NYMEX Light Sweet Crude Oil Future August 2016
Trading Metrics calculated at close of trading on 31-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2016 |
31-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
41.29 |
41.10 |
-0.19 |
-0.5% |
43.07 |
High |
42.43 |
41.94 |
-0.49 |
-1.2% |
43.90 |
Low |
41.00 |
40.65 |
-0.35 |
-0.9% |
41.00 |
Close |
41.20 |
41.36 |
0.16 |
0.4% |
41.98 |
Range |
1.43 |
1.29 |
-0.14 |
-9.8% |
2.90 |
ATR |
1.48 |
1.46 |
-0.01 |
-0.9% |
0.00 |
Volume |
23,860 |
24,690 |
830 |
3.5% |
88,874 |
|
Daily Pivots for day following 31-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
45.19 |
44.56 |
42.07 |
|
R3 |
43.90 |
43.27 |
41.71 |
|
R2 |
42.61 |
42.61 |
41.60 |
|
R1 |
41.98 |
41.98 |
41.48 |
42.30 |
PP |
41.32 |
41.32 |
41.32 |
41.47 |
S1 |
40.69 |
40.69 |
41.24 |
41.01 |
S2 |
40.03 |
40.03 |
41.12 |
|
S3 |
38.74 |
39.40 |
41.01 |
|
S4 |
37.45 |
38.11 |
40.65 |
|
|
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 |
42.49 |
40.55 |
1.94 |
4.7% |
1.29 |
3.1% |
42% |
False |
False |
19,385 |
10 |
44.09 |
40.55 |
3.54 |
8.6% |
1.26 |
3.0% |
23% |
False |
False |
22,752 |
20 |
44.09 |
38.31 |
5.78 |
14.0% |
1.37 |
3.3% |
53% |
False |
False |
23,892 |
40 |
44.09 |
33.98 |
10.11 |
24.4% |
1.56 |
3.8% |
73% |
False |
False |
22,313 |
60 |
44.09 |
32.22 |
11.87 |
28.7% |
1.65 |
4.0% |
77% |
False |
False |
18,795 |
80 |
47.24 |
32.22 |
15.02 |
36.3% |
1.53 |
3.7% |
61% |
False |
False |
15,797 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
47.42 |
2.618 |
45.32 |
1.618 |
44.03 |
1.000 |
43.23 |
0.618 |
42.74 |
HIGH |
41.94 |
0.618 |
41.45 |
0.500 |
41.30 |
0.382 |
41.14 |
LOW |
40.65 |
0.618 |
39.85 |
1.000 |
39.36 |
1.618 |
38.56 |
2.618 |
37.27 |
4.250 |
35.17 |
|
|
Fisher Pivots for day following 31-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
41.34 |
41.49 |
PP |
41.32 |
41.45 |
S1 |
41.30 |
41.40 |
|