NYMEX Light Sweet Crude Oil Future May 2016
Trading Metrics calculated at close of trading on 12-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2016 |
12-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
39.72 |
40.35 |
0.63 |
1.6% |
36.61 |
High |
40.75 |
42.25 |
1.50 |
3.7% |
39.84 |
Low |
39.25 |
40.09 |
0.84 |
2.1% |
35.24 |
Close |
40.36 |
42.17 |
1.81 |
4.5% |
39.72 |
Range |
1.50 |
2.16 |
0.66 |
44.0% |
4.60 |
ATR |
1.73 |
1.76 |
0.03 |
1.8% |
0.00 |
Volume |
679,351 |
796,837 |
117,486 |
17.3% |
3,230,047 |
|
Daily Pivots for day following 12-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
47.98 |
47.24 |
43.36 |
|
R3 |
45.82 |
45.08 |
42.76 |
|
R2 |
43.66 |
43.66 |
42.57 |
|
R1 |
42.92 |
42.92 |
42.37 |
43.29 |
PP |
41.50 |
41.50 |
41.50 |
41.69 |
S1 |
40.76 |
40.76 |
41.97 |
41.13 |
S2 |
39.34 |
39.34 |
41.77 |
|
S3 |
37.18 |
38.60 |
41.58 |
|
S4 |
35.02 |
36.44 |
40.98 |
|
|
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 |
42.25 |
36.43 |
5.82 |
13.8% |
1.83 |
4.3% |
99% |
True |
False |
734,243 |
10 |
42.25 |
35.24 |
7.01 |
16.6% |
1.73 |
4.1% |
99% |
True |
False |
632,804 |
20 |
42.49 |
35.24 |
7.25 |
17.2% |
1.61 |
3.8% |
96% |
False |
False |
539,062 |
40 |
42.49 |
32.36 |
10.13 |
24.0% |
1.75 |
4.1% |
97% |
False |
False |
365,384 |
60 |
42.49 |
29.85 |
12.64 |
30.0% |
1.91 |
4.5% |
97% |
False |
False |
278,913 |
80 |
42.49 |
29.85 |
12.64 |
30.0% |
1.80 |
4.3% |
97% |
False |
False |
216,460 |
100 |
47.45 |
29.85 |
17.60 |
41.7% |
1.72 |
4.1% |
70% |
False |
False |
177,486 |
120 |
51.63 |
29.85 |
21.78 |
51.6% |
1.66 |
3.9% |
57% |
False |
False |
149,700 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
51.43 |
2.618 |
47.90 |
1.618 |
45.74 |
1.000 |
44.41 |
0.618 |
43.58 |
HIGH |
42.25 |
0.618 |
41.42 |
0.500 |
41.17 |
0.382 |
40.92 |
LOW |
40.09 |
0.618 |
38.76 |
1.000 |
37.93 |
1.618 |
36.60 |
2.618 |
34.44 |
4.250 |
30.91 |
|
|
Fisher Pivots for day following 12-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
41.84 |
41.40 |
PP |
41.50 |
40.62 |
S1 |
41.17 |
39.85 |
|