NYMEX Light Sweet Crude Oil Future August 2016
Trading Metrics calculated at close of trading on 22-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2016 |
22-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
43.07 |
43.24 |
0.17 |
0.4% |
41.98 |
High |
43.61 |
43.90 |
0.29 |
0.7% |
44.09 |
Low |
42.47 |
42.86 |
0.39 |
0.9% |
39.97 |
Close |
43.48 |
43.66 |
0.18 |
0.4% |
43.11 |
Range |
1.14 |
1.04 |
-0.10 |
-8.8% |
4.12 |
ATR |
1.57 |
1.53 |
-0.04 |
-2.4% |
0.00 |
Volume |
18,537 |
28,231 |
9,694 |
52.3% |
127,478 |
|
Daily Pivots for day following 22-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
46.59 |
46.17 |
44.23 |
|
R3 |
45.55 |
45.13 |
43.95 |
|
R2 |
44.51 |
44.51 |
43.85 |
|
R1 |
44.09 |
44.09 |
43.76 |
44.30 |
PP |
43.47 |
43.47 |
43.47 |
43.58 |
S1 |
43.05 |
43.05 |
43.56 |
43.26 |
S2 |
42.43 |
42.43 |
43.47 |
|
S3 |
41.39 |
42.01 |
43.37 |
|
S4 |
40.35 |
40.97 |
43.09 |
|
|
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 |
40.64 |
3.45 |
7.9% |
1.26 |
2.9% |
88% |
False |
False |
27,072 |
10 |
44.09 |
39.97 |
4.12 |
9.4% |
1.28 |
2.9% |
90% |
False |
False |
26,477 |
20 |
44.09 |
35.52 |
8.57 |
19.6% |
1.45 |
3.3% |
95% |
False |
False |
24,382 |
40 |
44.09 |
33.98 |
10.11 |
23.2% |
1.66 |
3.8% |
96% |
False |
False |
21,861 |
60 |
44.09 |
32.22 |
11.87 |
27.2% |
1.64 |
3.8% |
96% |
False |
False |
17,109 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
48.32 |
2.618 |
46.62 |
1.618 |
45.58 |
1.000 |
44.94 |
0.618 |
44.54 |
HIGH |
43.90 |
0.618 |
43.50 |
0.500 |
43.38 |
0.382 |
43.26 |
LOW |
42.86 |
0.618 |
42.22 |
1.000 |
41.82 |
1.618 |
41.18 |
2.618 |
40.14 |
4.250 |
38.44 |
|
|
Fisher Pivots for day following 22-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
43.57 |
43.53 |
PP |
43.47 |
43.41 |
S1 |
43.38 |
43.28 |
|