NYMEX Light Sweet Crude Oil Future July 2016
Trading Metrics calculated at close of trading on 14-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2016 |
14-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
41.32 |
41.39 |
0.07 |
0.2% |
39.92 |
High |
41.97 |
41.57 |
-0.40 |
-1.0% |
42.31 |
Low |
41.10 |
40.18 |
-0.92 |
-2.2% |
39.92 |
Close |
41.65 |
40.52 |
-1.13 |
-2.7% |
41.65 |
Range |
0.87 |
1.39 |
0.52 |
59.8% |
2.39 |
ATR |
1.76 |
1.74 |
-0.02 |
-1.2% |
0.00 |
Volume |
50,166 |
29,362 |
-20,804 |
-41.5% |
217,977 |
|
Daily Pivots for day following 14-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
44.93 |
44.11 |
41.28 |
|
R3 |
43.54 |
42.72 |
40.90 |
|
R2 |
42.15 |
42.15 |
40.77 |
|
R1 |
41.33 |
41.33 |
40.65 |
41.05 |
PP |
40.76 |
40.76 |
40.76 |
40.61 |
S1 |
39.94 |
39.94 |
40.39 |
39.66 |
S2 |
39.37 |
39.37 |
40.27 |
|
S3 |
37.98 |
38.55 |
40.14 |
|
S4 |
36.59 |
37.16 |
39.76 |
|
|
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 |
40.05 |
2.26 |
5.6% |
1.51 |
3.7% |
21% |
False |
False |
41,188 |
10 |
42.31 |
37.32 |
4.99 |
12.3% |
1.51 |
3.7% |
64% |
False |
False |
39,167 |
20 |
42.31 |
34.74 |
7.57 |
18.7% |
1.75 |
4.3% |
76% |
False |
False |
36,839 |
40 |
42.31 |
31.61 |
10.70 |
26.4% |
1.92 |
4.7% |
83% |
False |
False |
33,893 |
60 |
42.64 |
31.61 |
11.03 |
27.2% |
1.72 |
4.3% |
81% |
False |
False |
26,165 |
80 |
48.35 |
31.61 |
16.74 |
41.3% |
1.62 |
4.0% |
53% |
False |
False |
21,989 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
47.48 |
2.618 |
45.21 |
1.618 |
43.82 |
1.000 |
42.96 |
0.618 |
42.43 |
HIGH |
41.57 |
0.618 |
41.04 |
0.500 |
40.88 |
0.382 |
40.71 |
LOW |
40.18 |
0.618 |
39.32 |
1.000 |
38.79 |
1.618 |
37.93 |
2.618 |
36.54 |
4.250 |
34.27 |
|
|
Fisher Pivots for day following 14-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
40.88 |
41.08 |
PP |
40.76 |
40.89 |
S1 |
40.64 |
40.71 |
|