |
31,464 |
40 |
45.23 |
36.18 |
9.05 |
20.0% |
1.51 |
3.4% |
99% |
True |
False |
28,569 |
60 |
45.23 |
32.85 |
12.38 |
27.4% |
1.64 |
3.6% |
99% |
True |
False |
26,846 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
53.22 |
2.618 |
50.15 |
1.618 |
48.27 |
1.000 |
47.11 |
0.618 |
46.39 |
HIGH |
45.23 |
0.618 |
44.51 |
0.500 |
44.29 |
0.382 |
44.07 |
LOW |
43.35 |
0.618 |
42.19 |
1.000 |
41.47 |
1.618 |
40.31 |
2.618 |
38.43 |
4.250 |
35.36 |
|
|
Fisher Pivots for day following 12-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
44.86 |
44.37 |
PP |
44.57 |
43.60 |
S1 |
44.29 |
42.83 |
|