NYMEX Light Sweet Crude Oil Future May 2016
Trading Metrics calculated at close of trading on 05-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2016 |
05-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
36.61 |
35.50 |
-1.11 |
-3.0% |
39.55 |
High |
37.21 |
36.58 |
-0.63 |
-1.7% |
40.14 |
Low |
35.46 |
35.24 |
-0.22 |
-0.6% |
36.63 |
Close |
35.70 |
35.89 |
0.19 |
0.5% |
36.79 |
Range |
1.75 |
1.34 |
-0.41 |
-23.4% |
3.51 |
ATR |
1.69 |
1.67 |
-0.03 |
-1.5% |
0.00 |
Volume |
549,477 |
485,543 |
-63,934 |
-11.6% |
2,409,618 |
|
Daily Pivots for day following 05-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
39.92 |
39.25 |
36.63 |
|
R3 |
38.58 |
37.91 |
36.26 |
|
R2 |
37.24 |
37.24 |
36.14 |
|
R1 |
36.57 |
36.57 |
36.01 |
36.91 |
PP |
35.90 |
35.90 |
35.90 |
36.07 |
S1 |
35.23 |
35.23 |
35.77 |
35.57 |
S2 |
34.56 |
34.56 |
35.64 |
|
S3 |
33.22 |
33.89 |
35.52 |
|
S4 |
31.88 |
32.55 |
35.15 |
|
|
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 |
39.85 |
35.24 |
4.61 |
12.8% |
1.64 |
4.6% |
14% |
False |
True |
531,366 |
10 |
41.90 |
35.24 |
6.66 |
18.6% |
1.53 |
4.3% |
10% |
False |
True |
489,550 |
20 |
42.49 |
35.24 |
7.25 |
20.2% |
1.57 |
4.4% |
9% |
False |
True |
426,610 |
40 |
42.49 |
30.67 |
11.82 |
32.9% |
1.77 |
4.9% |
44% |
False |
False |
293,960 |
60 |
42.49 |
29.85 |
12.64 |
35.2% |
1.91 |
5.3% |
48% |
False |
False |
222,120 |
80 |
42.98 |
29.85 |
13.13 |
36.6% |
1.78 |
5.0% |
46% |
False |
False |
172,290 |
100 |
48.60 |
29.85 |
18.75 |
52.2% |
1.71 |
4.8% |
32% |
False |
False |
141,411 |
120 |
51.63 |
29.85 |
21.78 |
60.7% |
1.62 |
4.5% |
28% |
False |
False |
119,428 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
42.28 |
2.618 |
40.09 |
1.618 |
38.75 |
1.000 |
37.92 |
0.618 |
37.41 |
HIGH |
36.58 |
0.618 |
36.07 |
0.500 |
35.91 |
0.382 |
35.75 |
LOW |
35.24 |
0.618 |
34.41 |
1.000 |
33.90 |
1.618 |
33.07 |
2.618 |
31.73 |
4.250 |
29.55 |
|
|
Fisher Pivots for day following 05-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
35.91 |
36.90 |
PP |
35.90 |
36.56 |
S1 |
35.90 |
36.23 |
|