NYMEX Light Sweet Crude Oil Future June 2016
Trading Metrics calculated at close of trading on 11-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2016 |
11-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
40.89 |
40.51 |
-0.38 |
-0.9% |
39.25 |
High |
41.12 |
41.33 |
0.21 |
0.5% |
41.49 |
Low |
39.92 |
40.45 |
0.53 |
1.3% |
39.18 |
Close |
40.32 |
40.98 |
0.66 |
1.6% |
40.98 |
Range |
1.20 |
0.88 |
-0.32 |
-26.7% |
2.31 |
ATR |
1.89 |
1.83 |
-0.06 |
-3.3% |
0.00 |
Volume |
127,522 |
115,178 |
-12,344 |
-9.7% |
574,232 |
|
Daily Pivots for day following 11-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
43.56 |
43.15 |
41.46 |
|
R3 |
42.68 |
42.27 |
41.22 |
|
R2 |
41.80 |
41.80 |
41.14 |
|
R1 |
41.39 |
41.39 |
41.06 |
41.60 |
PP |
40.92 |
40.92 |
40.92 |
41.02 |
S1 |
40.51 |
40.51 |
40.90 |
40.72 |
S2 |
40.04 |
40.04 |
40.82 |
|
S3 |
39.16 |
39.63 |
40.74 |
|
S4 |
38.28 |
38.75 |
40.50 |
|
|
Weekly Pivots for week ending 11-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
47.48 |
46.54 |
42.25 |
|
R3 |
45.17 |
44.23 |
41.62 |
|
R2 |
42.86 |
42.86 |
41.40 |
|
R1 |
41.92 |
41.92 |
41.19 |
42.39 |
PP |
40.55 |
40.55 |
40.55 |
40.79 |
S1 |
39.61 |
39.61 |
40.77 |
40.08 |
S2 |
38.24 |
38.24 |
40.56 |
|
S3 |
35.93 |
37.30 |
40.34 |
|
S4 |
33.62 |
34.99 |
39.71 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
41.49 |
39.18 |
2.31 |
5.6% |
1.67 |
4.1% |
78% |
False |
False |
114,846 |
10 |
41.49 |
35.52 |
5.97 |
14.6% |
1.55 |
3.8% |
91% |
False |
False |
108,942 |
20 |
41.49 |
33.14 |
8.35 |
20.4% |
1.85 |
4.5% |
94% |
False |
False |
102,419 |
40 |
41.49 |
30.79 |
10.70 |
26.1% |
2.00 |
4.9% |
95% |
False |
False |
96,183 |
60 |
42.30 |
30.79 |
11.51 |
28.1% |
1.83 |
4.5% |
89% |
False |
False |
76,015 |
80 |
48.02 |
30.79 |
17.23 |
42.0% |
1.74 |
4.3% |
59% |
False |
False |
66,031 |
100 |
52.04 |
30.79 |
21.25 |
51.9% |
1.67 |
4.1% |
48% |
False |
False |
58,186 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
45.07 |
2.618 |
43.63 |
1.618 |
42.75 |
1.000 |
42.21 |
0.618 |
41.87 |
HIGH |
41.33 |
0.618 |
40.99 |
0.500 |
40.89 |
0.382 |
40.79 |
LOW |
40.45 |
0.618 |
39.91 |
1.000 |
39.57 |
1.618 |
39.03 |
2.618 |
38.15 |
4.250 |
36.71 |
|
|
Fisher Pivots for day following 11-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
40.95 |
40.76 |
PP |
40.92 |
40.54 |
S1 |
40.89 |
40.32 |
|