NYMEX Light Sweet Crude Oil Future April 2016
Trading Metrics calculated at close of trading on 17-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2016 |
17-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
36.74 |
38.59 |
1.85 |
5.0% |
36.20 |
High |
38.63 |
40.36 |
1.73 |
4.5% |
39.02 |
Low |
36.61 |
38.47 |
1.86 |
5.1% |
36.09 |
Close |
38.46 |
40.20 |
1.74 |
4.5% |
38.50 |
Range |
2.02 |
1.89 |
-0.13 |
-6.4% |
2.93 |
ATR |
1.93 |
1.93 |
0.00 |
-0.1% |
0.00 |
Volume |
494,174 |
298,013 |
-196,161 |
-39.7% |
3,423,661 |
|
Daily Pivots for day following 17-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
45.35 |
44.66 |
41.24 |
|
R3 |
43.46 |
42.77 |
40.72 |
|
R2 |
41.57 |
41.57 |
40.55 |
|
R1 |
40.88 |
40.88 |
40.37 |
41.23 |
PP |
39.68 |
39.68 |
39.68 |
39.85 |
S1 |
38.99 |
38.99 |
40.03 |
39.34 |
S2 |
37.79 |
37.79 |
39.85 |
|
S3 |
35.90 |
37.10 |
39.68 |
|
S4 |
34.01 |
35.21 |
39.16 |
|
|
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 |
40.36 |
35.96 |
4.40 |
10.9% |
1.71 |
4.2% |
96% |
True |
False |
458,603 |
10 |
40.36 |
34.40 |
5.96 |
14.8% |
1.83 |
4.6% |
97% |
True |
False |
573,017 |
20 |
40.36 |
30.56 |
9.80 |
24.4% |
1.83 |
4.6% |
98% |
True |
False |
570,068 |
40 |
40.36 |
28.74 |
11.62 |
28.9% |
2.11 |
5.2% |
99% |
True |
False |
425,137 |
60 |
40.50 |
28.74 |
11.76 |
29.3% |
1.95 |
4.8% |
97% |
False |
False |
306,518 |
80 |
46.78 |
28.74 |
18.04 |
44.9% |
1.84 |
4.6% |
64% |
False |
False |
239,174 |
100 |
51.29 |
28.74 |
22.55 |
56.1% |
1.76 |
4.4% |
51% |
False |
False |
194,984 |
120 |
53.35 |
28.74 |
24.61 |
61.2% |
1.70 |
4.2% |
47% |
False |
False |
164,400 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
48.39 |
2.618 |
45.31 |
1.618 |
43.42 |
1.000 |
42.25 |
0.618 |
41.53 |
HIGH |
40.36 |
0.618 |
39.64 |
0.500 |
39.42 |
0.382 |
39.19 |
LOW |
38.47 |
0.618 |
37.30 |
1.000 |
36.58 |
1.618 |
35.41 |
2.618 |
33.52 |
4.250 |
30.44 |
|
|
Fisher Pivots for day following 17-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
39.94 |
39.52 |
PP |
39.68 |
38.84 |
S1 |
39.42 |
38.16 |
|