NYMEX Light Sweet Crude Oil Future June 2016
| Trading Metrics calculated at close of trading on 23-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2016 |
23-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
42.48 |
42.19 |
-0.29 |
-0.7% |
40.80 |
| High |
42.88 |
42.29 |
-0.59 |
-1.4% |
43.17 |
| Low |
41.75 |
40.75 |
-1.00 |
-2.4% |
38.67 |
| Close |
42.44 |
40.87 |
-1.57 |
-3.7% |
42.05 |
| Range |
1.13 |
1.54 |
0.41 |
36.3% |
4.50 |
| ATR |
1.67 |
1.67 |
0.00 |
0.1% |
0.00 |
| Volume |
138,984 |
144,395 |
5,411 |
3.9% |
613,707 |
|
| Daily Pivots for day following 23-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
45.92 |
44.94 |
41.72 |
|
| R3 |
44.38 |
43.40 |
41.29 |
|
| R2 |
42.84 |
42.84 |
41.15 |
|
| R1 |
41.86 |
41.86 |
41.01 |
41.58 |
| PP |
41.30 |
41.30 |
41.30 |
41.17 |
| S1 |
40.32 |
40.32 |
40.73 |
40.04 |
| S2 |
39.76 |
39.76 |
40.59 |
|
| S3 |
38.22 |
38.78 |
40.45 |
|
| S4 |
36.68 |
37.24 |
40.02 |
|
|
| Weekly Pivots for week ending 18-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
54.80 |
52.92 |
44.53 |
|
| R3 |
50.30 |
48.42 |
43.29 |
|
| R2 |
45.80 |
45.80 |
42.88 |
|
| R1 |
43.92 |
43.92 |
42.46 |
44.86 |
| PP |
41.30 |
41.30 |
41.30 |
41.77 |
| S1 |
39.42 |
39.42 |
41.64 |
40.36 |
| S2 |
36.80 |
36.80 |
41.23 |
|
| S3 |
32.30 |
34.92 |
40.81 |
|
| S4 |
27.80 |
30.42 |
39.58 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
43.17 |
40.75 |
2.42 |
5.9% |
1.38 |
3.4% |
5% |
False |
True |
145,375 |
| 10 |
43.17 |
38.67 |
4.50 |
11.0% |
1.36 |
3.3% |
49% |
False |
False |
126,266 |
| 20 |
43.17 |
34.42 |
8.75 |
21.4% |
1.56 |
3.8% |
74% |
False |
False |
116,395 |
| 40 |
43.17 |
32.10 |
11.07 |
27.1% |
1.84 |
4.5% |
79% |
False |
False |
106,489 |
| 60 |
43.17 |
30.79 |
12.38 |
30.3% |
1.87 |
4.6% |
81% |
False |
False |
88,777 |
| 80 |
47.83 |
30.79 |
17.04 |
41.7% |
1.74 |
4.3% |
59% |
False |
False |
75,887 |
| 100 |
52.04 |
30.79 |
21.25 |
52.0% |
1.68 |
4.1% |
47% |
False |
False |
66,327 |
| 120 |
53.77 |
30.79 |
22.98 |
56.2% |
1.67 |
4.1% |
44% |
False |
False |
60,148 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
48.84 |
|
2.618 |
46.32 |
|
1.618 |
44.78 |
|
1.000 |
43.83 |
|
0.618 |
43.24 |
|
HIGH |
42.29 |
|
0.618 |
41.70 |
|
0.500 |
41.52 |
|
0.382 |
41.34 |
|
LOW |
40.75 |
|
0.618 |
39.80 |
|
1.000 |
39.21 |
|
1.618 |
38.26 |
|
2.618 |
36.72 |
|
4.250 |
34.21 |
|
|
| Fisher Pivots for day following 23-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
41.52 |
41.82 |
| PP |
41.30 |
41.50 |
| S1 |
41.09 |
41.19 |
|