NYMEX Light Sweet Crude Oil Future May 2016
Trading Metrics calculated at close of trading on 14-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2016 |
14-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
41.63 |
41.54 |
-0.09 |
-0.2% |
36.61 |
High |
42.42 |
42.16 |
-0.26 |
-0.6% |
39.84 |
Low |
41.24 |
40.84 |
-0.40 |
-1.0% |
35.24 |
Close |
41.76 |
41.50 |
-0.26 |
-0.6% |
39.72 |
Range |
1.18 |
1.32 |
0.14 |
11.9% |
4.60 |
ATR |
1.72 |
1.69 |
-0.03 |
-1.7% |
0.00 |
Volume |
730,437 |
488,614 |
-241,823 |
-33.1% |
3,230,047 |
|
Daily Pivots for day following 14-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
45.46 |
44.80 |
42.23 |
|
R3 |
44.14 |
43.48 |
41.86 |
|
R2 |
42.82 |
42.82 |
41.74 |
|
R1 |
42.16 |
42.16 |
41.62 |
41.83 |
PP |
41.50 |
41.50 |
41.50 |
41.34 |
S1 |
40.84 |
40.84 |
41.38 |
40.51 |
S2 |
40.18 |
40.18 |
41.26 |
|
S3 |
38.86 |
39.52 |
41.14 |
|
S4 |
37.54 |
38.20 |
40.77 |
|
|
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 |
37.45 |
4.97 |
12.0% |
1.71 |
4.1% |
81% |
False |
False |
702,493 |
10 |
42.42 |
35.24 |
7.18 |
17.3% |
1.67 |
4.0% |
87% |
False |
False |
647,247 |
20 |
42.49 |
35.24 |
7.25 |
17.5% |
1.57 |
3.8% |
86% |
False |
False |
568,987 |
40 |
42.49 |
32.42 |
10.07 |
24.3% |
1.66 |
4.0% |
90% |
False |
False |
387,789 |
60 |
42.49 |
29.85 |
12.64 |
30.5% |
1.89 |
4.5% |
92% |
False |
False |
297,437 |
80 |
42.49 |
29.85 |
12.64 |
30.5% |
1.80 |
4.3% |
92% |
False |
False |
231,064 |
100 |
47.45 |
29.85 |
17.60 |
42.4% |
1.73 |
4.2% |
66% |
False |
False |
189,439 |
120 |
51.63 |
29.85 |
21.78 |
52.5% |
1.67 |
4.0% |
53% |
False |
False |
159,720 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
47.77 |
2.618 |
45.62 |
1.618 |
44.30 |
1.000 |
43.48 |
0.618 |
42.98 |
HIGH |
42.16 |
0.618 |
41.66 |
0.500 |
41.50 |
0.382 |
41.34 |
LOW |
40.84 |
0.618 |
40.02 |
1.000 |
39.52 |
1.618 |
38.70 |
2.618 |
37.38 |
4.250 |
35.23 |
|
|
Fisher Pivots for day following 14-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
41.50 |
41.42 |
PP |
41.50 |
41.34 |
S1 |
41.50 |
41.26 |
|