NYMEX Light Sweet Crude Oil Future July 2016
Trading Metrics calculated at close of trading on 17-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2016 |
17-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
40.31 |
41.50 |
1.19 |
3.0% |
39.92 |
High |
41.58 |
43.01 |
1.43 |
3.4% |
42.31 |
Low |
40.03 |
41.48 |
1.45 |
3.6% |
39.92 |
Close |
41.46 |
42.96 |
1.50 |
3.6% |
41.65 |
Range |
1.55 |
1.53 |
-0.02 |
-1.3% |
2.39 |
ATR |
1.72 |
1.71 |
-0.01 |
-0.7% |
0.00 |
Volume |
31,727 |
40,955 |
9,228 |
29.1% |
217,977 |
|
Daily Pivots for day following 17-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
47.07 |
46.55 |
43.80 |
|
R3 |
45.54 |
45.02 |
43.38 |
|
R2 |
44.01 |
44.01 |
43.24 |
|
R1 |
43.49 |
43.49 |
43.10 |
43.75 |
PP |
42.48 |
42.48 |
42.48 |
42.62 |
S1 |
41.96 |
41.96 |
42.82 |
42.22 |
S2 |
40.95 |
40.95 |
42.68 |
|
S3 |
39.42 |
40.43 |
42.54 |
|
S4 |
37.89 |
38.90 |
42.12 |
|
|
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 |
43.01 |
39.39 |
3.62 |
8.4% |
1.34 |
3.1% |
99% |
True |
False |
36,398 |
10 |
43.01 |
38.25 |
4.76 |
11.1% |
1.60 |
3.7% |
99% |
True |
False |
38,005 |
20 |
43.01 |
34.74 |
8.27 |
19.3% |
1.59 |
3.7% |
99% |
True |
False |
36,552 |
40 |
43.01 |
32.05 |
10.96 |
25.5% |
1.89 |
4.4% |
100% |
True |
False |
35,037 |
60 |
43.01 |
31.61 |
11.40 |
26.5% |
1.74 |
4.1% |
100% |
True |
False |
27,444 |
80 |
48.35 |
31.61 |
16.74 |
39.0% |
1.64 |
3.8% |
68% |
False |
False |
23,007 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
49.51 |
2.618 |
47.02 |
1.618 |
45.49 |
1.000 |
44.54 |
0.618 |
43.96 |
HIGH |
43.01 |
0.618 |
42.43 |
0.500 |
42.25 |
0.382 |
42.06 |
LOW |
41.48 |
0.618 |
40.53 |
1.000 |
39.95 |
1.618 |
39.00 |
2.618 |
37.47 |
4.250 |
34.98 |
|
|
Fisher Pivots for day following 17-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
42.72 |
42.37 |
PP |
42.48 |
41.79 |
S1 |
42.25 |
41.20 |
|