NYMEX Light Sweet Crude Oil Future July 2016
| Trading Metrics calculated at close of trading on 13-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2016 |
13-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
42.70 |
43.87 |
1.17 |
2.7% |
38.98 |
| High |
44.43 |
44.50 |
0.07 |
0.2% |
41.89 |
| Low |
42.38 |
43.46 |
1.08 |
2.5% |
37.50 |
| Close |
44.35 |
43.84 |
-0.51 |
-1.1% |
41.86 |
| Range |
2.05 |
1.04 |
-1.01 |
-49.3% |
4.39 |
| ATR |
1.64 |
1.60 |
-0.04 |
-2.6% |
0.00 |
| Volume |
137,496 |
122,936 |
-14,560 |
-10.6% |
448,671 |
|
| Daily Pivots for day following 13-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
47.05 |
46.49 |
44.41 |
|
| R3 |
46.01 |
45.45 |
44.13 |
|
| R2 |
44.97 |
44.97 |
44.03 |
|
| R1 |
44.41 |
44.41 |
43.94 |
44.17 |
| PP |
43.93 |
43.93 |
43.93 |
43.82 |
| S1 |
43.37 |
43.37 |
43.74 |
43.13 |
| S2 |
42.89 |
42.89 |
43.65 |
|
| S3 |
41.85 |
42.33 |
43.55 |
|
| S4 |
40.81 |
41.29 |
43.27 |
|
|
| Weekly Pivots for week ending 08-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
53.59 |
52.11 |
44.27 |
|
| R3 |
49.20 |
47.72 |
43.07 |
|
| R2 |
44.81 |
44.81 |
42.66 |
|
| R1 |
43.33 |
43.33 |
42.26 |
44.07 |
| PP |
40.42 |
40.42 |
40.42 |
40.79 |
| S1 |
38.94 |
38.94 |
41.46 |
39.68 |
| S2 |
36.03 |
36.03 |
41.06 |
|
| S3 |
31.64 |
34.55 |
40.65 |
|
| S4 |
27.25 |
30.16 |
39.45 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
44.50 |
38.87 |
5.63 |
12.8% |
1.67 |
3.8% |
88% |
True |
False |
122,031 |
| 10 |
44.50 |
37.50 |
7.00 |
16.0% |
1.59 |
3.6% |
91% |
True |
False |
93,477 |
| 20 |
44.50 |
37.50 |
7.00 |
16.0% |
1.48 |
3.4% |
91% |
True |
False |
68,721 |
| 40 |
44.50 |
34.74 |
9.76 |
22.3% |
1.56 |
3.6% |
93% |
True |
False |
52,507 |
| 60 |
44.50 |
31.61 |
12.89 |
29.4% |
1.76 |
4.0% |
95% |
True |
False |
45,808 |
| 80 |
44.50 |
31.61 |
12.89 |
29.4% |
1.66 |
3.8% |
95% |
True |
False |
37,051 |
| 100 |
48.35 |
31.61 |
16.74 |
38.2% |
1.59 |
3.6% |
73% |
False |
False |
31,564 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
48.92 |
|
2.618 |
47.22 |
|
1.618 |
46.18 |
|
1.000 |
45.54 |
|
0.618 |
45.14 |
|
HIGH |
44.50 |
|
0.618 |
44.10 |
|
0.500 |
43.98 |
|
0.382 |
43.86 |
|
LOW |
43.46 |
|
0.618 |
42.82 |
|
1.000 |
42.42 |
|
1.618 |
41.78 |
|
2.618 |
40.74 |
|
4.250 |
39.04 |
|
|
| Fisher Pivots for day following 13-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
43.98 |
43.55 |
| PP |
43.93 |
43.26 |
| S1 |
43.89 |
42.97 |
|