NYMEX Light Sweet Crude Oil Future September 2016
| Trading Metrics calculated at close of trading on 08-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2016 |
08-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
40.76 |
40.60 |
-0.16 |
-0.4% |
40.22 |
| High |
41.25 |
42.77 |
1.52 |
3.7% |
42.77 |
| Low |
39.96 |
40.43 |
0.47 |
1.2% |
38.67 |
| Close |
40.33 |
42.75 |
2.42 |
6.0% |
42.75 |
| Range |
1.29 |
2.34 |
1.05 |
81.4% |
4.10 |
| ATR |
1.46 |
1.53 |
0.07 |
4.8% |
0.00 |
| Volume |
31,526 |
49,079 |
17,553 |
55.7% |
178,632 |
|
| Daily Pivots for day following 08-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
49.00 |
48.22 |
44.04 |
|
| R3 |
46.66 |
45.88 |
43.39 |
|
| R2 |
44.32 |
44.32 |
43.18 |
|
| R1 |
43.54 |
43.54 |
42.96 |
43.93 |
| PP |
41.98 |
41.98 |
41.98 |
42.18 |
| S1 |
41.20 |
41.20 |
42.54 |
41.59 |
| S2 |
39.64 |
39.64 |
42.32 |
|
| S3 |
37.30 |
38.86 |
42.11 |
|
| S4 |
34.96 |
36.52 |
41.46 |
|
|
| Weekly Pivots for week ending 08-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
53.70 |
52.32 |
45.01 |
|
| R3 |
49.60 |
48.22 |
43.88 |
|
| R2 |
45.50 |
45.50 |
43.50 |
|
| R1 |
44.12 |
44.12 |
43.13 |
44.81 |
| PP |
41.40 |
41.40 |
41.40 |
41.74 |
| S1 |
40.02 |
40.02 |
42.37 |
40.71 |
| S2 |
37.30 |
37.30 |
42.00 |
|
| S3 |
33.20 |
35.92 |
41.62 |
|
| S4 |
29.10 |
31.82 |
40.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
42.77 |
38.67 |
4.10 |
9.6% |
1.53 |
3.6% |
100% |
True |
False |
35,726 |
| 10 |
43.02 |
38.67 |
4.35 |
10.2% |
1.47 |
3.4% |
94% |
False |
False |
28,269 |
| 20 |
44.35 |
38.67 |
5.68 |
13.3% |
1.33 |
3.1% |
72% |
False |
False |
29,646 |
| 40 |
44.35 |
34.69 |
9.66 |
22.6% |
1.51 |
3.5% |
83% |
False |
False |
27,821 |
| 60 |
44.35 |
32.85 |
11.50 |
26.9% |
1.63 |
3.8% |
86% |
False |
False |
25,753 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
52.72 |
|
2.618 |
48.90 |
|
1.618 |
46.56 |
|
1.000 |
45.11 |
|
0.618 |
44.22 |
|
HIGH |
42.77 |
|
0.618 |
41.88 |
|
0.500 |
41.60 |
|
0.382 |
41.32 |
|
LOW |
40.43 |
|
0.618 |
38.98 |
|
1.000 |
38.09 |
|
1.618 |
36.64 |
|
2.618 |
34.30 |
|
4.250 |
30.49 |
|
|
| Fisher Pivots for day following 08-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
42.37 |
42.21 |
| PP |
41.98 |
41.67 |
| S1 |
41.60 |
41.13 |
|