NYMEX Light Sweet Crude Oil Future June 2016
Trading Metrics calculated at close of trading on 31-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2016 |
31-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
39.83 |
39.55 |
-0.28 |
-0.7% |
41.93 |
High |
41.07 |
40.41 |
-0.66 |
-1.6% |
42.88 |
Low |
39.48 |
38.99 |
-0.49 |
-1.2% |
39.50 |
Close |
39.66 |
39.75 |
0.09 |
0.2% |
40.63 |
Range |
1.59 |
1.42 |
-0.17 |
-10.7% |
3.38 |
ATR |
1.62 |
1.60 |
-0.01 |
-0.9% |
0.00 |
Volume |
136,570 |
151,953 |
15,383 |
11.3% |
553,388 |
|
Daily Pivots for day following 31-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
43.98 |
43.28 |
40.53 |
|
R3 |
42.56 |
41.86 |
40.14 |
|
R2 |
41.14 |
41.14 |
40.01 |
|
R1 |
40.44 |
40.44 |
39.88 |
40.79 |
PP |
39.72 |
39.72 |
39.72 |
39.89 |
S1 |
39.02 |
39.02 |
39.62 |
39.37 |
S2 |
38.30 |
38.30 |
39.49 |
|
S3 |
36.88 |
37.60 |
39.36 |
|
S4 |
35.46 |
36.18 |
38.97 |
|
|
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 |
41.28 |
38.99 |
2.29 |
5.8% |
1.43 |
3.6% |
33% |
False |
True |
121,397 |
10 |
43.17 |
38.99 |
4.18 |
10.5% |
1.41 |
3.5% |
18% |
False |
True |
133,386 |
20 |
43.17 |
36.88 |
6.29 |
15.8% |
1.50 |
3.8% |
46% |
False |
False |
120,756 |
40 |
43.17 |
32.10 |
11.07 |
27.8% |
1.74 |
4.4% |
69% |
False |
False |
110,848 |
60 |
43.17 |
30.79 |
12.38 |
31.1% |
1.87 |
4.7% |
72% |
False |
False |
97,253 |
80 |
46.49 |
30.79 |
15.70 |
39.5% |
1.75 |
4.4% |
57% |
False |
False |
81,950 |
100 |
50.31 |
30.79 |
19.52 |
49.1% |
1.67 |
4.2% |
46% |
False |
False |
71,124 |
120 |
53.77 |
30.79 |
22.98 |
57.8% |
1.64 |
4.1% |
39% |
False |
False |
63,851 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
46.45 |
2.618 |
44.13 |
1.618 |
42.71 |
1.000 |
41.83 |
0.618 |
41.29 |
HIGH |
40.41 |
0.618 |
39.87 |
0.500 |
39.70 |
0.382 |
39.53 |
LOW |
38.99 |
0.618 |
38.11 |
1.000 |
37.57 |
1.618 |
36.69 |
2.618 |
35.27 |
4.250 |
32.96 |
|
|
Fisher Pivots for day following 31-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
39.73 |
40.03 |
PP |
39.72 |
39.94 |
S1 |
39.70 |
39.84 |
|