NYMEX Light Sweet Crude Oil Future May 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 |
38.48 |
40.06 |
1.58 |
4.1% |
38.00 |
High |
40.14 |
41.71 |
1.57 |
3.9% |
40.48 |
Low |
38.39 |
40.00 |
1.61 |
4.2% |
38.00 |
Close |
40.00 |
41.66 |
1.66 |
4.2% |
40.09 |
Range |
1.75 |
1.71 |
-0.04 |
-2.3% |
2.48 |
ATR |
1.86 |
1.85 |
-0.01 |
-0.6% |
0.00 |
Volume |
374,538 |
442,919 |
68,381 |
18.3% |
1,482,505 |
|
Daily Pivots for day following 17-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
46.25 |
45.67 |
42.60 |
|
R3 |
44.54 |
43.96 |
42.13 |
|
R2 |
42.83 |
42.83 |
41.97 |
|
R1 |
42.25 |
42.25 |
41.82 |
42.54 |
PP |
41.12 |
41.12 |
41.12 |
41.27 |
S1 |
40.54 |
40.54 |
41.50 |
40.83 |
S2 |
39.41 |
39.41 |
41.35 |
|
S3 |
37.70 |
38.83 |
41.19 |
|
S4 |
35.99 |
37.12 |
40.72 |
|
|
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 |
41.71 |
37.71 |
4.00 |
9.6% |
1.53 |
3.7% |
99% |
True |
False |
309,477 |
10 |
41.71 |
36.19 |
5.52 |
13.3% |
1.73 |
4.1% |
99% |
True |
False |
292,722 |
20 |
41.71 |
32.42 |
9.29 |
22.3% |
1.74 |
4.2% |
99% |
True |
False |
223,082 |
40 |
41.71 |
30.35 |
11.36 |
27.3% |
2.04 |
4.9% |
100% |
True |
False |
170,756 |
60 |
41.71 |
29.85 |
11.86 |
28.5% |
1.88 |
4.5% |
100% |
True |
False |
125,585 |
80 |
47.45 |
29.85 |
17.60 |
42.2% |
1.78 |
4.3% |
67% |
False |
False |
99,862 |
100 |
51.63 |
29.85 |
21.78 |
52.3% |
1.69 |
4.1% |
54% |
False |
False |
82,185 |
120 |
53.22 |
29.85 |
23.37 |
56.1% |
1.62 |
3.9% |
51% |
False |
False |
69,855 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
48.98 |
2.618 |
46.19 |
1.618 |
44.48 |
1.000 |
43.42 |
0.618 |
42.77 |
HIGH |
41.71 |
0.618 |
41.06 |
0.500 |
40.86 |
0.382 |
40.65 |
LOW |
40.00 |
0.618 |
38.94 |
1.000 |
38.29 |
1.618 |
37.23 |
2.618 |
35.52 |
4.250 |
32.73 |
|
|
Fisher Pivots for day following 17-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
41.39 |
41.01 |
PP |
41.12 |
40.36 |
S1 |
40.86 |
39.71 |
|