NYMEX Light Sweet Crude Oil Future April 2016
Trading Metrics calculated at close of trading on 09-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2016 |
09-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
37.94 |
36.36 |
-1.58 |
-4.2% |
32.72 |
High |
38.39 |
38.51 |
0.12 |
0.3% |
36.34 |
Low |
36.12 |
36.24 |
0.12 |
0.3% |
32.32 |
Close |
36.50 |
38.29 |
1.79 |
4.9% |
35.92 |
Range |
2.27 |
2.27 |
0.00 |
0.0% |
4.02 |
ATR |
2.02 |
2.04 |
0.02 |
0.9% |
0.00 |
Volume |
706,933 |
740,632 |
33,699 |
4.8% |
2,767,780 |
|
Daily Pivots for day following 09-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
44.49 |
43.66 |
39.54 |
|
R3 |
42.22 |
41.39 |
38.91 |
|
R2 |
39.95 |
39.95 |
38.71 |
|
R1 |
39.12 |
39.12 |
38.50 |
39.54 |
PP |
37.68 |
37.68 |
37.68 |
37.89 |
S1 |
36.85 |
36.85 |
38.08 |
37.27 |
S2 |
35.41 |
35.41 |
37.87 |
|
S3 |
33.14 |
34.58 |
37.67 |
|
S4 |
30.87 |
32.31 |
37.04 |
|
|
Weekly Pivots for week ending 04-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
46.92 |
45.44 |
38.13 |
|
R3 |
42.90 |
41.42 |
37.03 |
|
R2 |
38.88 |
38.88 |
36.66 |
|
R1 |
37.40 |
37.40 |
36.29 |
38.14 |
PP |
34.86 |
34.86 |
34.86 |
35.23 |
S1 |
33.38 |
33.38 |
35.55 |
34.12 |
S2 |
30.84 |
30.84 |
35.18 |
|
S3 |
26.82 |
29.36 |
34.81 |
|
S4 |
22.80 |
25.34 |
33.71 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
38.51 |
34.19 |
4.32 |
11.3% |
1.93 |
5.0% |
95% |
True |
False |
649,737 |
10 |
38.51 |
31.07 |
7.44 |
19.4% |
1.88 |
4.9% |
97% |
True |
False |
618,338 |
20 |
38.51 |
28.74 |
9.77 |
25.5% |
1.99 |
5.2% |
98% |
True |
False |
554,254 |
40 |
38.51 |
28.74 |
9.77 |
25.5% |
2.15 |
5.6% |
98% |
True |
False |
367,924 |
60 |
41.01 |
28.74 |
12.27 |
32.0% |
1.93 |
5.0% |
78% |
False |
False |
261,446 |
80 |
46.78 |
28.74 |
18.04 |
47.1% |
1.83 |
4.8% |
53% |
False |
False |
203,414 |
100 |
51.29 |
28.74 |
22.55 |
58.9% |
1.73 |
4.5% |
42% |
False |
False |
165,882 |
120 |
53.35 |
28.74 |
24.61 |
64.3% |
1.70 |
4.4% |
39% |
False |
False |
139,882 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
48.16 |
2.618 |
44.45 |
1.618 |
42.18 |
1.000 |
40.78 |
0.618 |
39.91 |
HIGH |
38.51 |
0.618 |
37.64 |
0.500 |
37.38 |
0.382 |
37.11 |
LOW |
36.24 |
0.618 |
34.84 |
1.000 |
33.97 |
1.618 |
32.57 |
2.618 |
30.30 |
4.250 |
26.59 |
|
|
Fisher Pivots for day following 09-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
37.99 |
37.96 |
PP |
37.68 |
37.63 |
S1 |
37.38 |
37.30 |
|