NYMEX Light Sweet Crude Oil Future September 2016
Trading Metrics calculated at close of trading on 29-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2016 |
29-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
46.95 |
47.43 |
0.48 |
1.0% |
45.26 |
High |
47.78 |
48.27 |
0.49 |
1.0% |
48.27 |
Low |
46.65 |
46.89 |
0.24 |
0.5% |
44.51 |
Close |
47.72 |
47.50 |
-0.22 |
-0.5% |
47.50 |
Range |
1.13 |
1.38 |
0.25 |
22.1% |
3.76 |
ATR |
1.60 |
1.59 |
-0.02 |
-1.0% |
0.00 |
Volume |
26,375 |
40,782 |
14,407 |
54.6% |
169,569 |
|
Daily Pivots for day following 29-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
51.69 |
50.98 |
48.26 |
|
R3 |
50.31 |
49.60 |
47.88 |
|
R2 |
48.93 |
48.93 |
47.75 |
|
R1 |
48.22 |
48.22 |
47.63 |
48.58 |
PP |
47.55 |
47.55 |
47.55 |
47.73 |
S1 |
46.84 |
46.84 |
47.37 |
47.20 |
S2 |
46.17 |
46.17 |
47.25 |
|
S3 |
44.79 |
45.46 |
47.12 |
|
S4 |
43.41 |
44.08 |
46.74 |
|
|
Weekly Pivots for week ending 29-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
58.04 |
56.53 |
49.57 |
|
R3 |
54.28 |
52.77 |
48.53 |
|
R2 |
50.52 |
50.52 |
48.19 |
|
R1 |
49.01 |
49.01 |
47.84 |
49.77 |
PP |
46.76 |
46.76 |
46.76 |
47.14 |
S1 |
45.25 |
45.25 |
47.16 |
46.01 |
S2 |
43.00 |
43.00 |
46.81 |
|
S3 |
39.24 |
41.49 |
46.47 |
|
S4 |
35.48 |
37.73 |
45.43 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
48.27 |
44.51 |
3.76 |
7.9% |
1.47 |
3.1% |
80% |
True |
False |
33,913 |
10 |
48.27 |
40.58 |
7.69 |
16.2% |
1.74 |
3.7% |
90% |
True |
False |
35,499 |
20 |
48.27 |
38.67 |
9.60 |
20.2% |
1.61 |
3.4% |
92% |
True |
False |
37,415 |
40 |
48.27 |
38.67 |
9.60 |
20.2% |
1.50 |
3.2% |
92% |
True |
False |
32,931 |
60 |
48.27 |
34.69 |
13.58 |
28.6% |
1.55 |
3.3% |
94% |
True |
False |
30,649 |
80 |
48.27 |
32.85 |
15.42 |
32.5% |
1.64 |
3.5% |
95% |
True |
False |
27,161 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
54.14 |
2.618 |
51.88 |
1.618 |
50.50 |
1.000 |
49.65 |
0.618 |
49.12 |
HIGH |
48.27 |
0.618 |
47.74 |
0.500 |
47.58 |
0.382 |
47.42 |
LOW |
46.89 |
0.618 |
46.04 |
1.000 |
45.51 |
1.618 |
44.66 |
2.618 |
43.28 |
4.250 |
41.03 |
|
|
Fisher Pivots for day following 29-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
47.58 |
47.30 |
PP |
47.55 |
47.11 |
S1 |
47.53 |
46.91 |
|