NYMEX Light Sweet Crude Oil Future May 2016
Trading Metrics calculated at close of trading on 01-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2016 |
01-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
38.30 |
38.14 |
-0.16 |
-0.4% |
39.55 |
High |
39.04 |
38.56 |
-0.48 |
-1.2% |
40.14 |
Low |
37.57 |
36.63 |
-0.94 |
-2.5% |
36.63 |
Close |
38.34 |
36.79 |
-1.55 |
-4.0% |
36.79 |
Range |
1.47 |
1.93 |
0.46 |
31.3% |
3.51 |
ATR |
1.67 |
1.69 |
0.02 |
1.1% |
0.00 |
Volume |
532,152 |
547,190 |
15,038 |
2.8% |
2,409,618 |
|
Daily Pivots for day following 01-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
43.12 |
41.88 |
37.85 |
|
R3 |
41.19 |
39.95 |
37.32 |
|
R2 |
39.26 |
39.26 |
37.14 |
|
R1 |
38.02 |
38.02 |
36.97 |
37.68 |
PP |
37.33 |
37.33 |
37.33 |
37.15 |
S1 |
36.09 |
36.09 |
36.61 |
35.75 |
S2 |
35.40 |
35.40 |
36.44 |
|
S3 |
33.47 |
34.16 |
36.26 |
|
S4 |
31.54 |
32.23 |
35.73 |
|
|
Weekly Pivots for week ending 01-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
48.38 |
46.10 |
38.72 |
|
R3 |
44.87 |
42.59 |
37.76 |
|
R2 |
41.36 |
41.36 |
37.43 |
|
R1 |
39.08 |
39.08 |
37.11 |
38.47 |
PP |
37.85 |
37.85 |
37.85 |
37.55 |
S1 |
35.57 |
35.57 |
36.47 |
34.96 |
S2 |
34.34 |
34.34 |
36.15 |
|
S3 |
30.83 |
32.06 |
35.82 |
|
S4 |
27.32 |
28.55 |
34.86 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
40.14 |
36.63 |
3.51 |
9.5% |
1.59 |
4.3% |
5% |
False |
True |
481,923 |
10 |
42.49 |
36.63 |
5.86 |
15.9% |
1.51 |
4.1% |
3% |
False |
True |
501,153 |
20 |
42.49 |
36.19 |
6.30 |
17.1% |
1.62 |
4.4% |
10% |
False |
False |
396,938 |
40 |
42.49 |
30.67 |
11.82 |
32.1% |
1.77 |
4.8% |
52% |
False |
False |
274,281 |
60 |
42.49 |
29.85 |
12.64 |
34.4% |
1.93 |
5.3% |
55% |
False |
False |
205,987 |
80 |
44.08 |
29.85 |
14.23 |
38.7% |
1.78 |
4.8% |
49% |
False |
False |
160,329 |
100 |
49.25 |
29.85 |
19.40 |
52.7% |
1.70 |
4.6% |
36% |
False |
False |
131,366 |
120 |
53.22 |
29.85 |
23.37 |
63.5% |
1.62 |
4.4% |
30% |
False |
False |
111,013 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
46.76 |
2.618 |
43.61 |
1.618 |
41.68 |
1.000 |
40.49 |
0.618 |
39.75 |
HIGH |
38.56 |
0.618 |
37.82 |
0.500 |
37.60 |
0.382 |
37.37 |
LOW |
36.63 |
0.618 |
35.44 |
1.000 |
34.70 |
1.618 |
33.51 |
2.618 |
31.58 |
4.250 |
28.43 |
|
|
Fisher Pivots for day following 01-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
37.60 |
38.24 |
PP |
37.33 |
37.76 |
S1 |
37.06 |
37.27 |
|