NYMEX Light Sweet Crude Oil Future September 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 |
42.64 |
42.34 |
-0.30 |
-0.7% |
43.27 |
High |
43.02 |
42.34 |
-0.68 |
-1.6% |
44.28 |
Low |
41.75 |
41.04 |
-0.71 |
-1.7% |
41.50 |
Close |
42.26 |
41.40 |
-0.86 |
-2.0% |
42.44 |
Range |
1.27 |
1.30 |
0.03 |
2.4% |
2.78 |
ATR |
1.46 |
1.45 |
-0.01 |
-0.8% |
0.00 |
Volume |
8,487 |
18,473 |
9,986 |
117.7% |
106,548 |
|
Daily Pivots for day following 29-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
45.49 |
44.75 |
42.12 |
|
R3 |
44.19 |
43.45 |
41.76 |
|
R2 |
42.89 |
42.89 |
41.64 |
|
R1 |
42.15 |
42.15 |
41.52 |
41.87 |
PP |
41.59 |
41.59 |
41.59 |
41.46 |
S1 |
40.85 |
40.85 |
41.28 |
40.57 |
S2 |
40.29 |
40.29 |
41.16 |
|
S3 |
38.99 |
39.55 |
41.04 |
|
S4 |
37.69 |
38.25 |
40.69 |
|
|
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 |
41.04 |
3.24 |
7.8% |
1.21 |
2.9% |
11% |
False |
True |
20,955 |
10 |
44.35 |
40.44 |
3.91 |
9.4% |
1.24 |
3.0% |
25% |
False |
False |
28,275 |
20 |
44.35 |
38.62 |
5.73 |
13.8% |
1.32 |
3.2% |
49% |
False |
False |
29,252 |
40 |
44.35 |
34.69 |
9.66 |
23.3% |
1.54 |
3.7% |
69% |
False |
False |
27,330 |
60 |
44.35 |
32.85 |
11.50 |
27.8% |
1.64 |
4.0% |
74% |
False |
False |
22,851 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
47.87 |
2.618 |
45.74 |
1.618 |
44.44 |
1.000 |
43.64 |
0.618 |
43.14 |
HIGH |
42.34 |
0.618 |
41.84 |
0.500 |
41.69 |
0.382 |
41.54 |
LOW |
41.04 |
0.618 |
40.24 |
1.000 |
39.74 |
1.618 |
38.94 |
2.618 |
37.64 |
4.250 |
35.52 |
|
|
Fisher Pivots for day following 29-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
41.69 |
42.03 |
PP |
41.59 |
41.82 |
S1 |
41.50 |
41.61 |
|