NYMEX Light Sweet Crude Oil Future July 2016
Trading Metrics calculated at close of trading on 10-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2016 |
10-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
40.30 |
41.64 |
1.34 |
3.3% |
36.75 |
High |
42.06 |
41.81 |
-0.25 |
-0.6% |
40.18 |
Low |
40.20 |
40.66 |
0.46 |
1.1% |
36.47 |
Close |
41.87 |
41.00 |
-0.87 |
-2.1% |
39.87 |
Range |
1.86 |
1.15 |
-0.71 |
-38.2% |
3.71 |
ATR |
1.86 |
1.82 |
-0.05 |
-2.5% |
0.00 |
Volume |
41,887 |
50,979 |
9,092 |
21.7% |
176,990 |
|
Daily Pivots for day following 10-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
44.61 |
43.95 |
41.63 |
|
R3 |
43.46 |
42.80 |
41.32 |
|
R2 |
42.31 |
42.31 |
41.21 |
|
R1 |
41.65 |
41.65 |
41.11 |
41.41 |
PP |
41.16 |
41.16 |
41.16 |
41.03 |
S1 |
40.50 |
40.50 |
40.89 |
40.26 |
S2 |
40.01 |
40.01 |
40.79 |
|
S3 |
38.86 |
39.35 |
40.68 |
|
S4 |
37.71 |
38.20 |
40.37 |
|
|
Weekly Pivots for week ending 04-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
49.97 |
48.63 |
41.91 |
|
R3 |
46.26 |
44.92 |
40.89 |
|
R2 |
42.55 |
42.55 |
40.55 |
|
R1 |
41.21 |
41.21 |
40.21 |
41.88 |
PP |
38.84 |
38.84 |
38.84 |
39.18 |
S1 |
37.50 |
37.50 |
39.53 |
38.17 |
S2 |
35.13 |
35.13 |
39.19 |
|
S3 |
31.42 |
33.79 |
38.85 |
|
S4 |
27.71 |
30.08 |
37.83 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
42.31 |
38.25 |
4.06 |
9.9% |
1.87 |
4.6% |
68% |
False |
False |
39,612 |
10 |
42.31 |
36.47 |
5.84 |
14.2% |
1.62 |
4.0% |
78% |
False |
False |
38,014 |
20 |
42.31 |
33.14 |
9.17 |
22.4% |
1.82 |
4.4% |
86% |
False |
False |
36,841 |
40 |
42.31 |
31.61 |
10.70 |
26.1% |
1.94 |
4.7% |
88% |
False |
False |
32,998 |
60 |
42.73 |
31.61 |
11.12 |
27.1% |
1.73 |
4.2% |
84% |
False |
False |
25,172 |
80 |
48.35 |
31.61 |
16.74 |
40.8% |
1.62 |
4.0% |
56% |
False |
False |
21,100 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
46.70 |
2.618 |
44.82 |
1.618 |
43.67 |
1.000 |
42.96 |
0.618 |
42.52 |
HIGH |
41.81 |
0.618 |
41.37 |
0.500 |
41.24 |
0.382 |
41.10 |
LOW |
40.66 |
0.618 |
39.95 |
1.000 |
39.51 |
1.618 |
38.80 |
2.618 |
37.65 |
4.250 |
35.77 |
|
|
Fisher Pivots for day following 10-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
41.24 |
41.18 |
PP |
41.16 |
41.12 |
S1 |
41.08 |
41.06 |
|