NYMEX Light Sweet Crude Oil Future June 2016
Trading Metrics calculated at close of trading on 29-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2016 |
29-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
40.65 |
40.44 |
-0.21 |
-0.5% |
41.93 |
High |
41.28 |
40.61 |
-0.67 |
-1.6% |
42.88 |
Low |
39.98 |
39.13 |
-0.85 |
-2.1% |
39.50 |
Close |
40.53 |
39.51 |
-1.02 |
-2.5% |
40.63 |
Range |
1.30 |
1.48 |
0.18 |
13.8% |
3.38 |
ATR |
1.63 |
1.62 |
-0.01 |
-0.6% |
0.00 |
Volume |
57,121 |
114,210 |
57,089 |
99.9% |
553,388 |
|
Daily Pivots for day following 29-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
44.19 |
43.33 |
40.32 |
|
R3 |
42.71 |
41.85 |
39.92 |
|
R2 |
41.23 |
41.23 |
39.78 |
|
R1 |
40.37 |
40.37 |
39.65 |
40.06 |
PP |
39.75 |
39.75 |
39.75 |
39.60 |
S1 |
38.89 |
38.89 |
39.37 |
38.58 |
S2 |
38.27 |
38.27 |
39.24 |
|
S3 |
36.79 |
37.41 |
39.10 |
|
S4 |
35.31 |
35.93 |
38.70 |
|
|
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 |
39.13 |
3.75 |
9.5% |
1.37 |
3.5% |
10% |
False |
True |
120,368 |
10 |
43.17 |
38.67 |
4.50 |
11.4% |
1.40 |
3.5% |
19% |
False |
False |
125,614 |
20 |
43.17 |
36.43 |
6.74 |
17.1% |
1.48 |
3.8% |
46% |
False |
False |
116,805 |
40 |
43.17 |
32.10 |
11.07 |
28.0% |
1.77 |
4.5% |
67% |
False |
False |
107,539 |
60 |
43.17 |
30.79 |
12.38 |
31.3% |
1.88 |
4.8% |
70% |
False |
False |
93,405 |
80 |
46.54 |
30.79 |
15.75 |
39.9% |
1.75 |
4.4% |
55% |
False |
False |
79,105 |
100 |
52.04 |
30.79 |
21.25 |
53.8% |
1.69 |
4.3% |
41% |
False |
False |
68,816 |
120 |
53.77 |
30.79 |
22.98 |
58.2% |
1.66 |
4.2% |
38% |
False |
False |
62,135 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
46.90 |
2.618 |
44.48 |
1.618 |
43.00 |
1.000 |
42.09 |
0.618 |
41.52 |
HIGH |
40.61 |
0.618 |
40.04 |
0.500 |
39.87 |
0.382 |
39.70 |
LOW |
39.13 |
0.618 |
38.22 |
1.000 |
37.65 |
1.618 |
36.74 |
2.618 |
35.26 |
4.250 |
32.84 |
|
|
Fisher Pivots for day following 29-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
39.87 |
40.21 |
PP |
39.75 |
39.97 |
S1 |
39.63 |
39.74 |
|