NYMEX Light Sweet Crude Oil Future August 2016
Trading Metrics calculated at close of trading on 28-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2016 |
28-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
41.98 |
42.07 |
0.09 |
0.2% |
43.07 |
High |
42.22 |
42.49 |
0.27 |
0.6% |
43.90 |
Low |
41.00 |
41.30 |
0.30 |
0.7% |
41.00 |
Close |
41.98 |
41.82 |
-0.16 |
-0.4% |
41.98 |
Range |
1.22 |
1.19 |
-0.03 |
-2.5% |
2.90 |
ATR |
1.51 |
1.48 |
-0.02 |
-1.5% |
0.00 |
Volume |
20,861 |
9,319 |
-11,542 |
-55.3% |
88,874 |
|
Daily Pivots for day following 28-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
45.44 |
44.82 |
42.47 |
|
R3 |
44.25 |
43.63 |
42.15 |
|
R2 |
43.06 |
43.06 |
42.04 |
|
R1 |
42.44 |
42.44 |
41.93 |
42.16 |
PP |
41.87 |
41.87 |
41.87 |
41.73 |
S1 |
41.25 |
41.25 |
41.71 |
40.97 |
S2 |
40.68 |
40.68 |
41.60 |
|
S3 |
39.49 |
40.06 |
41.49 |
|
S4 |
38.30 |
38.87 |
41.17 |
|
|
Weekly Pivots for week ending 25-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
50.99 |
49.39 |
43.58 |
|
R3 |
48.09 |
46.49 |
42.78 |
|
R2 |
45.19 |
45.19 |
42.51 |
|
R1 |
43.59 |
43.59 |
42.25 |
42.94 |
PP |
42.29 |
42.29 |
42.29 |
41.97 |
S1 |
40.69 |
40.69 |
41.71 |
40.04 |
S2 |
39.39 |
39.39 |
41.45 |
|
S3 |
36.49 |
37.79 |
41.18 |
|
S4 |
33.59 |
34.89 |
40.39 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
43.90 |
41.00 |
2.90 |
6.9% |
1.18 |
2.8% |
28% |
False |
False |
19,638 |
10 |
44.09 |
39.97 |
4.12 |
9.9% |
1.27 |
3.0% |
45% |
False |
False |
22,567 |
20 |
44.09 |
37.15 |
6.94 |
16.6% |
1.36 |
3.2% |
67% |
False |
False |
23,672 |
40 |
44.09 |
33.98 |
10.11 |
24.2% |
1.57 |
3.8% |
78% |
False |
False |
22,176 |
60 |
44.09 |
32.22 |
11.87 |
28.4% |
1.64 |
3.9% |
81% |
False |
False |
17,884 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
47.55 |
2.618 |
45.61 |
1.618 |
44.42 |
1.000 |
43.68 |
0.618 |
43.23 |
HIGH |
42.49 |
0.618 |
42.04 |
0.500 |
41.90 |
0.382 |
41.75 |
LOW |
41.30 |
0.618 |
40.56 |
1.000 |
40.11 |
1.618 |
39.37 |
2.618 |
38.18 |
4.250 |
36.24 |
|
|
Fisher Pivots for day following 28-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
41.90 |
42.21 |
PP |
41.87 |
42.08 |
S1 |
41.85 |
41.95 |
|