NYMEX Light Sweet Crude Oil Future August 2016
Trading Metrics calculated at close of trading on 29-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2016 |
29-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
42.07 |
41.88 |
-0.19 |
-0.5% |
43.07 |
High |
42.49 |
41.88 |
-0.61 |
-1.4% |
43.90 |
Low |
41.30 |
40.55 |
-0.75 |
-1.8% |
41.00 |
Close |
41.82 |
40.91 |
-0.91 |
-2.2% |
41.98 |
Range |
1.19 |
1.33 |
0.14 |
11.8% |
2.90 |
ATR |
1.48 |
1.47 |
-0.01 |
-0.7% |
0.00 |
Volume |
9,319 |
18,199 |
8,880 |
95.3% |
88,874 |
|
Daily Pivots for day following 29-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
45.10 |
44.34 |
41.64 |
|
R3 |
43.77 |
43.01 |
41.28 |
|
R2 |
42.44 |
42.44 |
41.15 |
|
R1 |
41.68 |
41.68 |
41.03 |
41.40 |
PP |
41.11 |
41.11 |
41.11 |
40.97 |
S1 |
40.35 |
40.35 |
40.79 |
40.07 |
S2 |
39.78 |
39.78 |
40.67 |
|
S3 |
38.45 |
39.02 |
40.54 |
|
S4 |
37.12 |
37.69 |
40.18 |
|
|
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 |
40.55 |
3.35 |
8.2% |
1.21 |
3.0% |
11% |
False |
True |
19,571 |
10 |
44.09 |
39.97 |
4.12 |
10.1% |
1.26 |
3.1% |
23% |
False |
False |
22,455 |
20 |
44.09 |
38.00 |
6.09 |
14.9% |
1.35 |
3.3% |
48% |
False |
False |
23,735 |
40 |
44.09 |
33.98 |
10.11 |
24.7% |
1.57 |
3.8% |
69% |
False |
False |
22,218 |
60 |
44.09 |
32.22 |
11.87 |
29.0% |
1.66 |
4.1% |
73% |
False |
False |
18,157 |
80 |
47.24 |
32.22 |
15.02 |
36.7% |
1.52 |
3.7% |
58% |
False |
False |
15,303 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
47.53 |
2.618 |
45.36 |
1.618 |
44.03 |
1.000 |
43.21 |
0.618 |
42.70 |
HIGH |
41.88 |
0.618 |
41.37 |
0.500 |
41.22 |
0.382 |
41.06 |
LOW |
40.55 |
0.618 |
39.73 |
1.000 |
39.22 |
1.618 |
38.40 |
2.618 |
37.07 |
4.250 |
34.90 |
|
|
Fisher Pivots for day following 29-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
41.22 |
41.52 |
PP |
41.11 |
41.32 |
S1 |
41.01 |
41.11 |
|