NYMEX Light Sweet Crude Oil Future July 2016
Trading Metrics calculated at close of trading on 22-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2016 |
22-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
42.51 |
43.11 |
0.60 |
1.4% |
41.39 |
High |
43.19 |
43.50 |
0.31 |
0.7% |
43.69 |
Low |
41.95 |
42.39 |
0.44 |
1.0% |
39.39 |
Close |
43.04 |
43.13 |
0.09 |
0.2% |
42.68 |
Range |
1.24 |
1.11 |
-0.13 |
-10.5% |
4.30 |
ATR |
1.64 |
1.60 |
-0.04 |
-2.3% |
0.00 |
Volume |
35,496 |
57,606 |
22,110 |
62.3% |
201,462 |
|
Daily Pivots for day following 22-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
46.34 |
45.84 |
43.74 |
|
R3 |
45.23 |
44.73 |
43.44 |
|
R2 |
44.12 |
44.12 |
43.33 |
|
R1 |
43.62 |
43.62 |
43.23 |
43.87 |
PP |
43.01 |
43.01 |
43.01 |
43.13 |
S1 |
42.51 |
42.51 |
43.03 |
42.76 |
S2 |
41.90 |
41.90 |
42.93 |
|
S3 |
40.79 |
41.40 |
42.82 |
|
S4 |
39.68 |
40.29 |
42.52 |
|
|
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 |
40.03 |
3.66 |
8.5% |
1.33 |
3.1% |
85% |
False |
False |
47,083 |
10 |
43.69 |
39.39 |
4.30 |
10.0% |
1.33 |
3.1% |
87% |
False |
False |
43,759 |
20 |
43.69 |
34.74 |
8.95 |
20.8% |
1.51 |
3.5% |
94% |
False |
False |
39,725 |
40 |
43.69 |
33.14 |
10.55 |
24.5% |
1.79 |
4.2% |
95% |
False |
False |
37,430 |
60 |
43.69 |
31.61 |
12.08 |
28.0% |
1.76 |
4.1% |
95% |
False |
False |
29,765 |
80 |
48.35 |
31.61 |
16.74 |
38.8% |
1.63 |
3.8% |
69% |
False |
False |
24,745 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
48.22 |
2.618 |
46.41 |
1.618 |
45.30 |
1.000 |
44.61 |
0.618 |
44.19 |
HIGH |
43.50 |
0.618 |
43.08 |
0.500 |
42.95 |
0.382 |
42.81 |
LOW |
42.39 |
0.618 |
41.70 |
1.000 |
41.28 |
1.618 |
40.59 |
2.618 |
39.48 |
4.250 |
37.67 |
|
|
Fisher Pivots for day following 22-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
43.07 |
43.03 |
PP |
43.01 |
42.92 |
S1 |
42.95 |
42.82 |
|