NYMEX Light Sweet Crude Oil Future September 2016
Trading Metrics calculated at close of trading on 30-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2016 |
30-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
42.34 |
41.74 |
-0.60 |
-1.4% |
43.27 |
High |
42.34 |
42.90 |
0.56 |
1.3% |
44.28 |
Low |
41.04 |
41.54 |
0.50 |
1.2% |
41.50 |
Close |
41.40 |
41.74 |
0.34 |
0.8% |
42.44 |
Range |
1.30 |
1.36 |
0.06 |
4.6% |
2.78 |
ATR |
1.45 |
1.45 |
0.00 |
0.3% |
0.00 |
Volume |
18,473 |
21,811 |
3,338 |
18.1% |
106,548 |
|
Daily Pivots for day following 30-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
46.14 |
45.30 |
42.49 |
|
R3 |
44.78 |
43.94 |
42.11 |
|
R2 |
43.42 |
43.42 |
41.99 |
|
R1 |
42.58 |
42.58 |
41.86 |
42.42 |
PP |
42.06 |
42.06 |
42.06 |
41.98 |
S1 |
41.22 |
41.22 |
41.62 |
41.06 |
S2 |
40.70 |
40.70 |
41.49 |
|
S3 |
39.34 |
39.86 |
41.37 |
|
S4 |
37.98 |
38.50 |
40.99 |
|
|
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 |
43.88 |
41.04 |
2.84 |
6.8% |
1.28 |
3.1% |
25% |
False |
False |
19,729 |
10 |
44.35 |
41.04 |
3.31 |
7.9% |
1.25 |
3.0% |
21% |
False |
False |
28,229 |
20 |
44.35 |
38.62 |
5.73 |
13.7% |
1.34 |
3.2% |
54% |
False |
False |
28,816 |
40 |
44.35 |
34.69 |
9.66 |
23.1% |
1.54 |
3.7% |
73% |
False |
False |
27,192 |
60 |
44.35 |
32.85 |
11.50 |
27.6% |
1.64 |
3.9% |
77% |
False |
False |
23,115 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
48.68 |
2.618 |
46.46 |
1.618 |
45.10 |
1.000 |
44.26 |
0.618 |
43.74 |
HIGH |
42.90 |
0.618 |
42.38 |
0.500 |
42.22 |
0.382 |
42.06 |
LOW |
41.54 |
0.618 |
40.70 |
1.000 |
40.18 |
1.618 |
39.34 |
2.618 |
37.98 |
4.250 |
35.76 |
|
|
Fisher Pivots for day following 30-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
42.22 |
42.03 |
PP |
42.06 |
41.93 |
S1 |
41.90 |
41.84 |
|