NYMEX Light Sweet Crude Oil Future May 2016
Trading Metrics calculated at close of trading on 21-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2016 |
21-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
41.63 |
41.07 |
-0.56 |
-1.3% |
39.85 |
High |
42.49 |
41.80 |
-0.69 |
-1.6% |
42.49 |
Low |
41.02 |
40.41 |
-0.61 |
-1.5% |
37.71 |
Close |
41.14 |
41.52 |
0.38 |
0.9% |
41.14 |
Range |
1.47 |
1.39 |
-0.08 |
-5.4% |
4.78 |
ATR |
1.82 |
1.79 |
-0.03 |
-1.7% |
0.00 |
Volume |
671,720 |
479,337 |
-192,383 |
-28.6% |
1,964,731 |
|
Daily Pivots for day following 21-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
45.41 |
44.86 |
42.28 |
|
R3 |
44.02 |
43.47 |
41.90 |
|
R2 |
42.63 |
42.63 |
41.77 |
|
R1 |
42.08 |
42.08 |
41.65 |
42.36 |
PP |
41.24 |
41.24 |
41.24 |
41.38 |
S1 |
40.69 |
40.69 |
41.39 |
40.97 |
S2 |
39.85 |
39.85 |
41.27 |
|
S3 |
38.46 |
39.30 |
41.14 |
|
S4 |
37.07 |
37.91 |
40.76 |
|
|
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 |
11.5% |
1.54 |
3.7% |
80% |
False |
False |
442,907 |
10 |
42.49 |
37.71 |
4.78 |
11.5% |
1.62 |
3.9% |
80% |
False |
False |
363,671 |
20 |
42.49 |
32.42 |
10.07 |
24.3% |
1.70 |
4.1% |
90% |
False |
False |
266,969 |
40 |
42.49 |
30.67 |
11.82 |
28.5% |
1.98 |
4.8% |
92% |
False |
False |
195,861 |
60 |
42.49 |
29.85 |
12.64 |
30.4% |
1.91 |
4.6% |
92% |
False |
False |
144,133 |
80 |
47.45 |
29.85 |
17.60 |
42.4% |
1.77 |
4.3% |
66% |
False |
False |
113,732 |
100 |
51.63 |
29.85 |
21.78 |
52.5% |
1.70 |
4.1% |
54% |
False |
False |
93,567 |
120 |
53.22 |
29.85 |
23.37 |
56.3% |
1.62 |
3.9% |
50% |
False |
False |
79,351 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
47.71 |
2.618 |
45.44 |
1.618 |
44.05 |
1.000 |
43.19 |
0.618 |
42.66 |
HIGH |
41.80 |
0.618 |
41.27 |
0.500 |
41.11 |
0.382 |
40.94 |
LOW |
40.41 |
0.618 |
39.55 |
1.000 |
39.02 |
1.618 |
38.16 |
2.618 |
36.77 |
4.250 |
34.50 |
|
|
Fisher Pivots for day following 21-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
41.38 |
41.43 |
PP |
41.24 |
41.34 |
S1 |
41.11 |
41.25 |
|