NYMEX Light Sweet Crude Oil Future June 2016
Trading Metrics calculated at close of trading on 28-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2016 |
28-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
40.80 |
40.65 |
-0.15 |
-0.4% |
41.93 |
High |
40.88 |
41.28 |
0.40 |
1.0% |
42.88 |
Low |
39.50 |
39.98 |
0.48 |
1.2% |
39.50 |
Close |
40.63 |
40.53 |
-0.10 |
-0.2% |
40.63 |
Range |
1.38 |
1.30 |
-0.08 |
-5.8% |
3.38 |
ATR |
1.65 |
1.63 |
-0.03 |
-1.5% |
0.00 |
Volume |
147,134 |
57,121 |
-90,013 |
-61.2% |
553,388 |
|
Daily Pivots for day following 28-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
44.50 |
43.81 |
41.25 |
|
R3 |
43.20 |
42.51 |
40.89 |
|
R2 |
41.90 |
41.90 |
40.77 |
|
R1 |
41.21 |
41.21 |
40.65 |
40.91 |
PP |
40.60 |
40.60 |
40.60 |
40.44 |
S1 |
39.91 |
39.91 |
40.41 |
39.61 |
S2 |
39.30 |
39.30 |
40.29 |
|
S3 |
38.00 |
38.61 |
40.17 |
|
S4 |
36.70 |
37.31 |
39.82 |
|
|
Weekly Pivots for week ending 25-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
51.14 |
49.27 |
42.49 |
|
R3 |
47.76 |
45.89 |
41.56 |
|
R2 |
44.38 |
44.38 |
41.25 |
|
R1 |
42.51 |
42.51 |
40.94 |
41.76 |
PP |
41.00 |
41.00 |
41.00 |
40.63 |
S1 |
39.13 |
39.13 |
40.32 |
38.38 |
S2 |
37.62 |
37.62 |
40.01 |
|
S3 |
34.24 |
35.75 |
39.70 |
|
S4 |
30.86 |
32.37 |
38.77 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
42.88 |
39.50 |
3.38 |
8.3% |
1.33 |
3.3% |
30% |
False |
False |
122,101 |
10 |
43.17 |
38.67 |
4.50 |
11.1% |
1.42 |
3.5% |
41% |
False |
False |
122,421 |
20 |
43.17 |
35.52 |
7.65 |
18.9% |
1.49 |
3.7% |
65% |
False |
False |
115,682 |
40 |
43.17 |
32.10 |
11.07 |
27.3% |
1.77 |
4.4% |
76% |
False |
False |
107,113 |
60 |
43.17 |
30.79 |
12.38 |
30.5% |
1.87 |
4.6% |
79% |
False |
False |
91,737 |
80 |
46.54 |
30.79 |
15.75 |
38.9% |
1.74 |
4.3% |
62% |
False |
False |
77,972 |
100 |
52.04 |
30.79 |
21.25 |
52.4% |
1.68 |
4.2% |
46% |
False |
False |
67,829 |
120 |
53.77 |
30.79 |
22.98 |
56.7% |
1.66 |
4.1% |
42% |
False |
False |
61,369 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
46.81 |
2.618 |
44.68 |
1.618 |
43.38 |
1.000 |
42.58 |
0.618 |
42.08 |
HIGH |
41.28 |
0.618 |
40.78 |
0.500 |
40.63 |
0.382 |
40.48 |
LOW |
39.98 |
0.618 |
39.18 |
1.000 |
38.68 |
1.618 |
37.88 |
2.618 |
36.58 |
4.250 |
34.46 |
|
|
Fisher Pivots for day following 28-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
40.63 |
40.90 |
PP |
40.60 |
40.77 |
S1 |
40.56 |
40.65 |
|