NYMEX Light Sweet Crude Oil Future July 2016
Trading Metrics calculated at close of trading on 16-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2016 |
16-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
40.66 |
40.31 |
-0.35 |
-0.9% |
39.92 |
High |
40.74 |
41.58 |
0.84 |
2.1% |
42.31 |
Low |
39.39 |
40.03 |
0.64 |
1.6% |
39.92 |
Close |
39.76 |
41.46 |
1.70 |
4.3% |
41.65 |
Range |
1.35 |
1.55 |
0.20 |
14.8% |
2.39 |
ATR |
1.71 |
1.72 |
0.01 |
0.5% |
0.00 |
Volume |
29,784 |
31,727 |
1,943 |
6.5% |
217,977 |
|
Daily Pivots for day following 16-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
45.67 |
45.12 |
42.31 |
|
R3 |
44.12 |
43.57 |
41.89 |
|
R2 |
42.57 |
42.57 |
41.74 |
|
R1 |
42.02 |
42.02 |
41.60 |
42.30 |
PP |
41.02 |
41.02 |
41.02 |
41.16 |
S1 |
40.47 |
40.47 |
41.32 |
40.75 |
S2 |
39.47 |
39.47 |
41.18 |
|
S3 |
37.92 |
38.92 |
41.03 |
|
S4 |
36.37 |
37.37 |
40.61 |
|
|
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 |
41.97 |
39.39 |
2.58 |
6.2% |
1.26 |
3.0% |
80% |
False |
False |
38,403 |
10 |
42.31 |
37.69 |
4.62 |
11.1% |
1.55 |
3.7% |
82% |
False |
False |
38,475 |
20 |
42.31 |
34.74 |
7.57 |
18.3% |
1.60 |
3.9% |
89% |
False |
False |
35,981 |
40 |
42.31 |
31.61 |
10.70 |
25.8% |
1.90 |
4.6% |
92% |
False |
False |
34,619 |
60 |
42.64 |
31.61 |
11.03 |
26.6% |
1.73 |
4.2% |
89% |
False |
False |
26,872 |
80 |
48.35 |
31.61 |
16.74 |
40.4% |
1.63 |
3.9% |
59% |
False |
False |
22,624 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
48.17 |
2.618 |
45.64 |
1.618 |
44.09 |
1.000 |
43.13 |
0.618 |
42.54 |
HIGH |
41.58 |
0.618 |
40.99 |
0.500 |
40.81 |
0.382 |
40.62 |
LOW |
40.03 |
0.618 |
39.07 |
1.000 |
38.48 |
1.618 |
37.52 |
2.618 |
35.97 |
4.250 |
33.44 |
|
|
Fisher Pivots for day following 16-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
41.24 |
41.14 |
PP |
41.02 |
40.81 |
S1 |
40.81 |
40.49 |
|