NYMEX Light Sweet Crude Oil Future May 2016
Trading Metrics calculated at close of trading on 28-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2016 |
28-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
39.73 |
39.55 |
-0.18 |
-0.5% |
41.07 |
High |
39.77 |
40.14 |
0.37 |
0.9% |
41.90 |
Low |
38.33 |
38.86 |
0.53 |
1.4% |
38.33 |
Close |
39.46 |
39.39 |
-0.07 |
-0.2% |
39.46 |
Range |
1.44 |
1.28 |
-0.16 |
-11.1% |
3.57 |
ATR |
1.72 |
1.69 |
-0.03 |
-1.8% |
0.00 |
Volume |
495,168 |
299,775 |
-195,393 |
-39.5% |
1,930,201 |
|
Daily Pivots for day following 28-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
43.30 |
42.63 |
40.09 |
|
R3 |
42.02 |
41.35 |
39.74 |
|
R2 |
40.74 |
40.74 |
39.62 |
|
R1 |
40.07 |
40.07 |
39.51 |
39.77 |
PP |
39.46 |
39.46 |
39.46 |
39.31 |
S1 |
38.79 |
38.79 |
39.27 |
38.49 |
S2 |
38.18 |
38.18 |
39.16 |
|
S3 |
36.90 |
37.51 |
39.04 |
|
S4 |
35.62 |
36.23 |
38.69 |
|
|
Weekly Pivots for week ending 25-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
50.61 |
48.60 |
41.42 |
|
R3 |
47.04 |
45.03 |
40.44 |
|
R2 |
43.47 |
43.47 |
40.11 |
|
R1 |
41.46 |
41.46 |
39.79 |
40.68 |
PP |
39.90 |
39.90 |
39.90 |
39.51 |
S1 |
37.89 |
37.89 |
39.13 |
37.11 |
S2 |
36.33 |
36.33 |
38.81 |
|
S3 |
32.76 |
34.32 |
38.48 |
|
S4 |
29.19 |
30.75 |
37.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
41.90 |
38.33 |
3.57 |
9.1% |
1.38 |
3.5% |
30% |
False |
False |
445,995 |
10 |
42.49 |
37.71 |
4.78 |
12.1% |
1.51 |
3.8% |
35% |
False |
False |
419,470 |
20 |
42.49 |
34.22 |
8.27 |
21.0% |
1.56 |
4.0% |
63% |
False |
False |
324,667 |
40 |
42.49 |
30.67 |
11.82 |
30.0% |
1.84 |
4.7% |
74% |
False |
False |
230,863 |
60 |
42.49 |
29.85 |
12.64 |
32.1% |
1.92 |
4.9% |
75% |
False |
False |
172,280 |
80 |
46.00 |
29.85 |
16.15 |
41.0% |
1.78 |
4.5% |
59% |
False |
False |
134,844 |
100 |
51.63 |
29.85 |
21.78 |
55.3% |
1.69 |
4.3% |
44% |
False |
False |
110,667 |
120 |
53.22 |
29.85 |
23.37 |
59.3% |
1.62 |
4.1% |
41% |
False |
False |
93,753 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
45.58 |
2.618 |
43.49 |
1.618 |
42.21 |
1.000 |
41.42 |
0.618 |
40.93 |
HIGH |
40.14 |
0.618 |
39.65 |
0.500 |
39.50 |
0.382 |
39.35 |
LOW |
38.86 |
0.618 |
38.07 |
1.000 |
37.58 |
1.618 |
36.79 |
2.618 |
35.51 |
4.250 |
33.42 |
|
|
Fisher Pivots for day following 28-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
39.50 |
39.84 |
PP |
39.46 |
39.69 |
S1 |
39.43 |
39.54 |
|