NYMEX Light Sweet Crude Oil Future June 2016
Trading Metrics calculated at close of trading on 22-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2016 |
22-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
41.93 |
42.48 |
0.55 |
1.3% |
40.80 |
High |
42.63 |
42.88 |
0.25 |
0.6% |
43.17 |
Low |
41.33 |
41.75 |
0.42 |
1.0% |
38.67 |
Close |
42.42 |
42.44 |
0.02 |
0.0% |
42.05 |
Range |
1.30 |
1.13 |
-0.17 |
-13.1% |
4.50 |
ATR |
1.71 |
1.67 |
-0.04 |
-2.4% |
0.00 |
Volume |
122,875 |
138,984 |
16,109 |
13.1% |
613,707 |
|
Daily Pivots for day following 22-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
45.75 |
45.22 |
43.06 |
|
R3 |
44.62 |
44.09 |
42.75 |
|
R2 |
43.49 |
43.49 |
42.65 |
|
R1 |
42.96 |
42.96 |
42.54 |
42.66 |
PP |
42.36 |
42.36 |
42.36 |
42.21 |
S1 |
41.83 |
41.83 |
42.34 |
41.53 |
S2 |
41.23 |
41.23 |
42.23 |
|
S3 |
40.10 |
40.70 |
42.13 |
|
S4 |
38.97 |
39.57 |
41.82 |
|
|
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 |
39.33 |
3.84 |
9.0% |
1.39 |
3.3% |
81% |
False |
False |
140,916 |
10 |
43.17 |
38.67 |
4.50 |
10.6% |
1.41 |
3.3% |
84% |
False |
False |
124,402 |
20 |
43.17 |
33.76 |
9.41 |
22.2% |
1.57 |
3.7% |
92% |
False |
False |
114,373 |
40 |
43.17 |
32.10 |
11.07 |
26.1% |
1.87 |
4.4% |
93% |
False |
False |
104,835 |
60 |
43.17 |
30.79 |
12.38 |
29.2% |
1.86 |
4.4% |
94% |
False |
False |
86,648 |
80 |
48.02 |
30.79 |
17.23 |
40.6% |
1.74 |
4.1% |
68% |
False |
False |
74,397 |
100 |
52.04 |
30.79 |
21.25 |
50.1% |
1.70 |
4.0% |
55% |
False |
False |
65,297 |
120 |
53.77 |
30.79 |
22.98 |
54.1% |
1.66 |
3.9% |
51% |
False |
False |
59,122 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
47.68 |
2.618 |
45.84 |
1.618 |
44.71 |
1.000 |
44.01 |
0.618 |
43.58 |
HIGH |
42.88 |
0.618 |
42.45 |
0.500 |
42.32 |
0.382 |
42.18 |
LOW |
41.75 |
0.618 |
41.05 |
1.000 |
40.62 |
1.618 |
39.92 |
2.618 |
38.79 |
4.250 |
36.95 |
|
|
Fisher Pivots for day following 22-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
42.40 |
42.38 |
PP |
42.36 |
42.31 |
S1 |
42.32 |
42.25 |
|