NYMEX Light Sweet Crude Oil Future June 2016
Trading Metrics calculated at close of trading on 21-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2016 |
21-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
42.33 |
41.93 |
-0.40 |
-0.9% |
40.80 |
High |
43.17 |
42.63 |
-0.54 |
-1.3% |
43.17 |
Low |
41.89 |
41.33 |
-0.56 |
-1.3% |
38.67 |
Close |
42.05 |
42.42 |
0.37 |
0.9% |
42.05 |
Range |
1.28 |
1.30 |
0.02 |
1.6% |
4.50 |
ATR |
1.75 |
1.71 |
-0.03 |
-1.8% |
0.00 |
Volume |
186,171 |
122,875 |
-63,296 |
-34.0% |
613,707 |
|
Daily Pivots for day following 21-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
46.03 |
45.52 |
43.14 |
|
R3 |
44.73 |
44.22 |
42.78 |
|
R2 |
43.43 |
43.43 |
42.66 |
|
R1 |
42.92 |
42.92 |
42.54 |
43.18 |
PP |
42.13 |
42.13 |
42.13 |
42.25 |
S1 |
41.62 |
41.62 |
42.30 |
41.88 |
S2 |
40.83 |
40.83 |
42.18 |
|
S3 |
39.53 |
40.32 |
42.06 |
|
S4 |
38.23 |
39.02 |
41.71 |
|
|
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 |
10.6% |
1.44 |
3.4% |
83% |
False |
False |
130,860 |
10 |
43.17 |
38.67 |
4.50 |
10.6% |
1.53 |
3.6% |
83% |
False |
False |
120,676 |
20 |
43.17 |
33.76 |
9.41 |
22.2% |
1.62 |
3.8% |
92% |
False |
False |
111,375 |
40 |
43.17 |
32.10 |
11.07 |
26.1% |
1.91 |
4.5% |
93% |
False |
False |
103,302 |
60 |
43.17 |
30.79 |
12.38 |
29.2% |
1.86 |
4.4% |
94% |
False |
False |
84,912 |
80 |
48.02 |
30.79 |
17.23 |
40.6% |
1.75 |
4.1% |
67% |
False |
False |
73,096 |
100 |
52.04 |
30.79 |
21.25 |
50.1% |
1.70 |
4.0% |
55% |
False |
False |
64,182 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
48.16 |
2.618 |
46.03 |
1.618 |
44.73 |
1.000 |
43.93 |
0.618 |
43.43 |
HIGH |
42.63 |
0.618 |
42.13 |
0.500 |
41.98 |
0.382 |
41.83 |
LOW |
41.33 |
0.618 |
40.53 |
1.000 |
40.03 |
1.618 |
39.23 |
2.618 |
37.93 |
4.250 |
35.81 |
|
|
Fisher Pivots for day following 21-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
42.27 |
42.28 |
PP |
42.13 |
42.13 |
S1 |
41.98 |
41.99 |
|