NYMEX Light Sweet Crude Oil Future September 2016
Trading Metrics calculated at close of trading on 14-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2016 |
14-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
44.75 |
44.13 |
-0.62 |
-1.4% |
40.22 |
High |
45.25 |
44.93 |
-0.32 |
-0.7% |
42.77 |
Low |
44.24 |
43.84 |
-0.40 |
-0.9% |
38.67 |
Close |
44.71 |
44.25 |
-0.46 |
-1.0% |
42.75 |
Range |
1.01 |
1.09 |
0.08 |
7.9% |
4.10 |
ATR |
1.51 |
1.48 |
-0.03 |
-2.0% |
0.00 |
Volume |
46,457 |
30,938 |
-15,519 |
-33.4% |
178,632 |
|
Daily Pivots for day following 14-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
47.61 |
47.02 |
44.85 |
|
R3 |
46.52 |
45.93 |
44.55 |
|
R2 |
45.43 |
45.43 |
44.45 |
|
R1 |
44.84 |
44.84 |
44.35 |
45.14 |
PP |
44.34 |
44.34 |
44.34 |
44.49 |
S1 |
43.75 |
43.75 |
44.15 |
44.05 |
S2 |
43.25 |
43.25 |
44.05 |
|
S3 |
42.16 |
42.66 |
43.95 |
|
S4 |
41.07 |
41.57 |
43.65 |
|
|
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 |
45.25 |
40.43 |
4.82 |
10.9% |
1.54 |
3.5% |
79% |
False |
False |
43,454 |
10 |
45.25 |
38.67 |
6.58 |
14.9% |
1.48 |
3.4% |
85% |
False |
False |
37,494 |
20 |
45.25 |
38.67 |
6.58 |
14.9% |
1.36 |
3.1% |
85% |
False |
False |
32,363 |
40 |
45.25 |
36.21 |
9.04 |
20.4% |
1.43 |
3.2% |
89% |
False |
False |
29,447 |
60 |
45.25 |
32.85 |
12.40 |
28.0% |
1.61 |
3.6% |
92% |
False |
False |
27,748 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
49.56 |
2.618 |
47.78 |
1.618 |
46.69 |
1.000 |
46.02 |
0.618 |
45.60 |
HIGH |
44.93 |
0.618 |
44.51 |
0.500 |
44.39 |
0.382 |
44.26 |
LOW |
43.84 |
0.618 |
43.17 |
1.000 |
42.75 |
1.618 |
42.08 |
2.618 |
40.99 |
4.250 |
39.21 |
|
|
Fisher Pivots for day following 14-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
44.39 |
44.30 |
PP |
44.34 |
44.28 |
S1 |
44.30 |
44.27 |
|