NYMEX Light Sweet Crude Oil Future May 2016
| Trading Metrics calculated at close of trading on 04-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2016 |
04-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
38.14 |
36.61 |
-1.53 |
-4.0% |
39.55 |
| High |
38.56 |
37.21 |
-1.35 |
-3.5% |
40.14 |
| Low |
36.63 |
35.46 |
-1.17 |
-3.2% |
36.63 |
| Close |
36.79 |
35.70 |
-1.09 |
-3.0% |
36.79 |
| Range |
1.93 |
1.75 |
-0.18 |
-9.3% |
3.51 |
| ATR |
1.69 |
1.69 |
0.00 |
0.3% |
0.00 |
| Volume |
547,190 |
549,477 |
2,287 |
0.4% |
2,409,618 |
|
| Daily Pivots for day following 04-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
41.37 |
40.29 |
36.66 |
|
| R3 |
39.62 |
38.54 |
36.18 |
|
| R2 |
37.87 |
37.87 |
36.02 |
|
| R1 |
36.79 |
36.79 |
35.86 |
36.46 |
| PP |
36.12 |
36.12 |
36.12 |
35.96 |
| S1 |
35.04 |
35.04 |
35.54 |
34.71 |
| S2 |
34.37 |
34.37 |
35.38 |
|
| S3 |
32.62 |
33.29 |
35.22 |
|
| S4 |
30.87 |
31.54 |
34.74 |
|
|
| Weekly Pivots for week ending 01-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
48.38 |
46.10 |
38.72 |
|
| R3 |
44.87 |
42.59 |
37.76 |
|
| R2 |
41.36 |
41.36 |
37.43 |
|
| R1 |
39.08 |
39.08 |
37.11 |
38.47 |
| PP |
37.85 |
37.85 |
37.85 |
37.55 |
| S1 |
35.57 |
35.57 |
36.47 |
34.96 |
| S2 |
34.34 |
34.34 |
36.15 |
|
| S3 |
30.83 |
32.06 |
35.82 |
|
| S4 |
27.32 |
28.55 |
34.86 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
39.85 |
35.46 |
4.39 |
12.3% |
1.69 |
4.7% |
5% |
False |
True |
531,864 |
| 10 |
41.90 |
35.46 |
6.44 |
18.0% |
1.53 |
4.3% |
4% |
False |
True |
488,929 |
| 20 |
42.49 |
35.46 |
7.03 |
19.7% |
1.61 |
4.5% |
3% |
False |
True |
416,826 |
| 40 |
42.49 |
30.67 |
11.82 |
33.1% |
1.77 |
5.0% |
43% |
False |
False |
284,990 |
| 60 |
42.49 |
29.85 |
12.64 |
35.4% |
1.92 |
5.4% |
46% |
False |
False |
214,597 |
| 80 |
42.98 |
29.85 |
13.13 |
36.8% |
1.78 |
5.0% |
45% |
False |
False |
166,669 |
| 100 |
49.02 |
29.85 |
19.17 |
53.7% |
1.70 |
4.8% |
31% |
False |
False |
136,690 |
| 120 |
52.36 |
29.85 |
22.51 |
63.1% |
1.63 |
4.6% |
26% |
False |
False |
115,457 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
44.65 |
|
2.618 |
41.79 |
|
1.618 |
40.04 |
|
1.000 |
38.96 |
|
0.618 |
38.29 |
|
HIGH |
37.21 |
|
0.618 |
36.54 |
|
0.500 |
36.34 |
|
0.382 |
36.13 |
|
LOW |
35.46 |
|
0.618 |
34.38 |
|
1.000 |
33.71 |
|
1.618 |
32.63 |
|
2.618 |
30.88 |
|
4.250 |
28.02 |
|
|
| Fisher Pivots for day following 04-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
36.34 |
37.25 |
| PP |
36.12 |
36.73 |
| S1 |
35.91 |
36.22 |
|