NYMEX Light Sweet Crude Oil Future September 2016
Trading Metrics calculated at close of trading on 26-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2016 |
26-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
45.26 |
44.83 |
-0.43 |
-1.0% |
41.60 |
High |
45.67 |
46.45 |
0.78 |
1.7% |
46.04 |
Low |
44.53 |
44.51 |
-0.02 |
0.0% |
40.58 |
Close |
44.59 |
45.80 |
1.21 |
2.7% |
45.37 |
Range |
1.14 |
1.94 |
0.80 |
70.2% |
5.46 |
ATR |
1.60 |
1.63 |
0.02 |
1.5% |
0.00 |
Volume |
39,187 |
26,691 |
-12,496 |
-31.9% |
185,430 |
|
Daily Pivots for day following 26-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
51.41 |
50.54 |
46.87 |
|
R3 |
49.47 |
48.60 |
46.33 |
|
R2 |
47.53 |
47.53 |
46.16 |
|
R1 |
46.66 |
46.66 |
45.98 |
47.10 |
PP |
45.59 |
45.59 |
45.59 |
45.80 |
S1 |
44.72 |
44.72 |
45.62 |
45.16 |
S2 |
43.65 |
43.65 |
45.44 |
|
S3 |
41.71 |
42.78 |
45.27 |
|
S4 |
39.77 |
40.84 |
44.73 |
|
|
Weekly Pivots for week ending 22-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
60.38 |
58.33 |
48.37 |
|
R3 |
54.92 |
52.87 |
46.87 |
|
R2 |
49.46 |
49.46 |
46.37 |
|
R1 |
47.41 |
47.41 |
45.87 |
48.44 |
PP |
44.00 |
44.00 |
44.00 |
44.51 |
S1 |
41.95 |
41.95 |
44.87 |
42.98 |
S2 |
38.54 |
38.54 |
44.37 |
|
S3 |
33.08 |
36.49 |
43.87 |
|
S4 |
27.62 |
31.03 |
42.37 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
46.45 |
43.07 |
3.38 |
7.4% |
1.70 |
3.7% |
81% |
True |
False |
34,598 |
10 |
46.45 |
40.58 |
5.87 |
12.8% |
1.70 |
3.7% |
89% |
True |
False |
37,518 |
20 |
46.45 |
38.67 |
7.78 |
17.0% |
1.62 |
3.5% |
92% |
True |
False |
36,085 |
40 |
46.45 |
38.62 |
7.83 |
17.1% |
1.47 |
3.2% |
92% |
True |
False |
32,669 |
60 |
46.45 |
34.69 |
11.76 |
25.7% |
1.57 |
3.4% |
94% |
True |
False |
30,248 |
80 |
46.45 |
32.85 |
13.60 |
29.7% |
1.64 |
3.6% |
95% |
True |
False |
26,159 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
54.70 |
2.618 |
51.53 |
1.618 |
49.59 |
1.000 |
48.39 |
0.618 |
47.65 |
HIGH |
46.45 |
0.618 |
45.71 |
0.500 |
45.48 |
0.382 |
45.25 |
LOW |
44.51 |
0.618 |
43.31 |
1.000 |
42.57 |
1.618 |
41.37 |
2.618 |
39.43 |
4.250 |
36.27 |
|
|
Fisher Pivots for day following 26-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
45.69 |
45.69 |
PP |
45.59 |
45.59 |
S1 |
45.48 |
45.48 |
|