NYMEX Light Sweet Crude Oil Future August 2016
Trading Metrics calculated at close of trading on 11-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2016 |
11-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
42.21 |
41.96 |
-0.25 |
-0.6% |
40.94 |
High |
42.42 |
42.49 |
0.07 |
0.2% |
42.92 |
Low |
41.27 |
41.66 |
0.39 |
0.9% |
40.76 |
Close |
41.60 |
42.20 |
0.60 |
1.4% |
42.20 |
Range |
1.15 |
0.83 |
-0.32 |
-27.8% |
2.16 |
ATR |
1.74 |
1.68 |
-0.06 |
-3.5% |
0.00 |
Volume |
34,810 |
30,762 |
-4,048 |
-11.6% |
139,291 |
|
Daily Pivots for day following 11-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
44.61 |
44.23 |
42.66 |
|
R3 |
43.78 |
43.40 |
42.43 |
|
R2 |
42.95 |
42.95 |
42.35 |
|
R1 |
42.57 |
42.57 |
42.28 |
42.76 |
PP |
42.12 |
42.12 |
42.12 |
42.21 |
S1 |
41.74 |
41.74 |
42.12 |
41.93 |
S2 |
41.29 |
41.29 |
42.05 |
|
S3 |
40.46 |
40.91 |
41.97 |
|
S4 |
39.63 |
40.08 |
41.74 |
|
|
Weekly Pivots for week ending 11-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
48.44 |
47.48 |
43.39 |
|
R3 |
46.28 |
45.32 |
42.79 |
|
R2 |
44.12 |
44.12 |
42.60 |
|
R1 |
43.16 |
43.16 |
42.40 |
43.64 |
PP |
41.96 |
41.96 |
41.96 |
42.20 |
S1 |
41.00 |
41.00 |
42.00 |
41.48 |
S2 |
39.80 |
39.80 |
41.80 |
|
S3 |
37.64 |
38.84 |
41.61 |
|
S4 |
35.48 |
36.68 |
41.01 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
42.92 |
40.76 |
2.16 |
5.1% |
1.57 |
3.7% |
67% |
False |
False |
27,858 |
10 |
42.92 |
37.15 |
5.77 |
13.7% |
1.45 |
3.4% |
88% |
False |
False |
24,777 |
20 |
42.92 |
35.07 |
7.85 |
18.6% |
1.70 |
4.0% |
91% |
False |
False |
21,932 |
40 |
42.92 |
32.22 |
10.70 |
25.4% |
1.77 |
4.2% |
93% |
False |
False |
19,597 |
60 |
43.24 |
32.22 |
11.02 |
26.1% |
1.60 |
3.8% |
91% |
False |
False |
14,669 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
46.02 |
2.618 |
44.66 |
1.618 |
43.83 |
1.000 |
43.32 |
0.618 |
43.00 |
HIGH |
42.49 |
0.618 |
42.17 |
0.500 |
42.08 |
0.382 |
41.98 |
LOW |
41.66 |
0.618 |
41.15 |
1.000 |
40.83 |
1.618 |
40.32 |
2.618 |
39.49 |
4.250 |
38.13 |
|
|
Fisher Pivots for day following 11-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
42.16 |
42.06 |
PP |
42.12 |
41.91 |
S1 |
42.08 |
41.77 |
|