NYMEX Light Sweet Crude Oil Future September 2016
Trading Metrics calculated at close of trading on 20-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2016 |
20-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
43.21 |
43.94 |
0.73 |
1.7% |
43.01 |
High |
44.54 |
45.89 |
1.35 |
3.0% |
45.25 |
Low |
42.65 |
43.07 |
0.42 |
1.0% |
42.37 |
Close |
44.18 |
45.81 |
1.63 |
3.7% |
43.38 |
Range |
1.89 |
2.82 |
0.93 |
49.2% |
2.88 |
ATR |
1.61 |
1.70 |
0.09 |
5.4% |
0.00 |
Volume |
39,323 |
41,004 |
1,681 |
4.3% |
214,676 |
|
Daily Pivots for day following 20-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
53.38 |
52.42 |
47.36 |
|
R3 |
50.56 |
49.60 |
46.59 |
|
R2 |
47.74 |
47.74 |
46.33 |
|
R1 |
46.78 |
46.78 |
46.07 |
47.26 |
PP |
44.92 |
44.92 |
44.92 |
45.17 |
S1 |
43.96 |
43.96 |
45.55 |
44.44 |
S2 |
42.10 |
42.10 |
45.29 |
|
S3 |
39.28 |
41.14 |
45.03 |
|
S4 |
36.46 |
38.32 |
44.26 |
|
|
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 |
45.89 |
40.58 |
5.31 |
11.6% |
2.06 |
4.5% |
98% |
True |
False |
39,348 |
10 |
45.89 |
39.96 |
5.93 |
12.9% |
1.82 |
4.0% |
99% |
True |
False |
41,460 |
20 |
45.89 |
38.67 |
7.22 |
15.8% |
1.59 |
3.5% |
99% |
True |
False |
33,328 |
40 |
45.89 |
36.21 |
9.68 |
21.1% |
1.50 |
3.3% |
99% |
True |
False |
31,613 |
60 |
45.89 |
34.69 |
11.20 |
24.4% |
1.62 |
3.5% |
99% |
True |
False |
29,248 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
57.88 |
2.618 |
53.27 |
1.618 |
50.45 |
1.000 |
48.71 |
0.618 |
47.63 |
HIGH |
45.89 |
0.618 |
44.81 |
0.500 |
44.48 |
0.382 |
44.15 |
LOW |
43.07 |
0.618 |
41.33 |
1.000 |
40.25 |
1.618 |
38.51 |
2.618 |
35.69 |
4.250 |
31.09 |
|
|
Fisher Pivots for day following 20-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
45.37 |
44.95 |
PP |
44.92 |
44.09 |
S1 |
44.48 |
43.24 |
|