NYMEX Light Sweet Crude Oil Future July 2016
Trading Metrics calculated at close of trading on 15-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2016 |
15-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
41.39 |
40.66 |
-0.73 |
-1.8% |
39.92 |
High |
41.57 |
40.74 |
-0.83 |
-2.0% |
42.31 |
Low |
40.18 |
39.39 |
-0.79 |
-2.0% |
39.92 |
Close |
40.52 |
39.76 |
-0.76 |
-1.9% |
41.65 |
Range |
1.39 |
1.35 |
-0.04 |
-2.9% |
2.39 |
ATR |
1.74 |
1.71 |
-0.03 |
-1.6% |
0.00 |
Volume |
29,362 |
29,784 |
422 |
1.4% |
217,977 |
|
Daily Pivots for day following 15-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
44.01 |
43.24 |
40.50 |
|
R3 |
42.66 |
41.89 |
40.13 |
|
R2 |
41.31 |
41.31 |
40.01 |
|
R1 |
40.54 |
40.54 |
39.88 |
40.25 |
PP |
39.96 |
39.96 |
39.96 |
39.82 |
S1 |
39.19 |
39.19 |
39.64 |
38.90 |
S2 |
38.61 |
38.61 |
39.51 |
|
S3 |
37.26 |
37.84 |
39.39 |
|
S4 |
35.91 |
36.49 |
39.02 |
|
|
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 |
42.06 |
39.39 |
2.67 |
6.7% |
1.32 |
3.3% |
14% |
False |
True |
40,435 |
10 |
42.31 |
37.32 |
4.99 |
12.6% |
1.53 |
3.8% |
49% |
False |
False |
38,503 |
20 |
42.31 |
34.74 |
7.57 |
19.0% |
1.65 |
4.2% |
66% |
False |
False |
36,292 |
40 |
42.31 |
31.61 |
10.70 |
26.9% |
1.91 |
4.8% |
76% |
False |
False |
34,351 |
60 |
42.64 |
31.61 |
11.03 |
27.7% |
1.72 |
4.3% |
74% |
False |
False |
26,494 |
80 |
48.35 |
31.61 |
16.74 |
42.1% |
1.62 |
4.1% |
49% |
False |
False |
22,275 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
46.48 |
2.618 |
44.27 |
1.618 |
42.92 |
1.000 |
42.09 |
0.618 |
41.57 |
HIGH |
40.74 |
0.618 |
40.22 |
0.500 |
40.07 |
0.382 |
39.91 |
LOW |
39.39 |
0.618 |
38.56 |
1.000 |
38.04 |
1.618 |
37.21 |
2.618 |
35.86 |
4.250 |
33.65 |
|
|
Fisher Pivots for day following 15-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
40.07 |
40.68 |
PP |
39.96 |
40.37 |
S1 |
39.86 |
40.07 |
|