NYMEX Light Sweet Crude Oil Future June 2016
Trading Metrics calculated at close of trading on 15-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2016 |
15-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
40.80 |
40.02 |
-0.78 |
-1.9% |
39.25 |
High |
41.13 |
40.03 |
-1.10 |
-2.7% |
41.49 |
Low |
39.43 |
38.67 |
-0.76 |
-1.9% |
39.18 |
Close |
39.80 |
39.04 |
-0.76 |
-1.9% |
40.98 |
Range |
1.70 |
1.36 |
-0.34 |
-20.0% |
2.31 |
ATR |
1.82 |
1.78 |
-0.03 |
-1.8% |
0.00 |
Volume |
82,281 |
88,702 |
6,421 |
7.8% |
574,232 |
|
Daily Pivots for day following 15-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
43.33 |
42.54 |
39.79 |
|
R3 |
41.97 |
41.18 |
39.41 |
|
R2 |
40.61 |
40.61 |
39.29 |
|
R1 |
39.82 |
39.82 |
39.16 |
39.54 |
PP |
39.25 |
39.25 |
39.25 |
39.10 |
S1 |
38.46 |
38.46 |
38.92 |
38.18 |
S2 |
37.89 |
37.89 |
38.79 |
|
S3 |
36.53 |
37.10 |
38.67 |
|
S4 |
35.17 |
35.74 |
38.29 |
|
|
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 |
41.33 |
38.67 |
2.66 |
6.8% |
1.43 |
3.7% |
14% |
False |
True |
107,887 |
10 |
41.49 |
36.47 |
5.02 |
12.9% |
1.58 |
4.0% |
51% |
False |
False |
105,804 |
20 |
41.49 |
33.76 |
7.73 |
19.8% |
1.72 |
4.4% |
68% |
False |
False |
100,394 |
40 |
41.49 |
30.79 |
10.70 |
27.4% |
1.99 |
5.1% |
77% |
False |
False |
97,244 |
60 |
42.07 |
30.79 |
11.28 |
28.9% |
1.83 |
4.7% |
73% |
False |
False |
77,329 |
80 |
48.02 |
30.79 |
17.23 |
44.1% |
1.74 |
4.5% |
48% |
False |
False |
67,334 |
100 |
52.04 |
30.79 |
21.25 |
54.4% |
1.68 |
4.3% |
39% |
False |
False |
59,364 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
45.81 |
2.618 |
43.59 |
1.618 |
42.23 |
1.000 |
41.39 |
0.618 |
40.87 |
HIGH |
40.03 |
0.618 |
39.51 |
0.500 |
39.35 |
0.382 |
39.19 |
LOW |
38.67 |
0.618 |
37.83 |
1.000 |
37.31 |
1.618 |
36.47 |
2.618 |
35.11 |
4.250 |
32.89 |
|
|
Fisher Pivots for day following 15-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
39.35 |
40.00 |
PP |
39.25 |
39.68 |
S1 |
39.14 |
39.36 |
|