NYMEX Light Sweet Crude Oil Future May 2016
Trading Metrics calculated at close of trading on 11-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2016 |
11-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
37.52 |
39.72 |
2.20 |
5.9% |
36.61 |
High |
39.84 |
40.75 |
0.91 |
2.3% |
39.84 |
Low |
37.45 |
39.25 |
1.80 |
4.8% |
35.24 |
Close |
39.72 |
40.36 |
0.64 |
1.6% |
39.72 |
Range |
2.39 |
1.50 |
-0.89 |
-37.2% |
4.60 |
ATR |
1.75 |
1.73 |
-0.02 |
-1.0% |
0.00 |
Volume |
817,230 |
679,351 |
-137,879 |
-16.9% |
3,230,047 |
|
Daily Pivots for day following 11-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
44.62 |
43.99 |
41.19 |
|
R3 |
43.12 |
42.49 |
40.77 |
|
R2 |
41.62 |
41.62 |
40.64 |
|
R1 |
40.99 |
40.99 |
40.50 |
41.31 |
PP |
40.12 |
40.12 |
40.12 |
40.28 |
S1 |
39.49 |
39.49 |
40.22 |
39.81 |
S2 |
38.62 |
38.62 |
40.09 |
|
S3 |
37.12 |
37.99 |
39.95 |
|
S4 |
35.62 |
36.49 |
39.54 |
|
|
Weekly Pivots for week ending 08-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
52.07 |
50.49 |
42.25 |
|
R3 |
47.47 |
45.89 |
40.99 |
|
R2 |
42.87 |
42.87 |
40.56 |
|
R1 |
41.29 |
41.29 |
40.14 |
42.08 |
PP |
38.27 |
38.27 |
38.27 |
38.66 |
S1 |
36.69 |
36.69 |
39.30 |
37.48 |
S2 |
33.67 |
33.67 |
38.88 |
|
S3 |
29.07 |
32.09 |
38.46 |
|
S4 |
24.47 |
27.49 |
37.19 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
40.75 |
35.24 |
5.51 |
13.7% |
1.66 |
4.1% |
93% |
True |
False |
671,984 |
10 |
40.75 |
35.24 |
5.51 |
13.7% |
1.67 |
4.1% |
93% |
True |
False |
601,924 |
20 |
42.49 |
35.24 |
7.25 |
18.0% |
1.59 |
3.9% |
71% |
False |
False |
510,697 |
40 |
42.49 |
31.71 |
10.78 |
26.7% |
1.75 |
4.3% |
80% |
False |
False |
349,576 |
60 |
42.49 |
29.85 |
12.64 |
31.3% |
1.90 |
4.7% |
83% |
False |
False |
267,082 |
80 |
42.49 |
29.85 |
12.64 |
31.3% |
1.79 |
4.4% |
83% |
False |
False |
206,804 |
100 |
47.45 |
29.85 |
17.60 |
43.6% |
1.72 |
4.3% |
60% |
False |
False |
169,621 |
120 |
51.63 |
29.85 |
21.78 |
54.0% |
1.65 |
4.1% |
48% |
False |
False |
143,111 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
47.13 |
2.618 |
44.68 |
1.618 |
43.18 |
1.000 |
42.25 |
0.618 |
41.68 |
HIGH |
40.75 |
0.618 |
40.18 |
0.500 |
40.00 |
0.382 |
39.82 |
LOW |
39.25 |
0.618 |
38.32 |
1.000 |
37.75 |
1.618 |
36.82 |
2.618 |
35.32 |
4.250 |
32.88 |
|
|
Fisher Pivots for day following 11-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
40.24 |
39.81 |
PP |
40.12 |
39.27 |
S1 |
40.00 |
38.72 |
|