NYMEX Light Sweet Crude Oil Future September 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 |
42.40 |
42.64 |
0.24 |
0.6% |
43.27 |
High |
42.69 |
43.02 |
0.33 |
0.8% |
44.28 |
Low |
41.50 |
41.75 |
0.25 |
0.6% |
41.50 |
Close |
42.44 |
42.26 |
-0.18 |
-0.4% |
42.44 |
Range |
1.19 |
1.27 |
0.08 |
6.7% |
2.78 |
ATR |
1.47 |
1.46 |
-0.01 |
-1.0% |
0.00 |
Volume |
24,578 |
8,487 |
-16,091 |
-65.5% |
106,548 |
|
Daily Pivots for day following 28-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
46.15 |
45.48 |
42.96 |
|
R3 |
44.88 |
44.21 |
42.61 |
|
R2 |
43.61 |
43.61 |
42.49 |
|
R1 |
42.94 |
42.94 |
42.38 |
42.64 |
PP |
42.34 |
42.34 |
42.34 |
42.20 |
S1 |
41.67 |
41.67 |
42.14 |
41.37 |
S2 |
41.07 |
41.07 |
42.03 |
|
S3 |
39.80 |
40.40 |
41.91 |
|
S4 |
38.53 |
39.13 |
41.56 |
|
|
Weekly Pivots for week ending 25-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
51.08 |
49.54 |
43.97 |
|
R3 |
48.30 |
46.76 |
43.20 |
|
R2 |
45.52 |
45.52 |
42.95 |
|
R1 |
43.98 |
43.98 |
42.69 |
43.36 |
PP |
42.74 |
42.74 |
42.74 |
42.43 |
S1 |
41.20 |
41.20 |
42.19 |
40.58 |
S2 |
39.96 |
39.96 |
41.93 |
|
S3 |
37.18 |
38.42 |
41.68 |
|
S4 |
34.40 |
35.64 |
40.91 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
44.28 |
41.50 |
2.78 |
6.6% |
1.17 |
2.8% |
27% |
False |
False |
23,007 |
10 |
44.35 |
40.44 |
3.91 |
9.3% |
1.24 |
2.9% |
47% |
False |
False |
28,522 |
20 |
44.35 |
37.78 |
6.57 |
15.5% |
1.33 |
3.1% |
68% |
False |
False |
29,433 |
40 |
44.35 |
34.69 |
9.66 |
22.9% |
1.55 |
3.7% |
78% |
False |
False |
27,534 |
60 |
44.35 |
32.85 |
11.50 |
27.2% |
1.63 |
3.9% |
82% |
False |
False |
22,612 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
48.42 |
2.618 |
46.34 |
1.618 |
45.07 |
1.000 |
44.29 |
0.618 |
43.80 |
HIGH |
43.02 |
0.618 |
42.53 |
0.500 |
42.39 |
0.382 |
42.24 |
LOW |
41.75 |
0.618 |
40.97 |
1.000 |
40.48 |
1.618 |
39.70 |
2.618 |
38.43 |
4.250 |
36.35 |
|
|
Fisher Pivots for day following 28-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
42.39 |
42.69 |
PP |
42.34 |
42.55 |
S1 |
42.30 |
42.40 |
|