NYMEX Light Sweet Crude Oil Future June 2016
| Trading Metrics calculated at close of trading on 27-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2016 |
27-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
42.96 |
44.64 |
1.68 |
3.9% |
39.90 |
| High |
44.83 |
45.62 |
0.79 |
1.8% |
44.49 |
| Low |
42.50 |
43.77 |
1.27 |
3.0% |
39.00 |
| Close |
44.04 |
45.33 |
1.29 |
2.9% |
43.73 |
| Range |
2.33 |
1.85 |
-0.48 |
-20.6% |
5.49 |
| ATR |
1.78 |
1.78 |
0.01 |
0.3% |
0.00 |
| Volume |
564,392 |
648,028 |
83,636 |
14.8% |
3,363,396 |
|
| Daily Pivots for day following 27-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
50.46 |
49.74 |
46.35 |
|
| R3 |
48.61 |
47.89 |
45.84 |
|
| R2 |
46.76 |
46.76 |
45.67 |
|
| R1 |
46.04 |
46.04 |
45.50 |
46.40 |
| PP |
44.91 |
44.91 |
44.91 |
45.09 |
| S1 |
44.19 |
44.19 |
45.16 |
44.55 |
| S2 |
43.06 |
43.06 |
44.99 |
|
| S3 |
41.21 |
42.34 |
44.82 |
|
| S4 |
39.36 |
40.49 |
44.31 |
|
|
| 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 |
45.62 |
42.50 |
3.12 |
6.9% |
1.68 |
3.7% |
91% |
True |
False |
613,002 |
| 10 |
45.62 |
39.00 |
6.62 |
14.6% |
1.90 |
4.2% |
96% |
True |
False |
583,033 |
| 20 |
45.62 |
36.57 |
9.05 |
20.0% |
1.76 |
3.9% |
97% |
True |
False |
422,430 |
| 40 |
45.62 |
36.47 |
9.15 |
20.2% |
1.63 |
3.6% |
97% |
True |
False |
270,266 |
| 60 |
45.62 |
32.10 |
13.52 |
29.8% |
1.75 |
3.9% |
98% |
True |
False |
213,646 |
| 80 |
45.62 |
30.79 |
14.83 |
32.7% |
1.85 |
4.1% |
98% |
True |
False |
177,097 |
| 100 |
46.54 |
30.79 |
15.75 |
34.7% |
1.75 |
3.9% |
92% |
False |
False |
148,849 |
| 120 |
52.04 |
30.79 |
21.25 |
46.9% |
1.69 |
3.7% |
68% |
False |
False |
128,633 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
53.48 |
|
2.618 |
50.46 |
|
1.618 |
48.61 |
|
1.000 |
47.47 |
|
0.618 |
46.76 |
|
HIGH |
45.62 |
|
0.618 |
44.91 |
|
0.500 |
44.70 |
|
0.382 |
44.48 |
|
LOW |
43.77 |
|
0.618 |
42.63 |
|
1.000 |
41.92 |
|
1.618 |
40.78 |
|
2.618 |
38.93 |
|
4.250 |
35.91 |
|
|
| Fisher Pivots for day following 27-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
45.12 |
44.91 |
| PP |
44.91 |
44.48 |
| S1 |
44.70 |
44.06 |
|