NYMEX Light Sweet Crude Oil Future August 2016
Trading Metrics calculated at close of trading on 14-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2016 |
14-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
41.96 |
41.98 |
0.02 |
0.0% |
40.94 |
High |
42.49 |
42.12 |
-0.37 |
-0.9% |
42.92 |
Low |
41.66 |
40.77 |
-0.89 |
-2.1% |
40.76 |
Close |
42.20 |
41.07 |
-1.13 |
-2.7% |
42.20 |
Range |
0.83 |
1.35 |
0.52 |
62.7% |
2.16 |
ATR |
1.68 |
1.66 |
-0.02 |
-1.0% |
0.00 |
Volume |
30,762 |
19,318 |
-11,444 |
-37.2% |
139,291 |
|
Daily Pivots for day following 14-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
45.37 |
44.57 |
41.81 |
|
R3 |
44.02 |
43.22 |
41.44 |
|
R2 |
42.67 |
42.67 |
41.32 |
|
R1 |
41.87 |
41.87 |
41.19 |
41.60 |
PP |
41.32 |
41.32 |
41.32 |
41.18 |
S1 |
40.52 |
40.52 |
40.95 |
40.25 |
S2 |
39.97 |
39.97 |
40.82 |
|
S3 |
38.62 |
39.17 |
40.70 |
|
S4 |
37.27 |
37.82 |
40.33 |
|
|
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 |
5.3% |
1.46 |
3.6% |
14% |
False |
False |
26,450 |
10 |
42.92 |
38.00 |
4.92 |
12.0% |
1.43 |
3.5% |
62% |
False |
False |
25,015 |
20 |
42.92 |
35.52 |
7.40 |
18.0% |
1.66 |
4.1% |
75% |
False |
False |
22,053 |
40 |
42.92 |
32.22 |
10.70 |
26.1% |
1.77 |
4.3% |
83% |
False |
False |
19,768 |
60 |
43.12 |
32.22 |
10.90 |
26.5% |
1.60 |
3.9% |
81% |
False |
False |
14,931 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
47.86 |
2.618 |
45.65 |
1.618 |
44.30 |
1.000 |
43.47 |
0.618 |
42.95 |
HIGH |
42.12 |
0.618 |
41.60 |
0.500 |
41.45 |
0.382 |
41.29 |
LOW |
40.77 |
0.618 |
39.94 |
1.000 |
39.42 |
1.618 |
38.59 |
2.618 |
37.24 |
4.250 |
35.03 |
|
|
Fisher Pivots for day following 14-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
41.45 |
41.63 |
PP |
41.32 |
41.44 |
S1 |
41.20 |
41.26 |
|