NYMEX Light Sweet Crude Oil Future June 2016
Trading Metrics calculated at close of trading on 24-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2016 |
24-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
42.19 |
40.80 |
-1.39 |
-3.3% |
40.80 |
High |
42.29 |
40.88 |
-1.41 |
-3.3% |
43.17 |
Low |
40.75 |
39.50 |
-1.25 |
-3.1% |
38.67 |
Close |
40.87 |
40.63 |
-0.24 |
-0.6% |
42.05 |
Range |
1.54 |
1.38 |
-0.16 |
-10.4% |
4.50 |
ATR |
1.67 |
1.65 |
-0.02 |
-1.3% |
0.00 |
Volume |
144,395 |
147,134 |
2,739 |
1.9% |
613,707 |
|
Daily Pivots for day following 24-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
44.48 |
43.93 |
41.39 |
|
R3 |
43.10 |
42.55 |
41.01 |
|
R2 |
41.72 |
41.72 |
40.88 |
|
R1 |
41.17 |
41.17 |
40.76 |
40.76 |
PP |
40.34 |
40.34 |
40.34 |
40.13 |
S1 |
39.79 |
39.79 |
40.50 |
39.38 |
S2 |
38.96 |
38.96 |
40.38 |
|
S3 |
37.58 |
38.41 |
40.25 |
|
S4 |
36.20 |
37.03 |
39.87 |
|
|
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 |
39.50 |
3.67 |
9.0% |
1.33 |
3.3% |
31% |
False |
True |
147,911 |
10 |
43.17 |
38.67 |
4.50 |
11.1% |
1.38 |
3.4% |
44% |
False |
False |
128,227 |
20 |
43.17 |
35.52 |
7.65 |
18.8% |
1.52 |
3.7% |
67% |
False |
False |
118,231 |
40 |
43.17 |
32.10 |
11.07 |
27.2% |
1.81 |
4.5% |
77% |
False |
False |
108,038 |
60 |
43.17 |
30.79 |
12.38 |
30.5% |
1.87 |
4.6% |
79% |
False |
False |
90,994 |
80 |
47.03 |
30.79 |
16.24 |
40.0% |
1.74 |
4.3% |
61% |
False |
False |
77,567 |
100 |
52.04 |
30.79 |
21.25 |
52.3% |
1.68 |
4.1% |
46% |
False |
False |
67,513 |
120 |
53.77 |
30.79 |
22.98 |
56.6% |
1.66 |
4.1% |
43% |
False |
False |
61,187 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
46.75 |
2.618 |
44.49 |
1.618 |
43.11 |
1.000 |
42.26 |
0.618 |
41.73 |
HIGH |
40.88 |
0.618 |
40.35 |
0.500 |
40.19 |
0.382 |
40.03 |
LOW |
39.50 |
0.618 |
38.65 |
1.000 |
38.12 |
1.618 |
37.27 |
2.618 |
35.89 |
4.250 |
33.64 |
|
|
Fisher Pivots for day following 24-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
40.48 |
41.19 |
PP |
40.34 |
41.00 |
S1 |
40.19 |
40.82 |
|