NYMEX Light Sweet Crude Oil Future May 2016
Trading Metrics calculated at close of trading on 06-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2016 |
06-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
35.50 |
36.52 |
1.02 |
2.9% |
39.55 |
High |
36.58 |
37.90 |
1.32 |
3.6% |
40.14 |
Low |
35.24 |
36.43 |
1.19 |
3.4% |
36.63 |
Close |
35.89 |
37.75 |
1.86 |
5.2% |
36.79 |
Range |
1.34 |
1.47 |
0.13 |
9.7% |
3.51 |
ATR |
1.67 |
1.69 |
0.02 |
1.5% |
0.00 |
Volume |
485,543 |
751,048 |
265,505 |
54.7% |
2,409,618 |
|
Daily Pivots for day following 06-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
41.77 |
41.23 |
38.56 |
|
R3 |
40.30 |
39.76 |
38.15 |
|
R2 |
38.83 |
38.83 |
38.02 |
|
R1 |
38.29 |
38.29 |
37.88 |
38.56 |
PP |
37.36 |
37.36 |
37.36 |
37.50 |
S1 |
36.82 |
36.82 |
37.62 |
37.09 |
S2 |
35.89 |
35.89 |
37.48 |
|
S3 |
34.42 |
35.35 |
37.35 |
|
S4 |
32.95 |
33.88 |
36.94 |
|
|
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 |
39.04 |
35.24 |
3.80 |
10.1% |
1.59 |
4.2% |
66% |
False |
False |
573,082 |
10 |
41.34 |
35.24 |
6.10 |
16.2% |
1.56 |
4.1% |
41% |
False |
False |
518,285 |
20 |
42.49 |
35.24 |
7.25 |
19.2% |
1.53 |
4.1% |
35% |
False |
False |
449,793 |
40 |
42.49 |
30.67 |
11.82 |
31.3% |
1.76 |
4.7% |
60% |
False |
False |
309,522 |
60 |
42.49 |
29.85 |
12.64 |
33.5% |
1.91 |
5.1% |
63% |
False |
False |
233,955 |
80 |
42.49 |
29.85 |
12.64 |
33.5% |
1.77 |
4.7% |
63% |
False |
False |
181,328 |
100 |
48.35 |
29.85 |
18.50 |
49.0% |
1.71 |
4.5% |
43% |
False |
False |
148,814 |
120 |
51.63 |
29.85 |
21.78 |
57.7% |
1.63 |
4.3% |
36% |
False |
False |
125,603 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
44.15 |
2.618 |
41.75 |
1.618 |
40.28 |
1.000 |
39.37 |
0.618 |
38.81 |
HIGH |
37.90 |
0.618 |
37.34 |
0.500 |
37.17 |
0.382 |
36.99 |
LOW |
36.43 |
0.618 |
35.52 |
1.000 |
34.96 |
1.618 |
34.05 |
2.618 |
32.58 |
4.250 |
30.18 |
|
|
Fisher Pivots for day following 06-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
37.56 |
37.36 |
PP |
37.36 |
36.96 |
S1 |
37.17 |
36.57 |
|