NYMEX Light Sweet Crude Oil Future May 2016
Trading Metrics calculated at close of trading on 18-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2016 |
18-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
41.43 |
38.75 |
-2.68 |
-6.5% |
39.72 |
High |
41.73 |
40.24 |
-1.49 |
-3.6% |
42.42 |
Low |
39.98 |
37.61 |
-2.37 |
-5.9% |
39.25 |
Close |
40.36 |
39.78 |
-0.58 |
-1.4% |
40.36 |
Range |
1.75 |
2.63 |
0.88 |
50.3% |
3.17 |
ATR |
1.70 |
1.77 |
0.08 |
4.4% |
0.00 |
Volume |
520,146 |
342,463 |
-177,683 |
-34.2% |
3,215,385 |
|
Daily Pivots for day following 18-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
47.10 |
46.07 |
41.23 |
|
R3 |
44.47 |
43.44 |
40.50 |
|
R2 |
41.84 |
41.84 |
40.26 |
|
R1 |
40.81 |
40.81 |
40.02 |
41.33 |
PP |
39.21 |
39.21 |
39.21 |
39.47 |
S1 |
38.18 |
38.18 |
39.54 |
38.70 |
S2 |
36.58 |
36.58 |
39.30 |
|
S3 |
33.95 |
35.55 |
39.06 |
|
S4 |
31.32 |
32.92 |
38.33 |
|
|
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 |
37.61 |
4.81 |
12.1% |
1.81 |
4.5% |
45% |
False |
True |
575,699 |
10 |
42.42 |
35.24 |
7.18 |
18.0% |
1.74 |
4.4% |
63% |
False |
False |
623,841 |
20 |
42.42 |
35.24 |
7.18 |
18.0% |
1.63 |
4.1% |
63% |
False |
False |
556,385 |
40 |
42.49 |
32.42 |
10.07 |
25.3% |
1.68 |
4.2% |
73% |
False |
False |
403,680 |
60 |
42.49 |
30.67 |
11.82 |
29.7% |
1.89 |
4.8% |
77% |
False |
False |
309,289 |
80 |
42.49 |
29.85 |
12.64 |
31.8% |
1.83 |
4.6% |
79% |
False |
False |
241,472 |
100 |
47.45 |
29.85 |
17.60 |
44.2% |
1.75 |
4.4% |
56% |
False |
False |
197,696 |
120 |
51.63 |
29.85 |
21.78 |
54.8% |
1.69 |
4.2% |
46% |
False |
False |
166,751 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
51.42 |
2.618 |
47.13 |
1.618 |
44.50 |
1.000 |
42.87 |
0.618 |
41.87 |
HIGH |
40.24 |
0.618 |
39.24 |
0.500 |
38.93 |
0.382 |
38.61 |
LOW |
37.61 |
0.618 |
35.98 |
1.000 |
34.98 |
1.618 |
33.35 |
2.618 |
30.72 |
4.250 |
26.43 |
|
|
Fisher Pivots for day following 18-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
39.50 |
39.89 |
PP |
39.21 |
39.85 |
S1 |
38.93 |
39.82 |
|