NYMEX Light Sweet Crude Oil Future May 2016
Trading Metrics calculated at close of trading on 07-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2016 |
07-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
36.52 |
37.76 |
1.24 |
3.4% |
39.55 |
High |
37.90 |
38.30 |
0.40 |
1.1% |
40.14 |
Low |
36.43 |
36.69 |
0.26 |
0.7% |
36.63 |
Close |
37.75 |
37.26 |
-0.49 |
-1.3% |
36.79 |
Range |
1.47 |
1.61 |
0.14 |
9.5% |
3.51 |
ATR |
1.69 |
1.69 |
-0.01 |
-0.3% |
0.00 |
Volume |
751,048 |
626,749 |
-124,299 |
-16.6% |
2,409,618 |
|
Daily Pivots for day following 07-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
42.25 |
41.36 |
38.15 |
|
R3 |
40.64 |
39.75 |
37.70 |
|
R2 |
39.03 |
39.03 |
37.56 |
|
R1 |
38.14 |
38.14 |
37.41 |
37.78 |
PP |
37.42 |
37.42 |
37.42 |
37.24 |
S1 |
36.53 |
36.53 |
37.11 |
36.17 |
S2 |
35.81 |
35.81 |
36.96 |
|
S3 |
34.20 |
34.92 |
36.82 |
|
S4 |
32.59 |
33.31 |
36.37 |
|
|
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 |
38.56 |
35.24 |
3.32 |
8.9% |
1.62 |
4.3% |
61% |
False |
False |
592,001 |
10 |
40.14 |
35.24 |
4.90 |
13.2% |
1.56 |
4.2% |
41% |
False |
False |
531,760 |
20 |
42.49 |
35.24 |
7.25 |
19.5% |
1.51 |
4.0% |
28% |
False |
False |
464,384 |
40 |
42.49 |
30.67 |
11.82 |
31.7% |
1.73 |
4.6% |
56% |
False |
False |
321,323 |
60 |
42.49 |
29.85 |
12.64 |
33.9% |
1.90 |
5.1% |
59% |
False |
False |
243,811 |
80 |
42.49 |
29.85 |
12.64 |
33.9% |
1.78 |
4.8% |
59% |
False |
False |
188,806 |
100 |
47.45 |
29.85 |
17.60 |
47.2% |
1.71 |
4.6% |
42% |
False |
False |
154,937 |
120 |
51.63 |
29.85 |
21.78 |
58.5% |
1.63 |
4.4% |
34% |
False |
False |
130,771 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
45.14 |
2.618 |
42.51 |
1.618 |
40.90 |
1.000 |
39.91 |
0.618 |
39.29 |
HIGH |
38.30 |
0.618 |
37.68 |
0.500 |
37.50 |
0.382 |
37.31 |
LOW |
36.69 |
0.618 |
35.70 |
1.000 |
35.08 |
1.618 |
34.09 |
2.618 |
32.48 |
4.250 |
29.85 |
|
|
Fisher Pivots for day following 07-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
37.50 |
37.10 |
PP |
37.42 |
36.93 |
S1 |
37.34 |
36.77 |
|