NYMEX Light Sweet Crude Oil Future July 2016
Trading Metrics calculated at close of trading on 18-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2016 |
18-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
41.50 |
42.92 |
1.42 |
3.4% |
41.39 |
High |
43.01 |
43.69 |
0.68 |
1.6% |
43.69 |
Low |
41.48 |
42.47 |
0.99 |
2.4% |
39.39 |
Close |
42.96 |
42.68 |
-0.28 |
-0.7% |
42.68 |
Range |
1.53 |
1.22 |
-0.31 |
-20.3% |
4.30 |
ATR |
1.71 |
1.67 |
-0.03 |
-2.0% |
0.00 |
Volume |
40,955 |
69,634 |
28,679 |
70.0% |
201,462 |
|
Daily Pivots for day following 18-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
46.61 |
45.86 |
43.35 |
|
R3 |
45.39 |
44.64 |
43.02 |
|
R2 |
44.17 |
44.17 |
42.90 |
|
R1 |
43.42 |
43.42 |
42.79 |
43.19 |
PP |
42.95 |
42.95 |
42.95 |
42.83 |
S1 |
42.20 |
42.20 |
42.57 |
41.97 |
S2 |
41.73 |
41.73 |
42.46 |
|
S3 |
40.51 |
40.98 |
42.34 |
|
S4 |
39.29 |
39.76 |
42.01 |
|
|
Weekly Pivots for week ending 18-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
54.82 |
53.05 |
45.05 |
|
R3 |
50.52 |
48.75 |
43.86 |
|
R2 |
46.22 |
46.22 |
43.47 |
|
R1 |
44.45 |
44.45 |
43.07 |
45.34 |
PP |
41.92 |
41.92 |
41.92 |
42.36 |
S1 |
40.15 |
40.15 |
42.29 |
41.04 |
S2 |
37.62 |
37.62 |
41.89 |
|
S3 |
33.32 |
35.85 |
41.50 |
|
S4 |
29.02 |
31.55 |
40.32 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
43.69 |
39.39 |
4.30 |
10.1% |
1.41 |
3.3% |
77% |
True |
False |
40,292 |
10 |
43.69 |
39.39 |
4.30 |
10.1% |
1.53 |
3.6% |
77% |
True |
False |
41,943 |
20 |
43.69 |
34.74 |
8.95 |
21.0% |
1.58 |
3.7% |
89% |
True |
False |
38,565 |
40 |
43.69 |
33.14 |
10.55 |
24.7% |
1.87 |
4.4% |
90% |
True |
False |
36,254 |
60 |
43.69 |
31.61 |
12.08 |
28.3% |
1.75 |
4.1% |
92% |
True |
False |
28,473 |
80 |
48.35 |
31.61 |
16.74 |
39.2% |
1.64 |
3.8% |
66% |
False |
False |
23,775 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
48.88 |
2.618 |
46.88 |
1.618 |
45.66 |
1.000 |
44.91 |
0.618 |
44.44 |
HIGH |
43.69 |
0.618 |
43.22 |
0.500 |
43.08 |
0.382 |
42.94 |
LOW |
42.47 |
0.618 |
41.72 |
1.000 |
41.25 |
1.618 |
40.50 |
2.618 |
39.28 |
4.250 |
37.29 |
|
|
Fisher Pivots for day following 18-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
43.08 |
42.41 |
PP |
42.95 |
42.13 |
S1 |
42.81 |
41.86 |
|