NYMEX Light Sweet Crude Oil Future July 2016
Trading Metrics calculated at close of trading on 11-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2016 |
11-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
41.64 |
41.32 |
-0.32 |
-0.8% |
39.92 |
High |
41.81 |
41.97 |
0.16 |
0.4% |
42.31 |
Low |
40.66 |
41.10 |
0.44 |
1.1% |
39.92 |
Close |
41.00 |
41.65 |
0.65 |
1.6% |
41.65 |
Range |
1.15 |
0.87 |
-0.28 |
-24.3% |
2.39 |
ATR |
1.82 |
1.76 |
-0.06 |
-3.3% |
0.00 |
Volume |
50,979 |
50,166 |
-813 |
-1.6% |
217,977 |
|
Daily Pivots for day following 11-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
44.18 |
43.79 |
42.13 |
|
R3 |
43.31 |
42.92 |
41.89 |
|
R2 |
42.44 |
42.44 |
41.81 |
|
R1 |
42.05 |
42.05 |
41.73 |
42.25 |
PP |
41.57 |
41.57 |
41.57 |
41.67 |
S1 |
41.18 |
41.18 |
41.57 |
41.38 |
S2 |
40.70 |
40.70 |
41.49 |
|
S3 |
39.83 |
40.31 |
41.41 |
|
S4 |
38.96 |
39.44 |
41.17 |
|
|
Weekly Pivots for week ending 11-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
48.46 |
47.45 |
42.96 |
|
R3 |
46.07 |
45.06 |
42.31 |
|
R2 |
43.68 |
43.68 |
42.09 |
|
R1 |
42.67 |
42.67 |
41.87 |
43.18 |
PP |
41.29 |
41.29 |
41.29 |
41.55 |
S1 |
40.28 |
40.28 |
41.43 |
40.79 |
S2 |
38.90 |
38.90 |
41.21 |
|
S3 |
36.51 |
37.89 |
40.99 |
|
S4 |
34.12 |
35.50 |
40.34 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
42.31 |
39.92 |
2.39 |
5.7% |
1.66 |
4.0% |
72% |
False |
False |
43,595 |
10 |
42.31 |
36.47 |
5.84 |
14.0% |
1.52 |
3.6% |
89% |
False |
False |
39,496 |
20 |
42.31 |
34.18 |
8.13 |
19.5% |
1.79 |
4.3% |
92% |
False |
False |
36,964 |
40 |
42.31 |
31.61 |
10.70 |
25.7% |
1.92 |
4.6% |
94% |
False |
False |
33,717 |
60 |
42.73 |
31.61 |
11.12 |
26.7% |
1.72 |
4.1% |
90% |
False |
False |
25,798 |
80 |
48.35 |
31.61 |
16.74 |
40.2% |
1.62 |
3.9% |
60% |
False |
False |
21,680 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
45.67 |
2.618 |
44.25 |
1.618 |
43.38 |
1.000 |
42.84 |
0.618 |
42.51 |
HIGH |
41.97 |
0.618 |
41.64 |
0.500 |
41.54 |
0.382 |
41.43 |
LOW |
41.10 |
0.618 |
40.56 |
1.000 |
40.23 |
1.618 |
39.69 |
2.618 |
38.82 |
4.250 |
37.40 |
|
|
Fisher Pivots for day following 11-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
41.61 |
41.48 |
PP |
41.57 |
41.30 |
S1 |
41.54 |
41.13 |
|