NYMEX Light Sweet Crude Oil Future October 2016
Trading Metrics calculated at close of trading on 28-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2016 |
28-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
46.55 |
47.15 |
0.60 |
1.3% |
42.11 |
High |
47.60 |
48.03 |
0.43 |
0.9% |
46.26 |
Low |
45.87 |
46.95 |
1.08 |
2.4% |
41.04 |
Close |
47.40 |
48.00 |
0.60 |
1.3% |
45.67 |
Range |
1.73 |
1.08 |
-0.65 |
-37.6% |
5.22 |
ATR |
1.52 |
1.49 |
-0.03 |
-2.1% |
0.00 |
Volume |
14,470 |
13,311 |
-1,159 |
-8.0% |
97,923 |
|
Daily Pivots for day following 28-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
50.90 |
50.53 |
48.59 |
|
R3 |
49.82 |
49.45 |
48.30 |
|
R2 |
48.74 |
48.74 |
48.20 |
|
R1 |
48.37 |
48.37 |
48.10 |
48.56 |
PP |
47.66 |
47.66 |
47.66 |
47.75 |
S1 |
47.29 |
47.29 |
47.90 |
47.48 |
S2 |
46.58 |
46.58 |
47.80 |
|
S3 |
45.50 |
46.21 |
47.70 |
|
S4 |
44.42 |
45.13 |
47.41 |
|
|
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 |
48.03 |
44.86 |
3.17 |
6.6% |
1.33 |
2.8% |
99% |
True |
False |
14,725 |
10 |
48.03 |
41.04 |
6.99 |
14.6% |
1.65 |
3.4% |
100% |
True |
False |
17,169 |
20 |
48.03 |
39.08 |
8.95 |
18.6% |
1.49 |
3.1% |
100% |
True |
False |
16,835 |
40 |
48.03 |
39.08 |
8.95 |
18.6% |
1.35 |
2.8% |
100% |
True |
False |
14,386 |
60 |
48.03 |
35.44 |
12.59 |
26.2% |
1.42 |
3.0% |
100% |
True |
False |
13,227 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
52.62 |
2.618 |
50.86 |
1.618 |
49.78 |
1.000 |
49.11 |
0.618 |
48.70 |
HIGH |
48.03 |
0.618 |
47.62 |
0.500 |
47.49 |
0.382 |
47.36 |
LOW |
46.95 |
0.618 |
46.28 |
1.000 |
45.87 |
1.618 |
45.20 |
2.618 |
44.12 |
4.250 |
42.36 |
|
|
Fisher Pivots for day following 28-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
47.83 |
47.48 |
PP |
47.66 |
46.96 |
S1 |
47.49 |
46.45 |
|