NYMEX Light Sweet Crude Oil Future May 2016
Trading Metrics calculated at close of trading on 19-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2016 |
19-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
38.75 |
40.04 |
1.29 |
3.3% |
39.72 |
High |
40.24 |
41.53 |
1.29 |
3.2% |
42.42 |
Low |
37.61 |
39.58 |
1.97 |
5.2% |
39.25 |
Close |
39.78 |
41.08 |
1.30 |
3.3% |
40.36 |
Range |
2.63 |
1.95 |
-0.68 |
-25.9% |
3.17 |
ATR |
1.77 |
1.78 |
0.01 |
0.7% |
0.00 |
Volume |
342,463 |
101,734 |
-240,729 |
-70.3% |
3,215,385 |
|
Daily Pivots for day following 19-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
46.58 |
45.78 |
42.15 |
|
R3 |
44.63 |
43.83 |
41.62 |
|
R2 |
42.68 |
42.68 |
41.44 |
|
R1 |
41.88 |
41.88 |
41.26 |
42.28 |
PP |
40.73 |
40.73 |
40.73 |
40.93 |
S1 |
39.93 |
39.93 |
40.90 |
40.33 |
S2 |
38.78 |
38.78 |
40.72 |
|
S3 |
36.83 |
37.98 |
40.54 |
|
S4 |
34.88 |
36.03 |
40.01 |
|
|
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 |
11.7% |
1.77 |
4.3% |
72% |
False |
False |
436,678 |
10 |
42.42 |
36.43 |
5.99 |
14.6% |
1.80 |
4.4% |
78% |
False |
False |
585,460 |
20 |
42.42 |
35.24 |
7.18 |
17.5% |
1.66 |
4.0% |
81% |
False |
False |
537,505 |
40 |
42.49 |
32.42 |
10.07 |
24.5% |
1.68 |
4.1% |
86% |
False |
False |
402,237 |
60 |
42.49 |
30.67 |
11.82 |
28.8% |
1.87 |
4.6% |
88% |
False |
False |
309,742 |
80 |
42.49 |
29.85 |
12.64 |
30.8% |
1.85 |
4.5% |
89% |
False |
False |
242,476 |
100 |
47.45 |
29.85 |
17.60 |
42.8% |
1.75 |
4.3% |
64% |
False |
False |
198,487 |
120 |
51.63 |
29.85 |
21.78 |
53.0% |
1.69 |
4.1% |
52% |
False |
False |
167,557 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
49.82 |
2.618 |
46.64 |
1.618 |
44.69 |
1.000 |
43.48 |
0.618 |
42.74 |
HIGH |
41.53 |
0.618 |
40.79 |
0.500 |
40.56 |
0.382 |
40.32 |
LOW |
39.58 |
0.618 |
38.37 |
1.000 |
37.63 |
1.618 |
36.42 |
2.618 |
34.47 |
4.250 |
31.29 |
|
|
Fisher Pivots for day following 19-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
40.91 |
40.61 |
PP |
40.73 |
40.14 |
S1 |
40.56 |
39.67 |
|