NYMEX Light Sweet Crude Oil Future May 2016
Trading Metrics calculated at close of trading on 31-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2016 |
31-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
38.52 |
38.30 |
-0.22 |
-0.6% |
41.07 |
High |
39.85 |
39.04 |
-0.81 |
-2.0% |
41.90 |
Low |
38.14 |
37.57 |
-0.57 |
-1.5% |
38.33 |
Close |
38.32 |
38.34 |
0.02 |
0.1% |
39.46 |
Range |
1.71 |
1.47 |
-0.24 |
-14.0% |
3.57 |
ATR |
1.69 |
1.67 |
-0.02 |
-0.9% |
0.00 |
Volume |
542,469 |
532,152 |
-10,317 |
-1.9% |
1,930,201 |
|
Daily Pivots for day following 31-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
42.73 |
42.00 |
39.15 |
|
R3 |
41.26 |
40.53 |
38.74 |
|
R2 |
39.79 |
39.79 |
38.61 |
|
R1 |
39.06 |
39.06 |
38.47 |
39.43 |
PP |
38.32 |
38.32 |
38.32 |
38.50 |
S1 |
37.59 |
37.59 |
38.21 |
37.96 |
S2 |
36.85 |
36.85 |
38.07 |
|
S3 |
35.38 |
36.12 |
37.94 |
|
S4 |
33.91 |
34.65 |
37.53 |
|
|
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 |
40.14 |
37.57 |
2.57 |
6.7% |
1.49 |
3.9% |
30% |
False |
True |
471,519 |
10 |
42.49 |
37.57 |
4.92 |
12.8% |
1.48 |
3.9% |
16% |
False |
True |
490,726 |
20 |
42.49 |
35.81 |
6.68 |
17.4% |
1.58 |
4.1% |
38% |
False |
False |
378,025 |
40 |
42.49 |
30.67 |
11.82 |
30.8% |
1.80 |
4.7% |
65% |
False |
False |
263,714 |
60 |
42.49 |
29.85 |
12.64 |
33.0% |
1.92 |
5.0% |
67% |
False |
False |
197,384 |
80 |
46.00 |
29.85 |
16.15 |
42.1% |
1.78 |
4.7% |
53% |
False |
False |
153,723 |
100 |
49.75 |
29.85 |
19.90 |
51.9% |
1.69 |
4.4% |
43% |
False |
False |
126,042 |
120 |
53.22 |
29.85 |
23.37 |
61.0% |
1.62 |
4.2% |
36% |
False |
False |
106,572 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
45.29 |
2.618 |
42.89 |
1.618 |
41.42 |
1.000 |
40.51 |
0.618 |
39.95 |
HIGH |
39.04 |
0.618 |
38.48 |
0.500 |
38.31 |
0.382 |
38.13 |
LOW |
37.57 |
0.618 |
36.66 |
1.000 |
36.10 |
1.618 |
35.19 |
2.618 |
33.72 |
4.250 |
31.32 |
|
|
Fisher Pivots for day following 31-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
38.33 |
38.71 |
PP |
38.32 |
38.59 |
S1 |
38.31 |
38.46 |
|