NYMEX Light Sweet Crude Oil Future July 2016
Trading Metrics calculated at close of trading on 23-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2016 |
23-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
43.11 |
42.88 |
-0.23 |
-0.5% |
41.39 |
High |
43.50 |
42.92 |
-0.58 |
-1.3% |
43.69 |
Low |
42.39 |
41.51 |
-0.88 |
-2.1% |
39.39 |
Close |
43.13 |
41.63 |
-1.50 |
-3.5% |
42.68 |
Range |
1.11 |
1.41 |
0.30 |
27.0% |
4.30 |
ATR |
1.60 |
1.60 |
0.00 |
0.1% |
0.00 |
Volume |
57,606 |
49,597 |
-8,009 |
-13.9% |
201,462 |
|
Daily Pivots for day following 23-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
46.25 |
45.35 |
42.41 |
|
R3 |
44.84 |
43.94 |
42.02 |
|
R2 |
43.43 |
43.43 |
41.89 |
|
R1 |
42.53 |
42.53 |
41.76 |
42.28 |
PP |
42.02 |
42.02 |
42.02 |
41.89 |
S1 |
41.12 |
41.12 |
41.50 |
40.87 |
S2 |
40.61 |
40.61 |
41.37 |
|
S3 |
39.20 |
39.71 |
41.24 |
|
S4 |
37.79 |
38.30 |
40.85 |
|
|
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 |
41.48 |
2.21 |
5.3% |
1.30 |
3.1% |
7% |
False |
False |
50,657 |
10 |
43.69 |
39.39 |
4.30 |
10.3% |
1.28 |
3.1% |
52% |
False |
False |
44,530 |
20 |
43.69 |
35.44 |
8.25 |
19.8% |
1.49 |
3.6% |
75% |
False |
False |
40,531 |
40 |
43.69 |
33.14 |
10.55 |
25.3% |
1.76 |
4.2% |
80% |
False |
False |
38,052 |
60 |
43.69 |
31.61 |
12.08 |
29.0% |
1.77 |
4.2% |
83% |
False |
False |
30,553 |
80 |
48.29 |
31.61 |
16.68 |
40.1% |
1.63 |
3.9% |
60% |
False |
False |
25,268 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
48.91 |
2.618 |
46.61 |
1.618 |
45.20 |
1.000 |
44.33 |
0.618 |
43.79 |
HIGH |
42.92 |
0.618 |
42.38 |
0.500 |
42.22 |
0.382 |
42.05 |
LOW |
41.51 |
0.618 |
40.64 |
1.000 |
40.10 |
1.618 |
39.23 |
2.618 |
37.82 |
4.250 |
35.52 |
|
|
Fisher Pivots for day following 23-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
42.22 |
42.51 |
PP |
42.02 |
42.21 |
S1 |
41.83 |
41.92 |
|