NYMEX Light Sweet Crude Oil Future August 2016
Trading Metrics calculated at close of trading on 16-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2016 |
16-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
41.22 |
40.85 |
-0.37 |
-0.9% |
40.94 |
High |
41.26 |
42.14 |
0.88 |
2.1% |
42.92 |
Low |
39.97 |
40.64 |
0.67 |
1.7% |
40.76 |
Close |
40.33 |
42.01 |
1.68 |
4.2% |
42.20 |
Range |
1.29 |
1.50 |
0.21 |
16.3% |
2.16 |
ATR |
1.63 |
1.64 |
0.01 |
0.8% |
0.00 |
Volume |
19,567 |
26,012 |
6,445 |
32.9% |
139,291 |
|
Daily Pivots for day following 16-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
46.10 |
45.55 |
42.84 |
|
R3 |
44.60 |
44.05 |
42.42 |
|
R2 |
43.10 |
43.10 |
42.29 |
|
R1 |
42.55 |
42.55 |
42.15 |
42.83 |
PP |
41.60 |
41.60 |
41.60 |
41.73 |
S1 |
41.05 |
41.05 |
41.87 |
41.33 |
S2 |
40.10 |
40.10 |
41.74 |
|
S3 |
38.60 |
39.55 |
41.60 |
|
S4 |
37.10 |
38.05 |
41.19 |
|
|
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 |
42.49 |
39.97 |
2.52 |
6.0% |
1.22 |
2.9% |
81% |
False |
False |
26,093 |
10 |
42.92 |
38.31 |
4.61 |
11.0% |
1.48 |
3.5% |
80% |
False |
False |
25,031 |
20 |
42.92 |
35.52 |
7.40 |
17.6% |
1.54 |
3.7% |
88% |
False |
False |
22,493 |
40 |
42.92 |
32.22 |
10.70 |
25.5% |
1.76 |
4.2% |
91% |
False |
False |
20,445 |
60 |
43.12 |
32.22 |
10.90 |
25.9% |
1.62 |
3.8% |
90% |
False |
False |
15,561 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
48.52 |
2.618 |
46.07 |
1.618 |
44.57 |
1.000 |
43.64 |
0.618 |
43.07 |
HIGH |
42.14 |
0.618 |
41.57 |
0.500 |
41.39 |
0.382 |
41.21 |
LOW |
40.64 |
0.618 |
39.71 |
1.000 |
39.14 |
1.618 |
38.21 |
2.618 |
36.71 |
4.250 |
34.27 |
|
|
Fisher Pivots for day following 16-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
41.80 |
41.69 |
PP |
41.60 |
41.37 |
S1 |
41.39 |
41.06 |
|