NYMEX Light Sweet Crude Oil Future June 2016
Trading Metrics calculated at close of trading on 17-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2016 |
17-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
39.43 |
40.90 |
1.47 |
3.7% |
39.25 |
High |
40.94 |
42.44 |
1.50 |
3.7% |
41.49 |
Low |
39.33 |
40.80 |
1.47 |
3.7% |
39.18 |
Close |
40.80 |
42.39 |
1.59 |
3.9% |
40.98 |
Range |
1.61 |
1.64 |
0.03 |
1.9% |
2.31 |
ATR |
1.79 |
1.78 |
-0.01 |
-0.6% |
0.00 |
Volume |
122,102 |
134,451 |
12,349 |
10.1% |
574,232 |
|
Daily Pivots for day following 17-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
46.80 |
46.23 |
43.29 |
|
R3 |
45.16 |
44.59 |
42.84 |
|
R2 |
43.52 |
43.52 |
42.69 |
|
R1 |
42.95 |
42.95 |
42.54 |
43.24 |
PP |
41.88 |
41.88 |
41.88 |
42.02 |
S1 |
41.31 |
41.31 |
42.24 |
41.60 |
S2 |
40.24 |
40.24 |
42.09 |
|
S3 |
38.60 |
39.67 |
41.94 |
|
S4 |
36.96 |
38.03 |
41.49 |
|
|
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 |
42.44 |
38.67 |
3.77 |
8.9% |
1.44 |
3.4% |
99% |
True |
False |
108,542 |
10 |
42.44 |
37.40 |
5.04 |
11.9% |
1.66 |
3.9% |
99% |
True |
False |
109,574 |
20 |
42.44 |
33.76 |
8.68 |
20.5% |
1.67 |
3.9% |
99% |
True |
False |
104,630 |
40 |
42.44 |
31.26 |
11.18 |
26.4% |
1.98 |
4.7% |
100% |
True |
False |
99,787 |
60 |
42.44 |
30.79 |
11.65 |
27.5% |
1.84 |
4.4% |
100% |
True |
False |
80,758 |
80 |
48.02 |
30.79 |
17.23 |
40.6% |
1.76 |
4.1% |
67% |
False |
False |
69,858 |
100 |
52.04 |
30.79 |
21.25 |
50.1% |
1.69 |
4.0% |
55% |
False |
False |
61,484 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
49.41 |
2.618 |
46.73 |
1.618 |
45.09 |
1.000 |
44.08 |
0.618 |
43.45 |
HIGH |
42.44 |
0.618 |
41.81 |
0.500 |
41.62 |
0.382 |
41.43 |
LOW |
40.80 |
0.618 |
39.79 |
1.000 |
39.16 |
1.618 |
38.15 |
2.618 |
36.51 |
4.250 |
33.83 |
|
|
Fisher Pivots for day following 17-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
42.13 |
41.78 |
PP |
41.88 |
41.17 |
S1 |
41.62 |
40.56 |
|