NYMEX Light Sweet Crude Oil Future April 2016
Trading Metrics calculated at close of trading on 14-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2016 |
14-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
37.99 |
38.17 |
0.18 |
0.5% |
36.20 |
High |
39.02 |
38.77 |
-0.25 |
-0.6% |
39.02 |
Low |
37.92 |
36.68 |
-1.24 |
-3.3% |
36.09 |
Close |
38.50 |
37.18 |
-1.32 |
-3.4% |
38.50 |
Range |
1.10 |
2.09 |
0.99 |
90.0% |
2.93 |
ATR |
1.93 |
1.94 |
0.01 |
0.6% |
0.00 |
Volume |
564,791 |
489,938 |
-74,853 |
-13.3% |
3,423,661 |
|
Daily Pivots for day following 14-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
43.81 |
42.59 |
38.33 |
|
R3 |
41.72 |
40.50 |
37.75 |
|
R2 |
39.63 |
39.63 |
37.56 |
|
R1 |
38.41 |
38.41 |
37.37 |
37.98 |
PP |
37.54 |
37.54 |
37.54 |
37.33 |
S1 |
36.32 |
36.32 |
36.99 |
35.89 |
S2 |
35.45 |
35.45 |
36.80 |
|
S3 |
33.36 |
34.23 |
36.61 |
|
S4 |
31.27 |
32.14 |
36.03 |
|
|
Weekly Pivots for week ending 11-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
46.66 |
45.51 |
40.11 |
|
R3 |
43.73 |
42.58 |
39.31 |
|
R2 |
40.80 |
40.80 |
39.04 |
|
R1 |
39.65 |
39.65 |
38.77 |
40.23 |
PP |
37.87 |
37.87 |
37.87 |
38.16 |
S1 |
36.72 |
36.72 |
38.23 |
37.30 |
S2 |
34.94 |
34.94 |
37.96 |
|
S3 |
32.01 |
33.79 |
37.69 |
|
S4 |
29.08 |
30.86 |
36.89 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
39.02 |
36.12 |
2.90 |
7.8% |
1.80 |
4.8% |
37% |
False |
False |
640,745 |
10 |
39.02 |
33.37 |
5.65 |
15.2% |
1.71 |
4.6% |
67% |
False |
False |
616,891 |
20 |
39.02 |
30.56 |
8.46 |
22.8% |
1.95 |
5.2% |
78% |
False |
False |
576,758 |
40 |
39.02 |
28.74 |
10.28 |
27.6% |
2.13 |
5.7% |
82% |
False |
False |
403,315 |
60 |
40.50 |
28.74 |
11.76 |
31.6% |
1.92 |
5.2% |
72% |
False |
False |
288,031 |
80 |
46.78 |
28.74 |
18.04 |
48.5% |
1.82 |
4.9% |
47% |
False |
False |
224,462 |
100 |
51.29 |
28.74 |
22.55 |
60.7% |
1.74 |
4.7% |
37% |
False |
False |
183,085 |
120 |
53.35 |
28.74 |
24.61 |
66.2% |
1.70 |
4.6% |
34% |
False |
False |
154,342 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
47.65 |
2.618 |
44.24 |
1.618 |
42.15 |
1.000 |
40.86 |
0.618 |
40.06 |
HIGH |
38.77 |
0.618 |
37.97 |
0.500 |
37.73 |
0.382 |
37.48 |
LOW |
36.68 |
0.618 |
35.39 |
1.000 |
34.59 |
1.618 |
33.30 |
2.618 |
31.21 |
4.250 |
27.80 |
|
|
Fisher Pivots for day following 14-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
37.73 |
37.85 |
PP |
37.54 |
37.63 |
S1 |
37.36 |
37.40 |
|