NYMEX Light Sweet Crude Oil Future July 2016
| Trading Metrics calculated at close of trading on 21-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2016 |
21-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
43.10 |
44.78 |
1.68 |
3.9% |
41.77 |
| High |
45.09 |
45.34 |
0.25 |
0.6% |
44.50 |
| Low |
42.17 |
43.89 |
1.72 |
4.1% |
41.43 |
| Close |
45.02 |
43.98 |
-1.04 |
-2.3% |
42.54 |
| Range |
2.92 |
1.45 |
-1.47 |
-50.3% |
3.07 |
| ATR |
1.78 |
1.75 |
-0.02 |
-1.3% |
0.00 |
| Volume |
136,113 |
130,962 |
-5,151 |
-3.8% |
584,395 |
|
| Daily Pivots for day following 21-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
48.75 |
47.82 |
44.78 |
|
| R3 |
47.30 |
46.37 |
44.38 |
|
| R2 |
45.85 |
45.85 |
44.25 |
|
| R1 |
44.92 |
44.92 |
44.11 |
44.66 |
| PP |
44.40 |
44.40 |
44.40 |
44.28 |
| S1 |
43.47 |
43.47 |
43.85 |
43.21 |
| S2 |
42.95 |
42.95 |
43.71 |
|
| S3 |
41.50 |
42.02 |
43.58 |
|
| S4 |
40.05 |
40.57 |
43.18 |
|
|
| 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 |
45.34 |
39.80 |
5.54 |
12.6% |
2.15 |
4.9% |
75% |
True |
False |
119,462 |
| 10 |
45.34 |
39.50 |
5.84 |
13.3% |
1.89 |
4.3% |
77% |
True |
False |
119,015 |
| 20 |
45.34 |
37.50 |
7.84 |
17.8% |
1.67 |
3.8% |
83% |
True |
False |
88,100 |
| 40 |
45.34 |
35.44 |
9.90 |
22.5% |
1.58 |
3.6% |
86% |
True |
False |
64,316 |
| 60 |
45.34 |
33.14 |
12.20 |
27.7% |
1.73 |
3.9% |
89% |
True |
False |
54,734 |
| 80 |
45.34 |
31.61 |
13.73 |
31.2% |
1.74 |
4.0% |
90% |
True |
False |
44,939 |
| 100 |
48.29 |
31.61 |
16.68 |
37.9% |
1.64 |
3.7% |
74% |
False |
False |
37,834 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
51.50 |
|
2.618 |
49.14 |
|
1.618 |
47.69 |
|
1.000 |
46.79 |
|
0.618 |
46.24 |
|
HIGH |
45.34 |
|
0.618 |
44.79 |
|
0.500 |
44.62 |
|
0.382 |
44.44 |
|
LOW |
43.89 |
|
0.618 |
42.99 |
|
1.000 |
42.44 |
|
1.618 |
41.54 |
|
2.618 |
40.09 |
|
4.250 |
37.73 |
|
|
| Fisher Pivots for day following 21-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
44.62 |
43.84 |
| PP |
44.40 |
43.69 |
| S1 |
44.19 |
43.55 |
|