NYMEX Light Sweet Crude Oil Future May 2016
Trading Metrics calculated at close of trading on 18-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2016 |
18-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
40.06 |
41.63 |
1.57 |
3.9% |
39.85 |
High |
41.71 |
42.49 |
0.78 |
1.9% |
42.49 |
Low |
40.00 |
41.02 |
1.02 |
2.6% |
37.71 |
Close |
41.66 |
41.14 |
-0.52 |
-1.2% |
41.14 |
Range |
1.71 |
1.47 |
-0.24 |
-14.0% |
4.78 |
ATR |
1.85 |
1.82 |
-0.03 |
-1.5% |
0.00 |
Volume |
442,919 |
671,720 |
228,801 |
51.7% |
1,964,731 |
|
Daily Pivots for day following 18-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
45.96 |
45.02 |
41.95 |
|
R3 |
44.49 |
43.55 |
41.54 |
|
R2 |
43.02 |
43.02 |
41.41 |
|
R1 |
42.08 |
42.08 |
41.27 |
41.82 |
PP |
41.55 |
41.55 |
41.55 |
41.42 |
S1 |
40.61 |
40.61 |
41.01 |
40.35 |
S2 |
40.08 |
40.08 |
40.87 |
|
S3 |
38.61 |
39.14 |
40.74 |
|
S4 |
37.14 |
37.67 |
40.33 |
|
|
Weekly Pivots for week ending 18-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
54.79 |
52.74 |
43.77 |
|
R3 |
50.01 |
47.96 |
42.45 |
|
R2 |
45.23 |
45.23 |
42.02 |
|
R1 |
43.18 |
43.18 |
41.58 |
44.21 |
PP |
40.45 |
40.45 |
40.45 |
40.96 |
S1 |
38.40 |
38.40 |
40.70 |
39.43 |
S2 |
35.67 |
35.67 |
40.26 |
|
S3 |
30.89 |
33.62 |
39.83 |
|
S4 |
26.11 |
28.84 |
38.51 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
42.49 |
37.71 |
4.78 |
11.6% |
1.64 |
4.0% |
72% |
True |
False |
392,946 |
10 |
42.49 |
37.71 |
4.78 |
11.6% |
1.68 |
4.1% |
72% |
True |
False |
344,723 |
20 |
42.49 |
32.42 |
10.07 |
24.5% |
1.73 |
4.2% |
87% |
True |
False |
250,975 |
40 |
42.49 |
30.67 |
11.82 |
28.7% |
2.02 |
4.9% |
89% |
True |
False |
185,741 |
60 |
42.49 |
29.85 |
12.64 |
30.7% |
1.89 |
4.6% |
89% |
True |
False |
136,501 |
80 |
47.45 |
29.85 |
17.60 |
42.8% |
1.78 |
4.3% |
64% |
False |
False |
108,024 |
100 |
51.63 |
29.85 |
21.78 |
52.9% |
1.70 |
4.1% |
52% |
False |
False |
88,825 |
120 |
53.22 |
29.85 |
23.37 |
56.8% |
1.62 |
3.9% |
48% |
False |
False |
75,403 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
48.74 |
2.618 |
46.34 |
1.618 |
44.87 |
1.000 |
43.96 |
0.618 |
43.40 |
HIGH |
42.49 |
0.618 |
41.93 |
0.500 |
41.76 |
0.382 |
41.58 |
LOW |
41.02 |
0.618 |
40.11 |
1.000 |
39.55 |
1.618 |
38.64 |
2.618 |
37.17 |
4.250 |
34.77 |
|
|
Fisher Pivots for day following 18-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
41.76 |
40.91 |
PP |
41.55 |
40.67 |
S1 |
41.35 |
40.44 |
|