NYMEX Light Sweet Crude Oil Future May 2016
Trading Metrics calculated at close of trading on 29-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2016 |
29-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
39.55 |
39.32 |
-0.23 |
-0.6% |
41.07 |
High |
40.14 |
39.48 |
-0.66 |
-1.6% |
41.90 |
Low |
38.86 |
37.91 |
-0.95 |
-2.4% |
38.33 |
Close |
39.39 |
38.28 |
-1.11 |
-2.8% |
39.46 |
Range |
1.28 |
1.57 |
0.29 |
22.7% |
3.57 |
ATR |
1.69 |
1.68 |
-0.01 |
-0.5% |
0.00 |
Volume |
299,775 |
488,032 |
188,257 |
62.8% |
1,930,201 |
|
Daily Pivots for day following 29-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
43.27 |
42.34 |
39.14 |
|
R3 |
41.70 |
40.77 |
38.71 |
|
R2 |
40.13 |
40.13 |
38.57 |
|
R1 |
39.20 |
39.20 |
38.42 |
38.88 |
PP |
38.56 |
38.56 |
38.56 |
38.40 |
S1 |
37.63 |
37.63 |
38.14 |
37.31 |
S2 |
36.99 |
36.99 |
37.99 |
|
S3 |
35.42 |
36.06 |
37.85 |
|
S4 |
33.85 |
34.49 |
37.42 |
|
|
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 |
37.91 |
3.99 |
10.4% |
1.42 |
3.7% |
9% |
False |
True |
447,734 |
10 |
42.49 |
37.71 |
4.78 |
12.5% |
1.48 |
3.9% |
12% |
False |
False |
445,320 |
20 |
42.49 |
35.18 |
7.31 |
19.1% |
1.56 |
4.1% |
42% |
False |
False |
342,457 |
40 |
42.49 |
30.67 |
11.82 |
30.9% |
1.84 |
4.8% |
64% |
False |
False |
240,909 |
60 |
42.49 |
29.85 |
12.64 |
33.0% |
1.93 |
5.0% |
67% |
False |
False |
180,229 |
80 |
46.00 |
29.85 |
16.15 |
42.2% |
1.78 |
4.7% |
52% |
False |
False |
140,775 |
100 |
51.63 |
29.85 |
21.78 |
56.9% |
1.70 |
4.4% |
39% |
False |
False |
115,474 |
120 |
53.22 |
29.85 |
23.37 |
61.1% |
1.63 |
4.3% |
36% |
False |
False |
97,780 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
46.15 |
2.618 |
43.59 |
1.618 |
42.02 |
1.000 |
41.05 |
0.618 |
40.45 |
HIGH |
39.48 |
0.618 |
38.88 |
0.500 |
38.70 |
0.382 |
38.51 |
LOW |
37.91 |
0.618 |
36.94 |
1.000 |
36.34 |
1.618 |
35.37 |
2.618 |
33.80 |
4.250 |
31.24 |
|
|
Fisher Pivots for day following 29-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
38.70 |
39.03 |
PP |
38.56 |
38.78 |
S1 |
38.42 |
38.53 |
|