NYMEX Light Sweet Crude Oil Future June 2016
| Trading Metrics calculated at close of trading on 28-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2016 |
28-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
44.64 |
45.30 |
0.66 |
1.5% |
39.90 |
| High |
45.62 |
46.14 |
0.52 |
1.1% |
44.49 |
| Low |
43.77 |
44.94 |
1.17 |
2.7% |
39.00 |
| Close |
45.33 |
46.03 |
0.70 |
1.5% |
43.73 |
| Range |
1.85 |
1.20 |
-0.65 |
-35.1% |
5.49 |
| ATR |
1.78 |
1.74 |
-0.04 |
-2.3% |
0.00 |
| Volume |
648,028 |
487,412 |
-160,616 |
-24.8% |
3,363,396 |
|
| Daily Pivots for day following 28-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
49.30 |
48.87 |
46.69 |
|
| R3 |
48.10 |
47.67 |
46.36 |
|
| R2 |
46.90 |
46.90 |
46.25 |
|
| R1 |
46.47 |
46.47 |
46.14 |
46.69 |
| PP |
45.70 |
45.70 |
45.70 |
45.81 |
| S1 |
45.27 |
45.27 |
45.92 |
45.49 |
| S2 |
44.50 |
44.50 |
45.81 |
|
| S3 |
43.30 |
44.07 |
45.70 |
|
| S4 |
42.10 |
42.87 |
45.37 |
|
|
| Weekly Pivots for week ending 22-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
58.88 |
56.79 |
46.75 |
|
| R3 |
53.39 |
51.30 |
45.24 |
|
| R2 |
47.90 |
47.90 |
44.74 |
|
| R1 |
45.81 |
45.81 |
44.23 |
46.86 |
| PP |
42.41 |
42.41 |
42.41 |
42.93 |
| S1 |
40.32 |
40.32 |
43.23 |
41.37 |
| S2 |
36.92 |
36.92 |
42.72 |
|
| S3 |
31.43 |
34.83 |
42.22 |
|
| S4 |
25.94 |
29.34 |
40.71 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
46.14 |
42.50 |
3.64 |
7.9% |
1.64 |
3.6% |
97% |
True |
False |
576,264 |
| 10 |
46.14 |
39.00 |
7.14 |
15.5% |
1.89 |
4.1% |
98% |
True |
False |
605,715 |
| 20 |
46.14 |
36.57 |
9.57 |
20.8% |
1.75 |
3.8% |
99% |
True |
False |
439,203 |
| 40 |
46.14 |
36.57 |
9.57 |
20.8% |
1.63 |
3.5% |
99% |
True |
False |
279,979 |
| 60 |
46.14 |
32.10 |
14.04 |
30.5% |
1.74 |
3.8% |
99% |
True |
False |
220,300 |
| 80 |
46.14 |
30.79 |
15.35 |
33.3% |
1.84 |
4.0% |
99% |
True |
False |
182,741 |
| 100 |
46.49 |
30.79 |
15.70 |
34.1% |
1.75 |
3.8% |
97% |
False |
False |
153,401 |
| 120 |
50.31 |
30.79 |
19.52 |
42.4% |
1.69 |
3.7% |
78% |
False |
False |
132,470 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
51.24 |
|
2.618 |
49.28 |
|
1.618 |
48.08 |
|
1.000 |
47.34 |
|
0.618 |
46.88 |
|
HIGH |
46.14 |
|
0.618 |
45.68 |
|
0.500 |
45.54 |
|
0.382 |
45.40 |
|
LOW |
44.94 |
|
0.618 |
44.20 |
|
1.000 |
43.74 |
|
1.618 |
43.00 |
|
2.618 |
41.80 |
|
4.250 |
39.84 |
|
|
| Fisher Pivots for day following 28-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
45.87 |
45.46 |
| PP |
45.70 |
44.89 |
| S1 |
45.54 |
44.32 |
|