NYMEX Light Sweet Crude Oil Future June 2016
Trading Metrics calculated at close of trading on 14-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2016 |
14-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
40.51 |
40.80 |
0.29 |
0.7% |
39.25 |
High |
41.33 |
41.13 |
-0.20 |
-0.5% |
41.49 |
Low |
40.45 |
39.43 |
-1.02 |
-2.5% |
39.18 |
Close |
40.98 |
39.80 |
-1.18 |
-2.9% |
40.98 |
Range |
0.88 |
1.70 |
0.82 |
93.2% |
2.31 |
ATR |
1.83 |
1.82 |
-0.01 |
-0.5% |
0.00 |
Volume |
115,178 |
82,281 |
-32,897 |
-28.6% |
574,232 |
|
Daily Pivots for day following 14-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
45.22 |
44.21 |
40.74 |
|
R3 |
43.52 |
42.51 |
40.27 |
|
R2 |
41.82 |
41.82 |
40.11 |
|
R1 |
40.81 |
40.81 |
39.96 |
40.47 |
PP |
40.12 |
40.12 |
40.12 |
39.95 |
S1 |
39.11 |
39.11 |
39.64 |
38.77 |
S2 |
38.42 |
38.42 |
39.49 |
|
S3 |
36.72 |
37.41 |
39.33 |
|
S4 |
35.02 |
35.71 |
38.87 |
|
|
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 |
5.8% |
1.62 |
4.1% |
27% |
False |
False |
110,493 |
10 |
41.49 |
36.43 |
5.06 |
12.7% |
1.57 |
3.9% |
67% |
False |
False |
107,996 |
20 |
41.49 |
33.69 |
7.80 |
19.6% |
1.82 |
4.6% |
78% |
False |
False |
101,286 |
40 |
41.49 |
30.79 |
10.70 |
26.9% |
2.01 |
5.1% |
84% |
False |
False |
96,274 |
60 |
42.07 |
30.79 |
11.28 |
28.3% |
1.83 |
4.6% |
80% |
False |
False |
76,665 |
80 |
48.02 |
30.79 |
17.23 |
43.3% |
1.74 |
4.4% |
52% |
False |
False |
66,565 |
100 |
52.04 |
30.79 |
21.25 |
53.4% |
1.68 |
4.2% |
42% |
False |
False |
58,730 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
48.36 |
2.618 |
45.58 |
1.618 |
43.88 |
1.000 |
42.83 |
0.618 |
42.18 |
HIGH |
41.13 |
0.618 |
40.48 |
0.500 |
40.28 |
0.382 |
40.08 |
LOW |
39.43 |
0.618 |
38.38 |
1.000 |
37.73 |
1.618 |
36.68 |
2.618 |
34.98 |
4.250 |
32.21 |
|
|
Fisher Pivots for day following 14-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
40.28 |
40.38 |
PP |
40.12 |
40.19 |
S1 |
39.96 |
39.99 |
|