NYMEX Light Sweet Crude Oil Future May 2016
Trading Metrics calculated at close of trading on 24-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2016 |
24-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
41.19 |
39.73 |
-1.46 |
-3.5% |
39.85 |
High |
41.34 |
39.77 |
-1.57 |
-3.8% |
42.49 |
Low |
39.67 |
38.33 |
-1.34 |
-3.4% |
37.71 |
Close |
39.79 |
39.46 |
-0.33 |
-0.8% |
41.14 |
Range |
1.67 |
1.44 |
-0.23 |
-13.8% |
4.78 |
ATR |
1.75 |
1.72 |
-0.02 |
-1.2% |
0.00 |
Volume |
492,003 |
495,168 |
3,165 |
0.6% |
1,964,731 |
|
Daily Pivots for day following 24-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
43.51 |
42.92 |
40.25 |
|
R3 |
42.07 |
41.48 |
39.86 |
|
R2 |
40.63 |
40.63 |
39.72 |
|
R1 |
40.04 |
40.04 |
39.59 |
39.62 |
PP |
39.19 |
39.19 |
39.19 |
38.97 |
S1 |
38.60 |
38.60 |
39.33 |
38.18 |
S2 |
37.75 |
37.75 |
39.20 |
|
S3 |
36.31 |
37.16 |
39.06 |
|
S4 |
34.87 |
35.72 |
38.67 |
|
|
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 |
38.33 |
4.16 |
10.5% |
1.42 |
3.6% |
27% |
False |
True |
520,384 |
10 |
42.49 |
37.71 |
4.78 |
12.1% |
1.48 |
3.7% |
37% |
False |
False |
414,930 |
20 |
42.49 |
34.22 |
8.27 |
21.0% |
1.59 |
4.0% |
63% |
False |
False |
317,171 |
40 |
42.49 |
30.67 |
11.82 |
30.0% |
1.88 |
4.8% |
74% |
False |
False |
225,777 |
60 |
42.49 |
29.85 |
12.64 |
32.0% |
1.92 |
4.9% |
76% |
False |
False |
167,469 |
80 |
46.46 |
29.85 |
16.61 |
42.1% |
1.77 |
4.5% |
58% |
False |
False |
131,311 |
100 |
51.63 |
29.85 |
21.78 |
55.2% |
1.69 |
4.3% |
44% |
False |
False |
107,763 |
120 |
53.22 |
29.85 |
23.37 |
59.2% |
1.63 |
4.1% |
41% |
False |
False |
91,323 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
45.89 |
2.618 |
43.54 |
1.618 |
42.10 |
1.000 |
41.21 |
0.618 |
40.66 |
HIGH |
39.77 |
0.618 |
39.22 |
0.500 |
39.05 |
0.382 |
38.88 |
LOW |
38.33 |
0.618 |
37.44 |
1.000 |
36.89 |
1.618 |
36.00 |
2.618 |
34.56 |
4.250 |
32.21 |
|
|
Fisher Pivots for day following 24-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
39.32 |
40.12 |
PP |
39.19 |
39.90 |
S1 |
39.05 |
39.68 |
|