NYMEX Light Sweet Crude Oil Future October 2016
Trading Metrics calculated at close of trading on 27-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2016 |
27-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
45.24 |
46.55 |
1.31 |
2.9% |
42.11 |
High |
46.48 |
47.60 |
1.12 |
2.4% |
46.26 |
Low |
44.86 |
45.87 |
1.01 |
2.3% |
41.04 |
Close |
46.14 |
47.40 |
1.26 |
2.7% |
45.67 |
Range |
1.62 |
1.73 |
0.11 |
6.8% |
5.22 |
ATR |
1.51 |
1.52 |
0.02 |
1.1% |
0.00 |
Volume |
14,109 |
14,470 |
361 |
2.6% |
97,923 |
|
Daily Pivots for day following 27-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
52.15 |
51.50 |
48.35 |
|
R3 |
50.42 |
49.77 |
47.88 |
|
R2 |
48.69 |
48.69 |
47.72 |
|
R1 |
48.04 |
48.04 |
47.56 |
48.37 |
PP |
46.96 |
46.96 |
46.96 |
47.12 |
S1 |
46.31 |
46.31 |
47.24 |
46.64 |
S2 |
45.23 |
45.23 |
47.08 |
|
S3 |
43.50 |
44.58 |
46.92 |
|
S4 |
41.77 |
42.85 |
46.45 |
|
|
Weekly Pivots for week ending 22-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
59.98 |
58.05 |
48.54 |
|
R3 |
54.76 |
52.83 |
47.11 |
|
R2 |
49.54 |
49.54 |
46.63 |
|
R1 |
47.61 |
47.61 |
46.15 |
48.58 |
PP |
44.32 |
44.32 |
44.32 |
44.81 |
S1 |
42.39 |
42.39 |
45.19 |
43.36 |
S2 |
39.10 |
39.10 |
44.71 |
|
S3 |
33.88 |
37.17 |
44.23 |
|
S4 |
28.66 |
31.95 |
42.80 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
47.60 |
44.86 |
2.74 |
5.8% |
1.35 |
2.8% |
93% |
True |
False |
16,516 |
10 |
47.60 |
41.04 |
6.56 |
13.8% |
1.65 |
3.5% |
97% |
True |
False |
16,986 |
20 |
47.60 |
39.08 |
8.52 |
18.0% |
1.50 |
3.2% |
98% |
True |
False |
16,619 |
40 |
47.60 |
39.08 |
8.52 |
18.0% |
1.35 |
2.8% |
98% |
True |
False |
14,322 |
60 |
47.60 |
35.44 |
12.16 |
25.7% |
1.41 |
3.0% |
98% |
True |
False |
13,128 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
54.95 |
2.618 |
52.13 |
1.618 |
50.40 |
1.000 |
49.33 |
0.618 |
48.67 |
HIGH |
47.60 |
0.618 |
46.94 |
0.500 |
46.74 |
0.382 |
46.53 |
LOW |
45.87 |
0.618 |
44.80 |
1.000 |
44.14 |
1.618 |
43.07 |
2.618 |
41.34 |
4.250 |
38.52 |
|
|
Fisher Pivots for day following 27-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
47.18 |
47.01 |
PP |
46.96 |
46.62 |
S1 |
46.74 |
46.23 |
|