NYMEX Light Sweet Crude Oil Future September 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 |
41.74 |
41.50 |
-0.24 |
-0.6% |
43.27 |
High |
42.90 |
42.44 |
-0.46 |
-1.1% |
44.28 |
Low |
41.54 |
41.14 |
-0.40 |
-1.0% |
41.50 |
Close |
41.74 |
41.90 |
0.16 |
0.4% |
42.44 |
Range |
1.36 |
1.30 |
-0.06 |
-4.4% |
2.78 |
ATR |
1.45 |
1.44 |
-0.01 |
-0.7% |
0.00 |
Volume |
21,811 |
27,171 |
5,360 |
24.6% |
106,548 |
|
Daily Pivots for day following 31-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
45.73 |
45.11 |
42.62 |
|
R3 |
44.43 |
43.81 |
42.26 |
|
R2 |
43.13 |
43.13 |
42.14 |
|
R1 |
42.51 |
42.51 |
42.02 |
42.82 |
PP |
41.83 |
41.83 |
41.83 |
41.98 |
S1 |
41.21 |
41.21 |
41.78 |
41.52 |
S2 |
40.53 |
40.53 |
41.66 |
|
S3 |
39.23 |
39.91 |
41.54 |
|
S4 |
37.93 |
38.61 |
41.19 |
|
|
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 |
43.02 |
41.04 |
1.98 |
4.7% |
1.28 |
3.1% |
43% |
False |
False |
20,104 |
10 |
44.35 |
41.04 |
3.31 |
7.9% |
1.24 |
2.9% |
26% |
False |
False |
27,232 |
20 |
44.35 |
38.82 |
5.53 |
13.2% |
1.34 |
3.2% |
56% |
False |
False |
28,529 |
40 |
44.35 |
34.69 |
9.66 |
23.1% |
1.53 |
3.7% |
75% |
False |
False |
27,283 |
60 |
44.35 |
32.85 |
11.50 |
27.4% |
1.63 |
3.9% |
79% |
False |
False |
23,367 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
47.97 |
2.618 |
45.84 |
1.618 |
44.54 |
1.000 |
43.74 |
0.618 |
43.24 |
HIGH |
42.44 |
0.618 |
41.94 |
0.500 |
41.79 |
0.382 |
41.64 |
LOW |
41.14 |
0.618 |
40.34 |
1.000 |
39.84 |
1.618 |
39.04 |
2.618 |
37.74 |
4.250 |
35.62 |
|
|
Fisher Pivots for day following 31-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
41.86 |
41.97 |
PP |
41.83 |
41.95 |
S1 |
41.79 |
41.92 |
|