NYMEX Light Sweet Crude Oil Future July 2016
| Trading Metrics calculated at close of trading on 07-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2016 |
07-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
38.66 |
39.76 |
1.10 |
2.8% |
41.45 |
| High |
39.99 |
40.27 |
0.28 |
0.7% |
42.03 |
| Low |
38.39 |
38.87 |
0.48 |
1.3% |
39.00 |
| Close |
39.87 |
39.36 |
-0.51 |
-1.3% |
39.17 |
| Range |
1.60 |
1.40 |
-0.20 |
-12.5% |
3.03 |
| ATR |
1.57 |
1.55 |
-0.01 |
-0.8% |
0.00 |
| Volume |
99,517 |
92,590 |
-6,927 |
-7.0% |
202,244 |
|
| Daily Pivots for day following 07-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
43.70 |
42.93 |
40.13 |
|
| R3 |
42.30 |
41.53 |
39.75 |
|
| R2 |
40.90 |
40.90 |
39.62 |
|
| R1 |
40.13 |
40.13 |
39.49 |
39.82 |
| PP |
39.50 |
39.50 |
39.50 |
39.34 |
| S1 |
38.73 |
38.73 |
39.23 |
38.42 |
| S2 |
38.10 |
38.10 |
39.10 |
|
| S3 |
36.70 |
37.33 |
38.98 |
|
| S4 |
35.30 |
35.93 |
38.59 |
|
|
| Weekly Pivots for week ending 01-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
49.16 |
47.19 |
40.84 |
|
| R3 |
46.13 |
44.16 |
40.00 |
|
| R2 |
43.10 |
43.10 |
39.73 |
|
| R1 |
41.13 |
41.13 |
39.45 |
40.60 |
| PP |
40.07 |
40.07 |
40.07 |
39.80 |
| S1 |
38.10 |
38.10 |
38.89 |
37.57 |
| S2 |
37.04 |
37.04 |
38.61 |
|
| S3 |
34.01 |
35.07 |
38.34 |
|
| S4 |
30.98 |
32.04 |
37.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
40.89 |
37.50 |
3.39 |
8.6% |
1.52 |
3.9% |
55% |
False |
False |
71,898 |
| 10 |
42.03 |
37.50 |
4.53 |
11.5% |
1.45 |
3.7% |
41% |
False |
False |
57,185 |
| 20 |
43.69 |
37.50 |
6.19 |
15.7% |
1.37 |
3.5% |
30% |
False |
False |
50,857 |
| 40 |
43.69 |
33.14 |
10.55 |
26.8% |
1.60 |
4.1% |
59% |
False |
False |
43,778 |
| 60 |
43.69 |
31.61 |
12.08 |
30.7% |
1.76 |
4.5% |
64% |
False |
False |
38,433 |
| 80 |
43.69 |
31.61 |
12.08 |
30.7% |
1.65 |
4.2% |
64% |
False |
False |
31,164 |
| 100 |
48.35 |
31.61 |
16.74 |
42.5% |
1.57 |
4.0% |
46% |
False |
False |
26,563 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
46.22 |
|
2.618 |
43.94 |
|
1.618 |
42.54 |
|
1.000 |
41.67 |
|
0.618 |
41.14 |
|
HIGH |
40.27 |
|
0.618 |
39.74 |
|
0.500 |
39.57 |
|
0.382 |
39.40 |
|
LOW |
38.87 |
|
0.618 |
38.00 |
|
1.000 |
37.47 |
|
1.618 |
36.60 |
|
2.618 |
35.20 |
|
4.250 |
32.92 |
|
|
| Fisher Pivots for day following 07-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
39.57 |
39.20 |
| PP |
39.50 |
39.04 |
| S1 |
39.43 |
38.89 |
|