NYMEX Light Sweet Crude Oil Future April 2016
Trading Metrics calculated at close of trading on 10-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2016 |
10-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
36.36 |
38.17 |
1.81 |
5.0% |
32.72 |
High |
38.51 |
38.48 |
-0.03 |
-0.1% |
36.34 |
Low |
36.24 |
37.21 |
0.97 |
2.7% |
32.32 |
Close |
38.29 |
37.84 |
-0.45 |
-1.2% |
35.92 |
Range |
2.27 |
1.27 |
-1.00 |
-44.1% |
4.02 |
ATR |
2.04 |
1.99 |
-0.06 |
-2.7% |
0.00 |
Volume |
740,632 |
701,435 |
-39,197 |
-5.3% |
2,767,780 |
|
Daily Pivots for day following 10-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
41.65 |
41.02 |
38.54 |
|
R3 |
40.38 |
39.75 |
38.19 |
|
R2 |
39.11 |
39.11 |
38.07 |
|
R1 |
38.48 |
38.48 |
37.96 |
38.16 |
PP |
37.84 |
37.84 |
37.84 |
37.69 |
S1 |
37.21 |
37.21 |
37.72 |
36.89 |
S2 |
36.57 |
36.57 |
37.61 |
|
S3 |
35.30 |
35.94 |
37.49 |
|
S4 |
34.03 |
34.67 |
37.14 |
|
|
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 |
34.40 |
4.11 |
10.9% |
1.95 |
5.2% |
84% |
False |
False |
687,432 |
10 |
38.51 |
32.32 |
6.19 |
16.4% |
1.76 |
4.7% |
89% |
False |
False |
627,294 |
20 |
38.51 |
28.74 |
9.77 |
25.8% |
1.97 |
5.2% |
93% |
False |
False |
567,203 |
40 |
38.51 |
28.74 |
9.77 |
25.8% |
2.12 |
5.6% |
93% |
False |
False |
383,605 |
60 |
41.01 |
28.74 |
12.27 |
32.4% |
1.93 |
5.1% |
74% |
False |
False |
272,263 |
80 |
46.78 |
28.74 |
18.04 |
47.7% |
1.82 |
4.8% |
50% |
False |
False |
211,882 |
100 |
51.29 |
28.74 |
22.55 |
59.6% |
1.73 |
4.6% |
40% |
False |
False |
172,772 |
120 |
53.35 |
28.74 |
24.61 |
65.0% |
1.70 |
4.5% |
37% |
False |
False |
145,645 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
43.88 |
2.618 |
41.80 |
1.618 |
40.53 |
1.000 |
39.75 |
0.618 |
39.26 |
HIGH |
38.48 |
0.618 |
37.99 |
0.500 |
37.85 |
0.382 |
37.70 |
LOW |
37.21 |
0.618 |
36.43 |
1.000 |
35.94 |
1.618 |
35.16 |
2.618 |
33.89 |
4.250 |
31.81 |
|
|
Fisher Pivots for day following 10-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
37.85 |
37.67 |
PP |
37.84 |
37.49 |
S1 |
37.84 |
37.32 |
|