NYMEX Light Sweet Crude Oil Future September 2016
| Trading Metrics calculated at close of trading on 25-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2016 |
25-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
45.00 |
45.26 |
0.26 |
0.6% |
41.60 |
| High |
46.00 |
45.67 |
-0.33 |
-0.7% |
46.04 |
| Low |
44.79 |
44.53 |
-0.26 |
-0.6% |
40.58 |
| Close |
45.37 |
44.59 |
-0.78 |
-1.7% |
45.37 |
| Range |
1.21 |
1.14 |
-0.07 |
-5.8% |
5.46 |
| ATR |
1.64 |
1.60 |
-0.04 |
-2.2% |
0.00 |
| Volume |
26,416 |
39,187 |
12,771 |
48.3% |
185,430 |
|
| Daily Pivots for day following 25-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
48.35 |
47.61 |
45.22 |
|
| R3 |
47.21 |
46.47 |
44.90 |
|
| R2 |
46.07 |
46.07 |
44.80 |
|
| R1 |
45.33 |
45.33 |
44.69 |
45.13 |
| PP |
44.93 |
44.93 |
44.93 |
44.83 |
| S1 |
44.19 |
44.19 |
44.49 |
43.99 |
| S2 |
43.79 |
43.79 |
44.38 |
|
| S3 |
42.65 |
43.05 |
44.28 |
|
| S4 |
41.51 |
41.91 |
43.96 |
|
|
| Weekly Pivots for week ending 22-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
60.38 |
58.33 |
48.37 |
|
| R3 |
54.92 |
52.87 |
46.87 |
|
| R2 |
49.46 |
49.46 |
46.37 |
|
| R1 |
47.41 |
47.41 |
45.87 |
48.44 |
| PP |
44.00 |
44.00 |
44.00 |
44.51 |
| S1 |
41.95 |
41.95 |
44.87 |
42.98 |
| S2 |
38.54 |
38.54 |
44.37 |
|
| S3 |
33.08 |
36.49 |
43.87 |
|
| S4 |
27.62 |
31.03 |
42.37 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
46.04 |
42.65 |
3.39 |
7.6% |
1.69 |
3.8% |
57% |
False |
False |
37,124 |
| 10 |
46.04 |
40.58 |
5.46 |
12.2% |
1.69 |
3.8% |
73% |
False |
False |
39,911 |
| 20 |
46.04 |
38.67 |
7.37 |
16.5% |
1.59 |
3.6% |
80% |
False |
False |
35,674 |
| 40 |
46.04 |
37.78 |
8.26 |
18.5% |
1.46 |
3.3% |
82% |
False |
False |
32,554 |
| 60 |
46.04 |
34.69 |
11.35 |
25.5% |
1.56 |
3.5% |
87% |
False |
False |
30,247 |
| 80 |
46.04 |
32.85 |
13.19 |
29.6% |
1.62 |
3.6% |
89% |
False |
False |
25,878 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
50.52 |
|
2.618 |
48.65 |
|
1.618 |
47.51 |
|
1.000 |
46.81 |
|
0.618 |
46.37 |
|
HIGH |
45.67 |
|
0.618 |
45.23 |
|
0.500 |
45.10 |
|
0.382 |
44.97 |
|
LOW |
44.53 |
|
0.618 |
43.83 |
|
1.000 |
43.39 |
|
1.618 |
42.69 |
|
2.618 |
41.55 |
|
4.250 |
39.69 |
|
|
| Fisher Pivots for day following 25-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
45.10 |
45.29 |
| PP |
44.93 |
45.05 |
| S1 |
44.76 |
44.82 |
|