NYMEX Light Sweet Crude Oil Future August 2016
Trading Metrics calculated at close of trading on 15-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2016 |
15-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
41.98 |
41.22 |
-0.76 |
-1.8% |
40.94 |
High |
42.12 |
41.26 |
-0.86 |
-2.0% |
42.92 |
Low |
40.77 |
39.97 |
-0.80 |
-2.0% |
40.76 |
Close |
41.07 |
40.33 |
-0.74 |
-1.8% |
42.20 |
Range |
1.35 |
1.29 |
-0.06 |
-4.4% |
2.16 |
ATR |
1.66 |
1.63 |
-0.03 |
-1.6% |
0.00 |
Volume |
19,318 |
19,567 |
249 |
1.3% |
139,291 |
|
Daily Pivots for day following 15-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
44.39 |
43.65 |
41.04 |
|
R3 |
43.10 |
42.36 |
40.68 |
|
R2 |
41.81 |
41.81 |
40.57 |
|
R1 |
41.07 |
41.07 |
40.45 |
40.80 |
PP |
40.52 |
40.52 |
40.52 |
40.38 |
S1 |
39.78 |
39.78 |
40.21 |
39.51 |
S2 |
39.23 |
39.23 |
40.09 |
|
S3 |
37.94 |
38.49 |
39.98 |
|
S4 |
36.65 |
37.20 |
39.62 |
|
|
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 |
42.68 |
39.97 |
2.71 |
6.7% |
1.29 |
3.2% |
13% |
False |
True |
25,883 |
10 |
42.92 |
38.00 |
4.92 |
12.2% |
1.45 |
3.6% |
47% |
False |
False |
24,408 |
20 |
42.92 |
35.52 |
7.40 |
18.3% |
1.58 |
3.9% |
65% |
False |
False |
22,093 |
40 |
42.92 |
32.22 |
10.70 |
26.5% |
1.76 |
4.4% |
76% |
False |
False |
20,129 |
60 |
43.12 |
32.22 |
10.90 |
27.0% |
1.60 |
4.0% |
74% |
False |
False |
15,199 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
46.74 |
2.618 |
44.64 |
1.618 |
43.35 |
1.000 |
42.55 |
0.618 |
42.06 |
HIGH |
41.26 |
0.618 |
40.77 |
0.500 |
40.62 |
0.382 |
40.46 |
LOW |
39.97 |
0.618 |
39.17 |
1.000 |
38.68 |
1.618 |
37.88 |
2.618 |
36.59 |
4.250 |
34.49 |
|
|
Fisher Pivots for day following 15-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
40.62 |
41.23 |
PP |
40.52 |
40.93 |
S1 |
40.43 |
40.63 |
|