NYMEX Light Sweet Crude Oil Future May 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 |
37.76 |
37.52 |
-0.24 |
-0.6% |
36.61 |
| High |
38.30 |
39.84 |
1.54 |
4.0% |
39.84 |
| Low |
36.69 |
37.45 |
0.76 |
2.1% |
35.24 |
| Close |
37.26 |
39.72 |
2.46 |
6.6% |
39.72 |
| Range |
1.61 |
2.39 |
0.78 |
48.4% |
4.60 |
| ATR |
1.69 |
1.75 |
0.06 |
3.8% |
0.00 |
| Volume |
626,749 |
817,230 |
190,481 |
30.4% |
3,230,047 |
|
| Daily Pivots for day following 08-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
46.17 |
45.34 |
41.03 |
|
| R3 |
43.78 |
42.95 |
40.38 |
|
| R2 |
41.39 |
41.39 |
40.16 |
|
| R1 |
40.56 |
40.56 |
39.94 |
40.98 |
| PP |
39.00 |
39.00 |
39.00 |
39.21 |
| S1 |
38.17 |
38.17 |
39.50 |
38.59 |
| S2 |
36.61 |
36.61 |
39.28 |
|
| S3 |
34.22 |
35.78 |
39.06 |
|
| S4 |
31.83 |
33.39 |
38.41 |
|
|
| Weekly Pivots for week ending 08-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
52.07 |
50.49 |
42.25 |
|
| R3 |
47.47 |
45.89 |
40.99 |
|
| R2 |
42.87 |
42.87 |
40.56 |
|
| R1 |
41.29 |
41.29 |
40.14 |
42.08 |
| PP |
38.27 |
38.27 |
38.27 |
38.66 |
| S1 |
36.69 |
36.69 |
39.30 |
37.48 |
| S2 |
33.67 |
33.67 |
38.88 |
|
| S3 |
29.07 |
32.09 |
38.46 |
|
| S4 |
24.47 |
27.49 |
37.19 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
39.84 |
35.24 |
4.60 |
11.6% |
1.71 |
4.3% |
97% |
True |
False |
646,009 |
| 10 |
40.14 |
35.24 |
4.90 |
12.3% |
1.65 |
4.2% |
91% |
False |
False |
563,966 |
| 20 |
42.49 |
35.24 |
7.25 |
18.3% |
1.56 |
3.9% |
62% |
False |
False |
489,448 |
| 40 |
42.49 |
30.67 |
11.82 |
29.8% |
1.74 |
4.4% |
77% |
False |
False |
337,086 |
| 60 |
42.49 |
29.85 |
12.64 |
31.8% |
1.90 |
4.8% |
78% |
False |
False |
256,788 |
| 80 |
42.49 |
29.85 |
12.64 |
31.8% |
1.80 |
4.5% |
78% |
False |
False |
198,671 |
| 100 |
47.45 |
29.85 |
17.60 |
44.3% |
1.72 |
4.3% |
56% |
False |
False |
162,961 |
| 120 |
51.63 |
29.85 |
21.78 |
54.8% |
1.64 |
4.1% |
45% |
False |
False |
137,497 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
50.00 |
|
2.618 |
46.10 |
|
1.618 |
43.71 |
|
1.000 |
42.23 |
|
0.618 |
41.32 |
|
HIGH |
39.84 |
|
0.618 |
38.93 |
|
0.500 |
38.65 |
|
0.382 |
38.36 |
|
LOW |
37.45 |
|
0.618 |
35.97 |
|
1.000 |
35.06 |
|
1.618 |
33.58 |
|
2.618 |
31.19 |
|
4.250 |
27.29 |
|
|
| Fisher Pivots for day following 08-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
39.36 |
39.19 |
| PP |
39.00 |
38.66 |
| S1 |
38.65 |
38.14 |
|