NYMEX Light Sweet Crude Oil Future June 2016
Trading Metrics calculated at close of trading on 09-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2016 |
09-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
40.99 |
39.43 |
-1.56 |
-3.8% |
35.85 |
High |
41.49 |
41.30 |
-0.19 |
-0.5% |
39.33 |
Low |
39.18 |
39.30 |
0.12 |
0.3% |
35.52 |
Close |
39.58 |
41.09 |
1.51 |
3.8% |
38.98 |
Range |
2.31 |
2.00 |
-0.31 |
-13.4% |
3.81 |
ATR |
1.94 |
1.94 |
0.00 |
0.2% |
0.00 |
Volume |
101,729 |
125,755 |
24,026 |
23.6% |
515,196 |
|
Daily Pivots for day following 09-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
46.56 |
45.83 |
42.19 |
|
R3 |
44.56 |
43.83 |
41.64 |
|
R2 |
42.56 |
42.56 |
41.46 |
|
R1 |
41.83 |
41.83 |
41.27 |
42.20 |
PP |
40.56 |
40.56 |
40.56 |
40.75 |
S1 |
39.83 |
39.83 |
40.91 |
40.20 |
S2 |
38.56 |
38.56 |
40.72 |
|
S3 |
36.56 |
37.83 |
40.54 |
|
S4 |
34.56 |
35.83 |
39.99 |
|
|
Weekly Pivots for week ending 04-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
49.37 |
47.99 |
41.08 |
|
R3 |
45.56 |
44.18 |
40.03 |
|
R2 |
41.75 |
41.75 |
39.68 |
|
R1 |
40.37 |
40.37 |
39.33 |
41.06 |
PP |
37.94 |
37.94 |
37.94 |
38.29 |
S1 |
36.56 |
36.56 |
38.63 |
37.25 |
S2 |
34.13 |
34.13 |
38.28 |
|
S3 |
30.32 |
32.75 |
37.93 |
|
S4 |
26.51 |
28.94 |
36.88 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
41.49 |
36.88 |
4.61 |
11.2% |
1.85 |
4.5% |
91% |
False |
False |
109,096 |
10 |
41.49 |
34.42 |
7.07 |
17.2% |
1.75 |
4.3% |
94% |
False |
False |
106,524 |
20 |
41.49 |
32.10 |
9.39 |
22.9% |
1.90 |
4.6% |
96% |
False |
False |
102,782 |
40 |
41.49 |
30.79 |
10.70 |
26.0% |
2.05 |
5.0% |
96% |
False |
False |
93,260 |
60 |
42.30 |
30.79 |
11.51 |
28.0% |
1.85 |
4.5% |
89% |
False |
False |
73,754 |
80 |
48.02 |
30.79 |
17.23 |
41.9% |
1.76 |
4.3% |
60% |
False |
False |
63,840 |
100 |
52.04 |
30.79 |
21.25 |
51.7% |
1.68 |
4.1% |
48% |
False |
False |
56,214 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
49.80 |
2.618 |
46.54 |
1.618 |
44.54 |
1.000 |
43.30 |
0.618 |
42.54 |
HIGH |
41.30 |
0.618 |
40.54 |
0.500 |
40.30 |
0.382 |
40.06 |
LOW |
39.30 |
0.618 |
38.06 |
1.000 |
37.30 |
1.618 |
36.06 |
2.618 |
34.06 |
4.250 |
30.80 |
|
|
Fisher Pivots for day following 09-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
40.83 |
40.84 |
PP |
40.56 |
40.59 |
S1 |
40.30 |
40.34 |
|