NYMEX Light Sweet Crude Oil Future August 2016
Trading Metrics calculated at close of trading on 18-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2016 |
18-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
42.01 |
43.38 |
1.37 |
3.3% |
41.98 |
High |
43.48 |
44.09 |
0.61 |
1.4% |
44.09 |
Low |
42.01 |
42.93 |
0.92 |
2.2% |
39.97 |
Close |
43.42 |
43.11 |
-0.31 |
-0.7% |
43.11 |
Range |
1.47 |
1.16 |
-0.31 |
-21.1% |
4.12 |
ATR |
1.63 |
1.60 |
-0.03 |
-2.1% |
0.00 |
Volume |
26,970 |
35,611 |
8,641 |
32.0% |
127,478 |
|
Daily Pivots for day following 18-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
46.86 |
46.14 |
43.75 |
|
R3 |
45.70 |
44.98 |
43.43 |
|
R2 |
44.54 |
44.54 |
43.32 |
|
R1 |
43.82 |
43.82 |
43.22 |
43.60 |
PP |
43.38 |
43.38 |
43.38 |
43.27 |
S1 |
42.66 |
42.66 |
43.00 |
42.44 |
S2 |
42.22 |
42.22 |
42.90 |
|
S3 |
41.06 |
41.50 |
42.79 |
|
S4 |
39.90 |
40.34 |
42.47 |
|
|
Weekly Pivots for week ending 18-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
54.75 |
53.05 |
45.38 |
|
R3 |
50.63 |
48.93 |
44.24 |
|
R2 |
46.51 |
46.51 |
43.87 |
|
R1 |
44.81 |
44.81 |
43.49 |
45.66 |
PP |
42.39 |
42.39 |
42.39 |
42.82 |
S1 |
40.69 |
40.69 |
42.73 |
41.54 |
S2 |
38.27 |
38.27 |
42.35 |
|
S3 |
34.15 |
36.57 |
41.98 |
|
S4 |
30.03 |
32.45 |
40.84 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
44.09 |
39.97 |
4.12 |
9.6% |
1.35 |
3.1% |
76% |
True |
False |
25,495 |
10 |
44.09 |
39.97 |
4.12 |
9.6% |
1.46 |
3.4% |
76% |
True |
False |
26,676 |
20 |
44.09 |
35.52 |
8.57 |
19.9% |
1.51 |
3.5% |
89% |
True |
False |
24,191 |
40 |
44.09 |
33.98 |
10.11 |
23.5% |
1.73 |
4.0% |
90% |
True |
False |
21,401 |
60 |
44.09 |
32.22 |
11.87 |
27.5% |
1.63 |
3.8% |
92% |
True |
False |
16,485 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
49.02 |
2.618 |
47.13 |
1.618 |
45.97 |
1.000 |
45.25 |
0.618 |
44.81 |
HIGH |
44.09 |
0.618 |
43.65 |
0.500 |
43.51 |
0.382 |
43.37 |
LOW |
42.93 |
0.618 |
42.21 |
1.000 |
41.77 |
1.618 |
41.05 |
2.618 |
39.89 |
4.250 |
38.00 |
|
|
Fisher Pivots for day following 18-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
43.51 |
42.86 |
PP |
43.38 |
42.61 |
S1 |
43.24 |
42.37 |
|