NYMEX Light Sweet Crude Oil Future September 2016
Trading Metrics calculated at close of trading on 19-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2016 |
19-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
41.60 |
43.21 |
1.61 |
3.9% |
43.01 |
High |
43.36 |
44.54 |
1.18 |
2.7% |
45.25 |
Low |
40.58 |
42.65 |
2.07 |
5.1% |
42.37 |
Close |
42.99 |
44.18 |
1.19 |
2.8% |
43.38 |
Range |
2.78 |
1.89 |
-0.89 |
-32.0% |
2.88 |
ATR |
1.59 |
1.61 |
0.02 |
1.4% |
0.00 |
Volume |
38,995 |
39,323 |
328 |
0.8% |
214,676 |
|
Daily Pivots for day following 19-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
49.46 |
48.71 |
45.22 |
|
R3 |
47.57 |
46.82 |
44.70 |
|
R2 |
45.68 |
45.68 |
44.53 |
|
R1 |
44.93 |
44.93 |
44.35 |
45.31 |
PP |
43.79 |
43.79 |
43.79 |
43.98 |
S1 |
43.04 |
43.04 |
44.01 |
43.42 |
S2 |
41.90 |
41.90 |
43.83 |
|
S3 |
40.01 |
41.15 |
43.66 |
|
S4 |
38.12 |
39.26 |
43.14 |
|
|
Weekly Pivots for week ending 15-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
52.31 |
50.72 |
44.96 |
|
R3 |
49.43 |
47.84 |
44.17 |
|
R2 |
46.55 |
46.55 |
43.91 |
|
R1 |
44.96 |
44.96 |
43.64 |
45.76 |
PP |
43.67 |
43.67 |
43.67 |
44.06 |
S1 |
42.08 |
42.08 |
43.12 |
42.88 |
S2 |
40.79 |
40.79 |
42.85 |
|
S3 |
37.91 |
39.20 |
42.59 |
|
S4 |
35.03 |
36.32 |
41.80 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
45.25 |
40.58 |
4.67 |
10.6% |
1.70 |
3.9% |
77% |
False |
False |
40,439 |
10 |
45.25 |
39.49 |
5.76 |
13.0% |
1.70 |
3.8% |
81% |
False |
False |
41,103 |
20 |
45.25 |
38.67 |
6.58 |
14.9% |
1.50 |
3.4% |
84% |
False |
False |
32,675 |
40 |
45.25 |
36.21 |
9.04 |
20.5% |
1.48 |
3.3% |
88% |
False |
False |
31,089 |
60 |
45.25 |
34.69 |
10.56 |
23.9% |
1.61 |
3.6% |
90% |
False |
False |
28,949 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
52.57 |
2.618 |
49.49 |
1.618 |
47.60 |
1.000 |
46.43 |
0.618 |
45.71 |
HIGH |
44.54 |
0.618 |
43.82 |
0.500 |
43.60 |
0.382 |
43.37 |
LOW |
42.65 |
0.618 |
41.48 |
1.000 |
40.76 |
1.618 |
39.59 |
2.618 |
37.70 |
4.250 |
34.62 |
|
|
Fisher Pivots for day following 19-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
43.99 |
43.64 |
PP |
43.79 |
43.10 |
S1 |
43.60 |
42.56 |
|