NYMEX Light Sweet Crude Oil Future July 2016
Trading Metrics calculated at close of trading on 31-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2016 |
31-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
40.61 |
40.41 |
-0.20 |
-0.5% |
42.51 |
High |
41.86 |
41.29 |
-0.57 |
-1.4% |
43.50 |
Low |
40.35 |
39.91 |
-0.44 |
-1.1% |
40.34 |
Close |
40.55 |
40.69 |
0.14 |
0.3% |
41.41 |
Range |
1.51 |
1.38 |
-0.13 |
-8.6% |
3.16 |
ATR |
1.55 |
1.54 |
-0.01 |
-0.8% |
0.00 |
Volume |
45,099 |
57,712 |
12,613 |
28.0% |
199,044 |
|
Daily Pivots for day following 31-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
44.77 |
44.11 |
41.45 |
|
R3 |
43.39 |
42.73 |
41.07 |
|
R2 |
42.01 |
42.01 |
40.94 |
|
R1 |
41.35 |
41.35 |
40.82 |
41.68 |
PP |
40.63 |
40.63 |
40.63 |
40.80 |
S1 |
39.97 |
39.97 |
40.56 |
40.30 |
S2 |
39.25 |
39.25 |
40.44 |
|
S3 |
37.87 |
38.59 |
40.31 |
|
S4 |
36.49 |
37.21 |
39.93 |
|
|
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 |
42.03 |
39.91 |
2.12 |
5.2% |
1.38 |
3.4% |
37% |
False |
True |
42,471 |
10 |
43.69 |
39.91 |
3.78 |
9.3% |
1.34 |
3.3% |
21% |
False |
True |
46,564 |
20 |
43.69 |
37.69 |
6.00 |
14.7% |
1.45 |
3.6% |
50% |
False |
False |
42,520 |
40 |
43.69 |
33.14 |
10.55 |
25.9% |
1.67 |
4.1% |
72% |
False |
False |
39,516 |
60 |
43.69 |
31.61 |
12.08 |
29.7% |
1.78 |
4.4% |
75% |
False |
False |
33,615 |
80 |
46.84 |
31.61 |
15.23 |
37.4% |
1.64 |
4.0% |
60% |
False |
False |
27,612 |
100 |
50.42 |
31.61 |
18.81 |
46.2% |
1.55 |
3.8% |
48% |
False |
False |
23,174 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
47.16 |
2.618 |
44.90 |
1.618 |
43.52 |
1.000 |
42.67 |
0.618 |
42.14 |
HIGH |
41.29 |
0.618 |
40.76 |
0.500 |
40.60 |
0.382 |
40.44 |
LOW |
39.91 |
0.618 |
39.06 |
1.000 |
38.53 |
1.618 |
37.68 |
2.618 |
36.30 |
4.250 |
34.05 |
|
|
Fisher Pivots for day following 31-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
40.66 |
40.89 |
PP |
40.63 |
40.82 |
S1 |
40.60 |
40.76 |
|