NYMEX Light Sweet Crude Oil Future September 2016
| Trading Metrics calculated at close of trading on 15-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2016 |
15-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
44.13 |
44.16 |
0.03 |
0.1% |
43.01 |
| High |
44.93 |
44.45 |
-0.48 |
-1.1% |
45.25 |
| Low |
43.84 |
42.71 |
-1.13 |
-2.6% |
42.37 |
| Close |
44.25 |
43.38 |
-0.87 |
-2.0% |
43.38 |
| Range |
1.09 |
1.74 |
0.65 |
59.6% |
2.88 |
| ATR |
1.48 |
1.49 |
0.02 |
1.3% |
0.00 |
| Volume |
30,938 |
46,482 |
15,544 |
50.2% |
214,676 |
|
| Daily Pivots for day following 15-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
48.73 |
47.80 |
44.34 |
|
| R3 |
46.99 |
46.06 |
43.86 |
|
| R2 |
45.25 |
45.25 |
43.70 |
|
| R1 |
44.32 |
44.32 |
43.54 |
43.92 |
| PP |
43.51 |
43.51 |
43.51 |
43.31 |
| S1 |
42.58 |
42.58 |
43.22 |
42.18 |
| S2 |
41.77 |
41.77 |
43.06 |
|
| S3 |
40.03 |
40.84 |
42.90 |
|
| S4 |
38.29 |
39.10 |
42.42 |
|
|
| Weekly Pivots for week ending 15-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
52.31 |
50.72 |
44.96 |
|
| R3 |
49.43 |
47.84 |
44.17 |
|
| R2 |
46.55 |
46.55 |
43.91 |
|
| R1 |
44.96 |
44.96 |
43.64 |
45.76 |
| PP |
43.67 |
43.67 |
43.67 |
44.06 |
| S1 |
42.08 |
42.08 |
43.12 |
42.88 |
| S2 |
40.79 |
40.79 |
42.85 |
|
| S3 |
37.91 |
39.20 |
42.59 |
|
| S4 |
35.03 |
36.32 |
41.80 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
45.25 |
42.37 |
2.88 |
6.6% |
1.42 |
3.3% |
35% |
False |
False |
42,935 |
| 10 |
45.25 |
38.67 |
6.58 |
15.2% |
1.48 |
3.4% |
72% |
False |
False |
39,330 |
| 20 |
45.25 |
38.67 |
6.58 |
15.2% |
1.37 |
3.2% |
72% |
False |
False |
32,399 |
| 40 |
45.25 |
36.21 |
9.04 |
20.8% |
1.44 |
3.3% |
79% |
False |
False |
30,125 |
| 60 |
45.25 |
33.16 |
12.09 |
27.9% |
1.62 |
3.7% |
85% |
False |
False |
28,203 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
51.85 |
|
2.618 |
49.01 |
|
1.618 |
47.27 |
|
1.000 |
46.19 |
|
0.618 |
45.53 |
|
HIGH |
44.45 |
|
0.618 |
43.79 |
|
0.500 |
43.58 |
|
0.382 |
43.37 |
|
LOW |
42.71 |
|
0.618 |
41.63 |
|
1.000 |
40.97 |
|
1.618 |
39.89 |
|
2.618 |
38.15 |
|
4.250 |
35.32 |
|
|
| Fisher Pivots for day following 15-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
43.58 |
43.98 |
| PP |
43.51 |
43.78 |
| S1 |
43.45 |
43.58 |
|