NYMEX Light Sweet Crude Oil Future September 2016
Trading Metrics calculated at close of trading on 21-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2016 |
21-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
43.94 |
45.54 |
1.60 |
3.6% |
43.01 |
High |
45.89 |
46.04 |
0.15 |
0.3% |
45.25 |
Low |
43.07 |
44.67 |
1.60 |
3.7% |
42.37 |
Close |
45.81 |
44.80 |
-1.01 |
-2.2% |
43.38 |
Range |
2.82 |
1.37 |
-1.45 |
-51.4% |
2.88 |
ATR |
1.70 |
1.67 |
-0.02 |
-1.4% |
0.00 |
Volume |
41,004 |
39,692 |
-1,312 |
-3.2% |
214,676 |
|
Daily Pivots for day following 21-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
49.28 |
48.41 |
45.55 |
|
R3 |
47.91 |
47.04 |
45.18 |
|
R2 |
46.54 |
46.54 |
45.05 |
|
R1 |
45.67 |
45.67 |
44.93 |
45.42 |
PP |
45.17 |
45.17 |
45.17 |
45.05 |
S1 |
44.30 |
44.30 |
44.67 |
44.05 |
S2 |
43.80 |
43.80 |
44.55 |
|
S3 |
42.43 |
42.93 |
44.42 |
|
S4 |
41.06 |
41.56 |
44.05 |
|
|
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 |
46.04 |
40.58 |
5.46 |
12.2% |
2.12 |
4.7% |
77% |
True |
False |
41,099 |
10 |
46.04 |
40.43 |
5.61 |
12.5% |
1.83 |
4.1% |
78% |
True |
False |
42,276 |
20 |
46.04 |
38.67 |
7.37 |
16.5% |
1.59 |
3.6% |
83% |
True |
False |
34,047 |
40 |
46.04 |
36.93 |
9.11 |
20.3% |
1.49 |
3.3% |
86% |
True |
False |
32,093 |
60 |
46.04 |
34.69 |
11.35 |
25.3% |
1.60 |
3.6% |
89% |
True |
False |
29,716 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
51.86 |
2.618 |
49.63 |
1.618 |
48.26 |
1.000 |
47.41 |
0.618 |
46.89 |
HIGH |
46.04 |
0.618 |
45.52 |
0.500 |
45.36 |
0.382 |
45.19 |
LOW |
44.67 |
0.618 |
43.82 |
1.000 |
43.30 |
1.618 |
42.45 |
2.618 |
41.08 |
4.250 |
38.85 |
|
|
Fisher Pivots for day following 21-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
45.36 |
44.65 |
PP |
45.17 |
44.50 |
S1 |
44.99 |
44.35 |
|