NYMEX Light Sweet Crude Oil Future August 2016
Trading Metrics calculated at close of trading on 17-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2016 |
17-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
40.85 |
42.01 |
1.16 |
2.8% |
40.94 |
High |
42.14 |
43.48 |
1.34 |
3.2% |
42.92 |
Low |
40.64 |
42.01 |
1.37 |
3.4% |
40.76 |
Close |
42.01 |
43.42 |
1.41 |
3.4% |
42.20 |
Range |
1.50 |
1.47 |
-0.03 |
-2.0% |
2.16 |
ATR |
1.64 |
1.63 |
-0.01 |
-0.8% |
0.00 |
Volume |
26,012 |
26,970 |
958 |
3.7% |
139,291 |
|
Daily Pivots for day following 17-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
47.38 |
46.87 |
44.23 |
|
R3 |
45.91 |
45.40 |
43.82 |
|
R2 |
44.44 |
44.44 |
43.69 |
|
R1 |
43.93 |
43.93 |
43.55 |
44.19 |
PP |
42.97 |
42.97 |
42.97 |
43.10 |
S1 |
42.46 |
42.46 |
43.29 |
42.72 |
S2 |
41.50 |
41.50 |
43.15 |
|
S3 |
40.03 |
40.99 |
43.02 |
|
S4 |
38.56 |
39.52 |
42.61 |
|
|
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 |
43.48 |
39.97 |
3.51 |
8.1% |
1.29 |
3.0% |
98% |
True |
False |
24,525 |
10 |
43.48 |
38.89 |
4.59 |
10.6% |
1.53 |
3.5% |
99% |
True |
False |
24,674 |
20 |
43.48 |
35.52 |
7.96 |
18.3% |
1.52 |
3.5% |
99% |
True |
False |
23,152 |
40 |
43.48 |
32.60 |
10.88 |
25.1% |
1.76 |
4.0% |
99% |
True |
False |
20,787 |
60 |
43.48 |
32.22 |
11.26 |
25.9% |
1.63 |
3.7% |
99% |
True |
False |
15,964 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
49.73 |
2.618 |
47.33 |
1.618 |
45.86 |
1.000 |
44.95 |
0.618 |
44.39 |
HIGH |
43.48 |
0.618 |
42.92 |
0.500 |
42.75 |
0.382 |
42.57 |
LOW |
42.01 |
0.618 |
41.10 |
1.000 |
40.54 |
1.618 |
39.63 |
2.618 |
38.16 |
4.250 |
35.76 |
|
|
Fisher Pivots for day following 17-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
43.20 |
42.86 |
PP |
42.97 |
42.29 |
S1 |
42.75 |
41.73 |
|