NYMEX Light Sweet Crude Oil Future May 2016
Trading Metrics calculated at close of trading on 15-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2016 |
15-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
41.54 |
41.43 |
-0.11 |
-0.3% |
39.72 |
High |
42.16 |
41.73 |
-0.43 |
-1.0% |
42.42 |
Low |
40.84 |
39.98 |
-0.86 |
-2.1% |
39.25 |
Close |
41.50 |
40.36 |
-1.14 |
-2.7% |
40.36 |
Range |
1.32 |
1.75 |
0.43 |
32.6% |
3.17 |
ATR |
1.69 |
1.70 |
0.00 |
0.2% |
0.00 |
Volume |
488,614 |
520,146 |
31,532 |
6.5% |
3,215,385 |
|
Daily Pivots for day following 15-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
45.94 |
44.90 |
41.32 |
|
R3 |
44.19 |
43.15 |
40.84 |
|
R2 |
42.44 |
42.44 |
40.68 |
|
R1 |
41.40 |
41.40 |
40.52 |
41.05 |
PP |
40.69 |
40.69 |
40.69 |
40.51 |
S1 |
39.65 |
39.65 |
40.20 |
39.30 |
S2 |
38.94 |
38.94 |
40.04 |
|
S3 |
37.19 |
37.90 |
39.88 |
|
S4 |
35.44 |
36.15 |
39.40 |
|
|
Weekly Pivots for week ending 15-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
50.19 |
48.44 |
42.10 |
|
R3 |
47.02 |
45.27 |
41.23 |
|
R2 |
43.85 |
43.85 |
40.94 |
|
R1 |
42.10 |
42.10 |
40.65 |
42.98 |
PP |
40.68 |
40.68 |
40.68 |
41.11 |
S1 |
38.93 |
38.93 |
40.07 |
39.81 |
S2 |
37.51 |
37.51 |
39.78 |
|
S3 |
34.34 |
35.76 |
39.49 |
|
S4 |
31.17 |
32.59 |
38.62 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
42.42 |
39.25 |
3.17 |
7.9% |
1.58 |
3.9% |
35% |
False |
False |
643,077 |
10 |
42.42 |
35.24 |
7.18 |
17.8% |
1.65 |
4.1% |
71% |
False |
False |
644,543 |
20 |
42.49 |
35.24 |
7.25 |
18.0% |
1.58 |
3.9% |
71% |
False |
False |
572,848 |
40 |
42.49 |
32.42 |
10.07 |
25.0% |
1.66 |
4.1% |
79% |
False |
False |
397,965 |
60 |
42.49 |
30.35 |
12.14 |
30.1% |
1.88 |
4.7% |
82% |
False |
False |
304,787 |
80 |
42.49 |
29.85 |
12.64 |
31.3% |
1.81 |
4.5% |
83% |
False |
False |
237,401 |
100 |
47.45 |
29.85 |
17.60 |
43.6% |
1.74 |
4.3% |
60% |
False |
False |
194,459 |
120 |
51.63 |
29.85 |
21.78 |
54.0% |
1.67 |
4.1% |
48% |
False |
False |
163,962 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
49.17 |
2.618 |
46.31 |
1.618 |
44.56 |
1.000 |
43.48 |
0.618 |
42.81 |
HIGH |
41.73 |
0.618 |
41.06 |
0.500 |
40.86 |
0.382 |
40.65 |
LOW |
39.98 |
0.618 |
38.90 |
1.000 |
38.23 |
1.618 |
37.15 |
2.618 |
35.40 |
4.250 |
32.54 |
|
|
Fisher Pivots for day following 15-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
40.86 |
41.20 |
PP |
40.69 |
40.92 |
S1 |
40.53 |
40.64 |
|