NYMEX Light Sweet Crude Oil Future June 2016
| Trading Metrics calculated at close of trading on 10-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2016 |
10-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
39.43 |
40.89 |
1.46 |
3.7% |
35.85 |
| High |
41.30 |
41.12 |
-0.18 |
-0.4% |
39.33 |
| Low |
39.30 |
39.92 |
0.62 |
1.6% |
35.52 |
| Close |
41.09 |
40.32 |
-0.77 |
-1.9% |
38.98 |
| Range |
2.00 |
1.20 |
-0.80 |
-40.0% |
3.81 |
| ATR |
1.94 |
1.89 |
-0.05 |
-2.7% |
0.00 |
| Volume |
125,755 |
127,522 |
1,767 |
1.4% |
515,196 |
|
| Daily Pivots for day following 10-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
44.05 |
43.39 |
40.98 |
|
| R3 |
42.85 |
42.19 |
40.65 |
|
| R2 |
41.65 |
41.65 |
40.54 |
|
| R1 |
40.99 |
40.99 |
40.43 |
40.72 |
| PP |
40.45 |
40.45 |
40.45 |
40.32 |
| S1 |
39.79 |
39.79 |
40.21 |
39.52 |
| S2 |
39.25 |
39.25 |
40.10 |
|
| S3 |
38.05 |
38.59 |
39.99 |
|
| S4 |
36.85 |
37.39 |
39.66 |
|
|
| Weekly Pivots for week ending 04-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
49.37 |
47.99 |
41.08 |
|
| R3 |
45.56 |
44.18 |
40.03 |
|
| R2 |
41.75 |
41.75 |
39.68 |
|
| R1 |
40.37 |
40.37 |
39.33 |
41.06 |
| PP |
37.94 |
37.94 |
37.94 |
38.29 |
| S1 |
36.56 |
36.56 |
38.63 |
37.25 |
| S2 |
34.13 |
34.13 |
38.28 |
|
| S3 |
30.32 |
32.75 |
37.93 |
|
| S4 |
26.51 |
28.94 |
36.88 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
41.49 |
37.40 |
4.09 |
10.1% |
1.88 |
4.7% |
71% |
False |
False |
110,606 |
| 10 |
41.49 |
35.52 |
5.97 |
14.8% |
1.66 |
4.1% |
80% |
False |
False |
108,236 |
| 20 |
41.49 |
32.10 |
9.39 |
23.3% |
1.87 |
4.6% |
88% |
False |
False |
103,100 |
| 40 |
41.49 |
30.79 |
10.70 |
26.5% |
2.02 |
5.0% |
89% |
False |
False |
94,911 |
| 60 |
42.30 |
30.79 |
11.51 |
28.5% |
1.84 |
4.6% |
83% |
False |
False |
75,043 |
| 80 |
48.02 |
30.79 |
17.23 |
42.7% |
1.75 |
4.3% |
55% |
False |
False |
65,125 |
| 100 |
52.04 |
30.79 |
21.25 |
52.7% |
1.68 |
4.2% |
45% |
False |
False |
57,230 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
46.22 |
|
2.618 |
44.26 |
|
1.618 |
43.06 |
|
1.000 |
42.32 |
|
0.618 |
41.86 |
|
HIGH |
41.12 |
|
0.618 |
40.66 |
|
0.500 |
40.52 |
|
0.382 |
40.38 |
|
LOW |
39.92 |
|
0.618 |
39.18 |
|
1.000 |
38.72 |
|
1.618 |
37.98 |
|
2.618 |
36.78 |
|
4.250 |
34.82 |
|
|
| Fisher Pivots for day following 10-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
40.52 |
40.34 |
| PP |
40.45 |
40.33 |
| S1 |
40.39 |
40.33 |
|