NYMEX Light Sweet Crude Oil Future May 2016
| Trading Metrics calculated at close of trading on 20-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2016 |
20-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
40.04 |
40.80 |
0.76 |
1.9% |
39.72 |
| High |
41.53 |
42.91 |
1.38 |
3.3% |
42.42 |
| Low |
39.58 |
39.85 |
0.27 |
0.7% |
39.25 |
| Close |
41.08 |
42.63 |
1.55 |
3.8% |
40.36 |
| Range |
1.95 |
3.06 |
1.11 |
56.9% |
3.17 |
| ATR |
1.78 |
1.88 |
0.09 |
5.1% |
0.00 |
| Volume |
101,734 |
25,807 |
-75,927 |
-74.6% |
3,215,385 |
|
| Daily Pivots for day following 20-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
50.98 |
49.86 |
44.31 |
|
| R3 |
47.92 |
46.80 |
43.47 |
|
| R2 |
44.86 |
44.86 |
43.19 |
|
| R1 |
43.74 |
43.74 |
42.91 |
44.30 |
| PP |
41.80 |
41.80 |
41.80 |
42.08 |
| S1 |
40.68 |
40.68 |
42.35 |
41.24 |
| S2 |
38.74 |
38.74 |
42.07 |
|
| S3 |
35.68 |
37.62 |
41.79 |
|
| S4 |
32.62 |
34.56 |
40.95 |
|
|
| Weekly Pivots for week ending 15-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
50.19 |
48.44 |
42.10 |
|
| R3 |
47.02 |
45.27 |
41.23 |
|
| R2 |
43.85 |
43.85 |
40.94 |
|
| R1 |
42.10 |
42.10 |
40.65 |
42.98 |
| PP |
40.68 |
40.68 |
40.68 |
41.11 |
| S1 |
38.93 |
38.93 |
40.07 |
39.81 |
| S2 |
37.51 |
37.51 |
39.78 |
|
| S3 |
34.34 |
35.76 |
39.49 |
|
| S4 |
31.17 |
32.59 |
38.62 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
42.91 |
37.61 |
5.30 |
12.4% |
2.14 |
5.0% |
95% |
True |
False |
295,752 |
| 10 |
42.91 |
36.69 |
6.22 |
14.6% |
1.96 |
4.6% |
95% |
True |
False |
512,936 |
| 20 |
42.91 |
35.24 |
7.67 |
18.0% |
1.76 |
4.1% |
96% |
True |
False |
515,611 |
| 40 |
42.91 |
32.42 |
10.49 |
24.6% |
1.70 |
4.0% |
97% |
True |
False |
399,797 |
| 60 |
42.91 |
30.67 |
12.24 |
28.7% |
1.88 |
4.4% |
98% |
True |
False |
308,831 |
| 80 |
42.91 |
29.85 |
13.06 |
30.6% |
1.87 |
4.4% |
98% |
True |
False |
242,483 |
| 100 |
47.36 |
29.85 |
17.51 |
41.1% |
1.77 |
4.1% |
73% |
False |
False |
198,552 |
| 120 |
51.63 |
29.85 |
21.78 |
51.1% |
1.71 |
4.0% |
59% |
False |
False |
167,703 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
55.92 |
|
2.618 |
50.92 |
|
1.618 |
47.86 |
|
1.000 |
45.97 |
|
0.618 |
44.80 |
|
HIGH |
42.91 |
|
0.618 |
41.74 |
|
0.500 |
41.38 |
|
0.382 |
41.02 |
|
LOW |
39.85 |
|
0.618 |
37.96 |
|
1.000 |
36.79 |
|
1.618 |
34.90 |
|
2.618 |
31.84 |
|
4.250 |
26.85 |
|
|
| Fisher Pivots for day following 20-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
42.21 |
41.84 |
| PP |
41.80 |
41.05 |
| S1 |
41.38 |
40.26 |
|