NYMEX Light Sweet Crude Oil Future April 2016
Trading Metrics calculated at close of trading on 16-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2016 |
16-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
37.37 |
36.74 |
-0.63 |
-1.7% |
36.20 |
High |
37.40 |
38.63 |
1.23 |
3.3% |
39.02 |
Low |
35.96 |
36.61 |
0.65 |
1.8% |
36.09 |
Close |
36.34 |
38.46 |
2.12 |
5.8% |
38.50 |
Range |
1.44 |
2.02 |
0.58 |
40.3% |
2.93 |
ATR |
1.91 |
1.93 |
0.03 |
1.4% |
0.00 |
Volume |
446,100 |
494,174 |
48,074 |
10.8% |
3,423,661 |
|
Daily Pivots for day following 16-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
43.96 |
43.23 |
39.57 |
|
R3 |
41.94 |
41.21 |
39.02 |
|
R2 |
39.92 |
39.92 |
38.83 |
|
R1 |
39.19 |
39.19 |
38.65 |
39.56 |
PP |
37.90 |
37.90 |
37.90 |
38.08 |
S1 |
37.17 |
37.17 |
38.27 |
37.54 |
S2 |
35.88 |
35.88 |
38.09 |
|
S3 |
33.86 |
35.15 |
37.90 |
|
S4 |
31.84 |
33.13 |
37.35 |
|
|
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 |
35.96 |
3.06 |
8.0% |
1.58 |
4.1% |
82% |
False |
False |
539,287 |
10 |
39.02 |
34.19 |
4.83 |
12.6% |
1.76 |
4.6% |
88% |
False |
False |
594,512 |
20 |
39.02 |
30.56 |
8.46 |
22.0% |
1.82 |
4.7% |
93% |
False |
False |
576,774 |
40 |
39.02 |
28.74 |
10.28 |
26.7% |
2.11 |
5.5% |
95% |
False |
False |
421,751 |
60 |
40.50 |
28.74 |
11.76 |
30.6% |
1.93 |
5.0% |
83% |
False |
False |
301,990 |
80 |
46.78 |
28.74 |
18.04 |
46.9% |
1.83 |
4.8% |
54% |
False |
False |
235,753 |
100 |
51.29 |
28.74 |
22.55 |
58.6% |
1.75 |
4.6% |
43% |
False |
False |
192,183 |
120 |
53.35 |
28.74 |
24.61 |
64.0% |
1.70 |
4.4% |
39% |
False |
False |
162,009 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
47.22 |
2.618 |
43.92 |
1.618 |
41.90 |
1.000 |
40.65 |
0.618 |
39.88 |
HIGH |
38.63 |
0.618 |
37.86 |
0.500 |
37.62 |
0.382 |
37.38 |
LOW |
36.61 |
0.618 |
35.36 |
1.000 |
34.59 |
1.618 |
33.34 |
2.618 |
31.32 |
4.250 |
28.03 |
|
|
Fisher Pivots for day following 16-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
38.18 |
38.10 |
PP |
37.90 |
37.73 |
S1 |
37.62 |
37.37 |
|