NYMEX Light Sweet Crude Oil Future June 2016
Trading Metrics calculated at close of trading on 18-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2016 |
18-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
40.90 |
42.33 |
1.43 |
3.5% |
40.80 |
High |
42.44 |
43.17 |
0.73 |
1.7% |
43.17 |
Low |
40.80 |
41.89 |
1.09 |
2.7% |
38.67 |
Close |
42.39 |
42.05 |
-0.34 |
-0.8% |
42.05 |
Range |
1.64 |
1.28 |
-0.36 |
-22.0% |
4.50 |
ATR |
1.78 |
1.75 |
-0.04 |
-2.0% |
0.00 |
Volume |
134,451 |
186,171 |
51,720 |
38.5% |
613,707 |
|
Daily Pivots for day following 18-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
46.21 |
45.41 |
42.75 |
|
R3 |
44.93 |
44.13 |
42.40 |
|
R2 |
43.65 |
43.65 |
42.28 |
|
R1 |
42.85 |
42.85 |
42.17 |
42.61 |
PP |
42.37 |
42.37 |
42.37 |
42.25 |
S1 |
41.57 |
41.57 |
41.93 |
41.33 |
S2 |
41.09 |
41.09 |
41.82 |
|
S3 |
39.81 |
40.29 |
41.70 |
|
S4 |
38.53 |
39.01 |
41.35 |
|
|
Weekly Pivots for week ending 18-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
54.80 |
52.92 |
44.53 |
|
R3 |
50.30 |
48.42 |
43.29 |
|
R2 |
45.80 |
45.80 |
42.88 |
|
R1 |
43.92 |
43.92 |
42.46 |
44.86 |
PP |
41.30 |
41.30 |
41.30 |
41.77 |
S1 |
39.42 |
39.42 |
41.64 |
40.36 |
S2 |
36.80 |
36.80 |
41.23 |
|
S3 |
32.30 |
34.92 |
40.81 |
|
S4 |
27.80 |
30.42 |
39.58 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
43.17 |
38.67 |
4.50 |
10.7% |
1.52 |
3.6% |
75% |
True |
False |
122,741 |
10 |
43.17 |
38.67 |
4.50 |
10.7% |
1.59 |
3.8% |
75% |
True |
False |
118,793 |
20 |
43.17 |
33.76 |
9.41 |
22.4% |
1.65 |
3.9% |
88% |
True |
False |
110,321 |
40 |
43.17 |
32.10 |
11.07 |
26.3% |
1.95 |
4.6% |
90% |
True |
False |
102,274 |
60 |
43.17 |
30.79 |
12.38 |
29.4% |
1.85 |
4.4% |
91% |
True |
False |
83,460 |
80 |
48.02 |
30.79 |
17.23 |
41.0% |
1.76 |
4.2% |
65% |
False |
False |
71,911 |
100 |
52.04 |
30.79 |
21.25 |
50.5% |
1.69 |
4.0% |
53% |
False |
False |
63,136 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
48.61 |
2.618 |
46.52 |
1.618 |
45.24 |
1.000 |
44.45 |
0.618 |
43.96 |
HIGH |
43.17 |
0.618 |
42.68 |
0.500 |
42.53 |
0.382 |
42.38 |
LOW |
41.89 |
0.618 |
41.10 |
1.000 |
40.61 |
1.618 |
39.82 |
2.618 |
38.54 |
4.250 |
36.45 |
|
|
Fisher Pivots for day following 18-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
42.53 |
41.78 |
PP |
42.37 |
41.52 |
S1 |
42.21 |
41.25 |
|