NYMEX Light Sweet Crude Oil Future July 2016
Trading Metrics calculated at close of trading on 29-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2016 |
29-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
41.45 |
41.23 |
-0.22 |
-0.5% |
42.51 |
High |
42.03 |
41.37 |
-0.66 |
-1.6% |
43.50 |
Low |
40.75 |
39.96 |
-0.79 |
-1.9% |
40.34 |
Close |
41.29 |
40.33 |
-0.96 |
-2.3% |
41.41 |
Range |
1.28 |
1.41 |
0.13 |
10.2% |
3.16 |
ATR |
1.56 |
1.55 |
-0.01 |
-0.7% |
0.00 |
Volume |
17,698 |
35,502 |
17,804 |
100.6% |
199,044 |
|
Daily Pivots for day following 29-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
44.78 |
43.97 |
41.11 |
|
R3 |
43.37 |
42.56 |
40.72 |
|
R2 |
41.96 |
41.96 |
40.59 |
|
R1 |
41.15 |
41.15 |
40.46 |
40.85 |
PP |
40.55 |
40.55 |
40.55 |
40.41 |
S1 |
39.74 |
39.74 |
40.20 |
39.44 |
S2 |
39.14 |
39.14 |
40.07 |
|
S3 |
37.73 |
38.33 |
39.94 |
|
S4 |
36.32 |
36.92 |
39.55 |
|
|
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 |
39.96 |
3.54 |
8.8% |
1.31 |
3.2% |
10% |
False |
True |
43,349 |
10 |
43.69 |
39.39 |
4.30 |
10.7% |
1.34 |
3.3% |
22% |
False |
False |
42,434 |
20 |
43.69 |
37.32 |
6.37 |
15.8% |
1.42 |
3.5% |
47% |
False |
False |
40,801 |
40 |
43.69 |
33.14 |
10.55 |
26.2% |
1.70 |
4.2% |
68% |
False |
False |
38,611 |
60 |
43.69 |
31.61 |
12.08 |
30.0% |
1.79 |
4.4% |
72% |
False |
False |
32,224 |
80 |
46.98 |
31.61 |
15.37 |
38.1% |
1.64 |
4.1% |
57% |
False |
False |
26,477 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
47.36 |
2.618 |
45.06 |
1.618 |
43.65 |
1.000 |
42.78 |
0.618 |
42.24 |
HIGH |
41.37 |
0.618 |
40.83 |
0.500 |
40.67 |
0.382 |
40.50 |
LOW |
39.96 |
0.618 |
39.09 |
1.000 |
38.55 |
1.618 |
37.68 |
2.618 |
36.27 |
4.250 |
33.97 |
|
|
Fisher Pivots for day following 29-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
40.67 |
41.00 |
PP |
40.55 |
40.77 |
S1 |
40.44 |
40.55 |
|