NYMEX Light Sweet Crude Oil Future July 2016
Trading Metrics calculated at close of trading on 28-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2016 |
28-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
41.50 |
41.45 |
-0.05 |
-0.1% |
42.51 |
High |
41.66 |
42.03 |
0.37 |
0.9% |
43.50 |
Low |
40.34 |
40.75 |
0.41 |
1.0% |
40.34 |
Close |
41.41 |
41.29 |
-0.12 |
-0.3% |
41.41 |
Range |
1.32 |
1.28 |
-0.04 |
-3.0% |
3.16 |
ATR |
1.58 |
1.56 |
-0.02 |
-1.4% |
0.00 |
Volume |
56,345 |
17,698 |
-38,647 |
-68.6% |
199,044 |
|
Daily Pivots for day following 28-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
45.20 |
44.52 |
41.99 |
|
R3 |
43.92 |
43.24 |
41.64 |
|
R2 |
42.64 |
42.64 |
41.52 |
|
R1 |
41.96 |
41.96 |
41.41 |
41.66 |
PP |
41.36 |
41.36 |
41.36 |
41.21 |
S1 |
40.68 |
40.68 |
41.17 |
40.38 |
S2 |
40.08 |
40.08 |
41.06 |
|
S3 |
38.80 |
39.40 |
40.94 |
|
S4 |
37.52 |
38.12 |
40.59 |
|
|
Weekly Pivots for week ending 25-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
51.23 |
49.48 |
43.15 |
|
R3 |
48.07 |
46.32 |
42.28 |
|
R2 |
44.91 |
44.91 |
41.99 |
|
R1 |
43.16 |
43.16 |
41.70 |
42.46 |
PP |
41.75 |
41.75 |
41.75 |
41.40 |
S1 |
40.00 |
40.00 |
41.12 |
39.30 |
S2 |
38.59 |
38.59 |
40.83 |
|
S3 |
35.43 |
36.84 |
40.54 |
|
S4 |
32.27 |
33.68 |
39.67 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
43.50 |
40.34 |
3.16 |
7.7% |
1.27 |
3.1% |
30% |
False |
False |
43,348 |
10 |
43.69 |
39.39 |
4.30 |
10.4% |
1.34 |
3.2% |
44% |
False |
False |
41,820 |
20 |
43.69 |
36.47 |
7.22 |
17.5% |
1.43 |
3.5% |
67% |
False |
False |
40,658 |
40 |
43.69 |
33.14 |
10.55 |
25.6% |
1.69 |
4.1% |
77% |
False |
False |
38,474 |
60 |
43.69 |
31.61 |
12.08 |
29.3% |
1.78 |
4.3% |
80% |
False |
False |
31,690 |
80 |
46.98 |
31.61 |
15.37 |
37.2% |
1.63 |
4.0% |
63% |
False |
False |
26,082 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
47.47 |
2.618 |
45.38 |
1.618 |
44.10 |
1.000 |
43.31 |
0.618 |
42.82 |
HIGH |
42.03 |
0.618 |
41.54 |
0.500 |
41.39 |
0.382 |
41.24 |
LOW |
40.75 |
0.618 |
39.96 |
1.000 |
39.47 |
1.618 |
38.68 |
2.618 |
37.40 |
4.250 |
35.31 |
|
|
Fisher Pivots for day following 28-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
41.39 |
41.63 |
PP |
41.36 |
41.52 |
S1 |
41.32 |
41.40 |
|