NYMEX Light Sweet Crude Oil Future July 2016
Trading Metrics calculated at close of trading on 24-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2016 |
24-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
42.88 |
41.50 |
-1.38 |
-3.2% |
41.39 |
High |
42.92 |
41.66 |
-1.26 |
-2.9% |
43.69 |
Low |
41.51 |
40.34 |
-1.17 |
-2.8% |
39.39 |
Close |
41.63 |
41.41 |
-0.22 |
-0.5% |
42.68 |
Range |
1.41 |
1.32 |
-0.09 |
-6.4% |
4.30 |
ATR |
1.60 |
1.58 |
-0.02 |
-1.3% |
0.00 |
Volume |
49,597 |
56,345 |
6,748 |
13.6% |
201,462 |
|
Daily Pivots for day following 24-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
45.10 |
44.57 |
42.14 |
|
R3 |
43.78 |
43.25 |
41.77 |
|
R2 |
42.46 |
42.46 |
41.65 |
|
R1 |
41.93 |
41.93 |
41.53 |
41.54 |
PP |
41.14 |
41.14 |
41.14 |
40.94 |
S1 |
40.61 |
40.61 |
41.29 |
40.22 |
S2 |
39.82 |
39.82 |
41.17 |
|
S3 |
38.50 |
39.29 |
41.05 |
|
S4 |
37.18 |
37.97 |
40.68 |
|
|
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 |
40.34 |
3.35 |
8.1% |
1.26 |
3.0% |
32% |
False |
True |
53,735 |
10 |
43.69 |
39.39 |
4.30 |
10.4% |
1.30 |
3.1% |
47% |
False |
False |
45,067 |
20 |
43.69 |
36.47 |
7.22 |
17.4% |
1.46 |
3.5% |
68% |
False |
False |
41,540 |
40 |
43.69 |
33.14 |
10.55 |
25.5% |
1.73 |
4.2% |
78% |
False |
False |
38,679 |
60 |
43.69 |
31.61 |
12.08 |
29.2% |
1.77 |
4.3% |
81% |
False |
False |
31,450 |
80 |
47.40 |
31.61 |
15.79 |
38.1% |
1.63 |
3.9% |
62% |
False |
False |
25,916 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
47.27 |
2.618 |
45.12 |
1.618 |
43.80 |
1.000 |
42.98 |
0.618 |
42.48 |
HIGH |
41.66 |
0.618 |
41.16 |
0.500 |
41.00 |
0.382 |
40.84 |
LOW |
40.34 |
0.618 |
39.52 |
1.000 |
39.02 |
1.618 |
38.20 |
2.618 |
36.88 |
4.250 |
34.73 |
|
|
Fisher Pivots for day following 24-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
41.27 |
41.92 |
PP |
41.14 |
41.75 |
S1 |
41.00 |
41.58 |
|