NYMEX Light Sweet Crude Oil Future June 2016
| Trading Metrics calculated at close of trading on 16-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2016 |
16-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
40.02 |
39.43 |
-0.59 |
-1.5% |
39.25 |
| High |
40.03 |
40.94 |
0.91 |
2.3% |
41.49 |
| Low |
38.67 |
39.33 |
0.66 |
1.7% |
39.18 |
| Close |
39.04 |
40.80 |
1.76 |
4.5% |
40.98 |
| Range |
1.36 |
1.61 |
0.25 |
18.4% |
2.31 |
| ATR |
1.78 |
1.79 |
0.01 |
0.5% |
0.00 |
| Volume |
88,702 |
122,102 |
33,400 |
37.7% |
574,232 |
|
| Daily Pivots for day following 16-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
45.19 |
44.60 |
41.69 |
|
| R3 |
43.58 |
42.99 |
41.24 |
|
| R2 |
41.97 |
41.97 |
41.10 |
|
| R1 |
41.38 |
41.38 |
40.95 |
41.68 |
| PP |
40.36 |
40.36 |
40.36 |
40.50 |
| S1 |
39.77 |
39.77 |
40.65 |
40.07 |
| S2 |
38.75 |
38.75 |
40.50 |
|
| S3 |
37.14 |
38.16 |
40.36 |
|
| S4 |
35.53 |
36.55 |
39.91 |
|
|
| Weekly Pivots for week ending 11-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
47.48 |
46.54 |
42.25 |
|
| R3 |
45.17 |
44.23 |
41.62 |
|
| R2 |
42.86 |
42.86 |
41.40 |
|
| R1 |
41.92 |
41.92 |
41.19 |
42.39 |
| PP |
40.55 |
40.55 |
40.55 |
40.79 |
| S1 |
39.61 |
39.61 |
40.77 |
40.08 |
| S2 |
38.24 |
38.24 |
40.56 |
|
| S3 |
35.93 |
37.30 |
40.34 |
|
| S4 |
33.62 |
34.99 |
39.71 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
41.33 |
38.67 |
2.66 |
6.5% |
1.35 |
3.3% |
80% |
False |
False |
107,157 |
| 10 |
41.49 |
36.88 |
4.61 |
11.3% |
1.60 |
3.9% |
85% |
False |
False |
108,126 |
| 20 |
41.49 |
33.76 |
7.73 |
18.9% |
1.67 |
4.1% |
91% |
False |
False |
101,751 |
| 40 |
41.49 |
30.79 |
10.70 |
26.2% |
1.98 |
4.8% |
94% |
False |
False |
98,507 |
| 60 |
42.07 |
30.79 |
11.28 |
27.6% |
1.84 |
4.5% |
89% |
False |
False |
78,868 |
| 80 |
48.02 |
30.79 |
17.23 |
42.2% |
1.75 |
4.3% |
58% |
False |
False |
68,525 |
| 100 |
52.04 |
30.79 |
21.25 |
52.1% |
1.69 |
4.1% |
47% |
False |
False |
60,328 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
47.78 |
|
2.618 |
45.15 |
|
1.618 |
43.54 |
|
1.000 |
42.55 |
|
0.618 |
41.93 |
|
HIGH |
40.94 |
|
0.618 |
40.32 |
|
0.500 |
40.14 |
|
0.382 |
39.95 |
|
LOW |
39.33 |
|
0.618 |
38.34 |
|
1.000 |
37.72 |
|
1.618 |
36.73 |
|
2.618 |
35.12 |
|
4.250 |
32.49 |
|
|
| Fisher Pivots for day following 16-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
40.58 |
40.50 |
| PP |
40.36 |
40.20 |
| S1 |
40.14 |
39.90 |
|