NYMEX Light Sweet Crude Oil Future June 2016
| Trading Metrics calculated at close of trading on 08-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2016 |
08-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
38.92 |
38.66 |
-0.26 |
-0.7% |
38.12 |
| High |
39.43 |
41.03 |
1.60 |
4.1% |
41.03 |
| Low |
37.94 |
38.63 |
0.69 |
1.8% |
36.57 |
| Close |
38.49 |
40.99 |
2.50 |
6.5% |
40.99 |
| Range |
1.49 |
2.40 |
0.91 |
61.1% |
4.46 |
| ATR |
1.61 |
1.68 |
0.07 |
4.1% |
0.00 |
| Volume |
269,936 |
389,590 |
119,654 |
44.3% |
1,291,857 |
|
| Daily Pivots for day following 08-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
47.42 |
46.60 |
42.31 |
|
| R3 |
45.02 |
44.20 |
41.65 |
|
| R2 |
42.62 |
42.62 |
41.43 |
|
| R1 |
41.80 |
41.80 |
41.21 |
42.21 |
| PP |
40.22 |
40.22 |
40.22 |
40.42 |
| S1 |
39.40 |
39.40 |
40.77 |
39.81 |
| S2 |
37.82 |
37.82 |
40.55 |
|
| S3 |
35.42 |
37.00 |
40.33 |
|
| S4 |
33.02 |
34.60 |
39.67 |
|
|
| Weekly Pivots for week ending 08-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
52.91 |
51.41 |
43.44 |
|
| R3 |
48.45 |
46.95 |
42.22 |
|
| R2 |
43.99 |
43.99 |
41.81 |
|
| R1 |
42.49 |
42.49 |
41.40 |
43.24 |
| PP |
39.53 |
39.53 |
39.53 |
39.91 |
| S1 |
38.03 |
38.03 |
40.58 |
38.78 |
| S2 |
35.07 |
35.07 |
40.17 |
|
| S3 |
30.61 |
33.57 |
39.76 |
|
| S4 |
26.15 |
29.11 |
38.54 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
41.03 |
36.57 |
4.46 |
10.9% |
1.65 |
4.0% |
99% |
True |
False |
258,371 |
| 10 |
41.28 |
36.57 |
4.71 |
11.5% |
1.59 |
3.9% |
94% |
False |
False |
188,317 |
| 20 |
43.17 |
36.57 |
6.60 |
16.1% |
1.49 |
3.6% |
67% |
False |
False |
158,272 |
| 40 |
43.17 |
32.10 |
11.07 |
27.0% |
1.68 |
4.1% |
80% |
False |
False |
130,686 |
| 60 |
43.17 |
30.79 |
12.38 |
30.2% |
1.84 |
4.5% |
82% |
False |
False |
116,031 |
| 80 |
43.17 |
30.79 |
12.38 |
30.2% |
1.75 |
4.3% |
82% |
False |
False |
95,850 |
| 100 |
48.02 |
30.79 |
17.23 |
42.0% |
1.70 |
4.1% |
59% |
False |
False |
83,754 |
| 120 |
52.04 |
30.79 |
21.25 |
51.8% |
1.64 |
4.0% |
48% |
False |
False |
74,070 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
51.23 |
|
2.618 |
47.31 |
|
1.618 |
44.91 |
|
1.000 |
43.43 |
|
0.618 |
42.51 |
|
HIGH |
41.03 |
|
0.618 |
40.11 |
|
0.500 |
39.83 |
|
0.382 |
39.55 |
|
LOW |
38.63 |
|
0.618 |
37.15 |
|
1.000 |
36.23 |
|
1.618 |
34.75 |
|
2.618 |
32.35 |
|
4.250 |
28.43 |
|
|
| Fisher Pivots for day following 08-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
40.60 |
40.43 |
| PP |
40.22 |
39.86 |
| S1 |
39.83 |
39.30 |
|