NYMEX Light Sweet Crude Oil Future July 2016
Trading Metrics calculated at close of trading on 21-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2016 |
21-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
42.92 |
42.51 |
-0.41 |
-1.0% |
41.39 |
High |
43.69 |
43.19 |
-0.50 |
-1.1% |
43.69 |
Low |
42.47 |
41.95 |
-0.52 |
-1.2% |
39.39 |
Close |
42.68 |
43.04 |
0.36 |
0.8% |
42.68 |
Range |
1.22 |
1.24 |
0.02 |
1.6% |
4.30 |
ATR |
1.67 |
1.64 |
-0.03 |
-1.8% |
0.00 |
Volume |
69,634 |
35,496 |
-34,138 |
-49.0% |
201,462 |
|
Daily Pivots for day following 21-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
46.45 |
45.98 |
43.72 |
|
R3 |
45.21 |
44.74 |
43.38 |
|
R2 |
43.97 |
43.97 |
43.27 |
|
R1 |
43.50 |
43.50 |
43.15 |
43.74 |
PP |
42.73 |
42.73 |
42.73 |
42.84 |
S1 |
42.26 |
42.26 |
42.93 |
42.50 |
S2 |
41.49 |
41.49 |
42.81 |
|
S3 |
40.25 |
41.02 |
42.70 |
|
S4 |
39.01 |
39.78 |
42.36 |
|
|
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 |
10.0% |
1.38 |
3.2% |
85% |
False |
False |
41,519 |
10 |
43.69 |
39.39 |
4.30 |
10.0% |
1.44 |
3.4% |
85% |
False |
False |
41,353 |
20 |
43.69 |
34.74 |
8.95 |
20.8% |
1.55 |
3.6% |
93% |
False |
False |
38,180 |
40 |
43.69 |
33.14 |
10.55 |
24.5% |
1.83 |
4.2% |
94% |
False |
False |
36,588 |
60 |
43.69 |
31.61 |
12.08 |
28.1% |
1.77 |
4.1% |
95% |
False |
False |
28,942 |
80 |
48.35 |
31.61 |
16.74 |
38.9% |
1.63 |
3.8% |
68% |
False |
False |
24,138 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
48.46 |
2.618 |
46.44 |
1.618 |
45.20 |
1.000 |
44.43 |
0.618 |
43.96 |
HIGH |
43.19 |
0.618 |
42.72 |
0.500 |
42.57 |
0.382 |
42.42 |
LOW |
41.95 |
0.618 |
41.18 |
1.000 |
40.71 |
1.618 |
39.94 |
2.618 |
38.70 |
4.250 |
36.68 |
|
|
Fisher Pivots for day following 21-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
42.88 |
42.89 |
PP |
42.73 |
42.74 |
S1 |
42.57 |
42.59 |
|