NYMEX Light Sweet Crude Oil Future May 2016
Trading Metrics calculated at close of trading on 11-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2016 |
11-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
39.95 |
39.61 |
-0.34 |
-0.9% |
38.00 |
High |
40.16 |
40.48 |
0.32 |
0.8% |
40.48 |
Low |
38.91 |
39.53 |
0.62 |
1.6% |
38.00 |
Close |
39.40 |
40.09 |
0.69 |
1.8% |
40.09 |
Range |
1.25 |
0.95 |
-0.30 |
-24.0% |
2.48 |
ATR |
1.94 |
1.88 |
-0.06 |
-3.2% |
0.00 |
Volume |
315,942 |
254,376 |
-61,566 |
-19.5% |
1,482,505 |
|
Daily Pivots for day following 11-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
42.88 |
42.44 |
40.61 |
|
R3 |
41.93 |
41.49 |
40.35 |
|
R2 |
40.98 |
40.98 |
40.26 |
|
R1 |
40.54 |
40.54 |
40.18 |
40.76 |
PP |
40.03 |
40.03 |
40.03 |
40.15 |
S1 |
39.59 |
39.59 |
40.00 |
39.81 |
S2 |
39.08 |
39.08 |
39.92 |
|
S3 |
38.13 |
38.64 |
39.83 |
|
S4 |
37.18 |
37.69 |
39.57 |
|
|
Weekly Pivots for week ending 11-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
46.96 |
46.01 |
41.45 |
|
R3 |
44.48 |
43.53 |
40.77 |
|
R2 |
42.00 |
42.00 |
40.54 |
|
R1 |
41.05 |
41.05 |
40.32 |
41.53 |
PP |
39.52 |
39.52 |
39.52 |
39.76 |
S1 |
38.57 |
38.57 |
39.86 |
39.05 |
S2 |
37.04 |
37.04 |
39.64 |
|
S3 |
34.56 |
36.09 |
39.41 |
|
S4 |
32.08 |
33.61 |
38.73 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
40.48 |
38.00 |
2.48 |
6.2% |
1.72 |
4.3% |
84% |
True |
False |
296,501 |
10 |
40.48 |
34.22 |
6.26 |
15.6% |
1.61 |
4.0% |
94% |
True |
False |
229,864 |
20 |
40.48 |
31.71 |
8.77 |
21.9% |
1.90 |
4.7% |
96% |
True |
False |
188,455 |
40 |
40.48 |
29.85 |
10.63 |
26.5% |
2.06 |
5.1% |
96% |
True |
False |
145,274 |
60 |
41.66 |
29.85 |
11.81 |
29.5% |
1.86 |
4.6% |
87% |
False |
False |
105,506 |
80 |
47.45 |
29.85 |
17.60 |
43.9% |
1.75 |
4.4% |
58% |
False |
False |
84,351 |
100 |
51.63 |
29.85 |
21.78 |
54.3% |
1.66 |
4.1% |
47% |
False |
False |
69,594 |
120 |
53.22 |
29.85 |
23.37 |
58.3% |
1.61 |
4.0% |
44% |
False |
False |
59,251 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
44.52 |
2.618 |
42.97 |
1.618 |
42.02 |
1.000 |
41.43 |
0.618 |
41.07 |
HIGH |
40.48 |
0.618 |
40.12 |
0.500 |
40.01 |
0.382 |
39.89 |
LOW |
39.53 |
0.618 |
38.94 |
1.000 |
38.58 |
1.618 |
37.99 |
2.618 |
37.04 |
4.250 |
35.49 |
|
|
Fisher Pivots for day following 11-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
40.06 |
39.83 |
PP |
40.03 |
39.57 |
S1 |
40.01 |
39.32 |
|