NYMEX Light Sweet Crude Oil Future May 2016
Trading Metrics calculated at close of trading on 13-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2016 |
13-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
40.35 |
41.63 |
1.28 |
3.2% |
36.61 |
High |
42.25 |
42.42 |
0.17 |
0.4% |
39.84 |
Low |
40.09 |
41.24 |
1.15 |
2.9% |
35.24 |
Close |
42.17 |
41.76 |
-0.41 |
-1.0% |
39.72 |
Range |
2.16 |
1.18 |
-0.98 |
-45.4% |
4.60 |
ATR |
1.76 |
1.72 |
-0.04 |
-2.4% |
0.00 |
Volume |
796,837 |
730,437 |
-66,400 |
-8.3% |
3,230,047 |
|
Daily Pivots for day following 13-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
45.35 |
44.73 |
42.41 |
|
R3 |
44.17 |
43.55 |
42.08 |
|
R2 |
42.99 |
42.99 |
41.98 |
|
R1 |
42.37 |
42.37 |
41.87 |
42.68 |
PP |
41.81 |
41.81 |
41.81 |
41.96 |
S1 |
41.19 |
41.19 |
41.65 |
41.50 |
S2 |
40.63 |
40.63 |
41.54 |
|
S3 |
39.45 |
40.01 |
41.44 |
|
S4 |
38.27 |
38.83 |
41.11 |
|
|
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 |
42.42 |
36.69 |
5.73 |
13.7% |
1.77 |
4.2% |
88% |
True |
False |
730,120 |
10 |
42.42 |
35.24 |
7.18 |
17.2% |
1.68 |
4.0% |
91% |
True |
False |
651,601 |
20 |
42.49 |
35.24 |
7.25 |
17.4% |
1.60 |
3.8% |
90% |
False |
False |
563,283 |
40 |
42.49 |
32.42 |
10.07 |
24.1% |
1.69 |
4.1% |
93% |
False |
False |
379,325 |
60 |
42.49 |
29.85 |
12.64 |
30.3% |
1.90 |
4.5% |
94% |
False |
False |
290,450 |
80 |
42.49 |
29.85 |
12.64 |
30.3% |
1.80 |
4.3% |
94% |
False |
False |
225,234 |
100 |
47.45 |
29.85 |
17.60 |
42.1% |
1.72 |
4.1% |
68% |
False |
False |
184,696 |
120 |
51.63 |
29.85 |
21.78 |
52.2% |
1.66 |
4.0% |
55% |
False |
False |
155,707 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
47.44 |
2.618 |
45.51 |
1.618 |
44.33 |
1.000 |
43.60 |
0.618 |
43.15 |
HIGH |
42.42 |
0.618 |
41.97 |
0.500 |
41.83 |
0.382 |
41.69 |
LOW |
41.24 |
0.618 |
40.51 |
1.000 |
40.06 |
1.618 |
39.33 |
2.618 |
38.15 |
4.250 |
36.23 |
|
|
Fisher Pivots for day following 13-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
41.83 |
41.45 |
PP |
41.81 |
41.14 |
S1 |
41.78 |
40.84 |
|