NYMEX Light Sweet Crude Oil Future July 2016
| Trading Metrics calculated at close of trading on 18-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2016 |
18-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
43.32 |
41.03 |
-2.29 |
-5.3% |
41.77 |
| High |
43.65 |
42.51 |
-1.14 |
-2.6% |
44.50 |
| Low |
41.95 |
39.80 |
-2.15 |
-5.1% |
41.43 |
| Close |
42.54 |
42.06 |
-0.48 |
-1.1% |
42.54 |
| Range |
1.70 |
2.71 |
1.01 |
59.4% |
3.07 |
| ATR |
1.58 |
1.67 |
0.08 |
5.2% |
0.00 |
| Volume |
126,963 |
82,185 |
-44,778 |
-35.3% |
584,395 |
|
| Daily Pivots for day following 18-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
49.59 |
48.53 |
43.55 |
|
| R3 |
46.88 |
45.82 |
42.81 |
|
| R2 |
44.17 |
44.17 |
42.56 |
|
| R1 |
43.11 |
43.11 |
42.31 |
43.64 |
| PP |
41.46 |
41.46 |
41.46 |
41.72 |
| S1 |
40.40 |
40.40 |
41.81 |
40.93 |
| S2 |
38.75 |
38.75 |
41.56 |
|
| S3 |
36.04 |
37.69 |
41.31 |
|
| S4 |
33.33 |
34.98 |
40.57 |
|
|
| Weekly Pivots for week ending 15-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
52.03 |
50.36 |
44.23 |
|
| R3 |
48.96 |
47.29 |
43.38 |
|
| R2 |
45.89 |
45.89 |
43.10 |
|
| R1 |
44.22 |
44.22 |
42.82 |
45.06 |
| PP |
42.82 |
42.82 |
42.82 |
43.24 |
| S1 |
41.15 |
41.15 |
42.26 |
41.99 |
| S2 |
39.75 |
39.75 |
41.98 |
|
| S3 |
36.68 |
38.08 |
41.70 |
|
| S4 |
33.61 |
35.01 |
40.85 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
44.50 |
39.80 |
4.70 |
11.2% |
1.75 |
4.2% |
48% |
False |
True |
108,971 |
| 10 |
44.50 |
37.50 |
7.00 |
16.6% |
1.67 |
4.0% |
65% |
False |
False |
104,577 |
| 20 |
44.50 |
37.50 |
7.00 |
16.6% |
1.54 |
3.7% |
65% |
False |
False |
75,826 |
| 40 |
44.50 |
34.74 |
9.76 |
23.2% |
1.56 |
3.7% |
75% |
False |
False |
57,196 |
| 60 |
44.50 |
33.14 |
11.36 |
27.0% |
1.76 |
4.2% |
79% |
False |
False |
49,445 |
| 80 |
44.50 |
31.61 |
12.89 |
30.6% |
1.70 |
4.0% |
81% |
False |
False |
40,311 |
| 100 |
48.35 |
31.61 |
16.74 |
39.8% |
1.62 |
3.9% |
62% |
False |
False |
34,185 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
54.03 |
|
2.618 |
49.60 |
|
1.618 |
46.89 |
|
1.000 |
45.22 |
|
0.618 |
44.18 |
|
HIGH |
42.51 |
|
0.618 |
41.47 |
|
0.500 |
41.16 |
|
0.382 |
40.84 |
|
LOW |
39.80 |
|
0.618 |
38.13 |
|
1.000 |
37.09 |
|
1.618 |
35.42 |
|
2.618 |
32.71 |
|
4.250 |
28.28 |
|
|
| Fisher Pivots for day following 18-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
41.76 |
42.03 |
| PP |
41.46 |
41.99 |
| S1 |
41.16 |
41.96 |
|