NYMEX Light Sweet Crude Oil Future July 2016
| Trading Metrics calculated at close of trading on 30-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2016 |
30-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
41.23 |
40.61 |
-0.62 |
-1.5% |
42.51 |
| High |
41.37 |
41.86 |
0.49 |
1.2% |
43.50 |
| Low |
39.96 |
40.35 |
0.39 |
1.0% |
40.34 |
| Close |
40.33 |
40.55 |
0.22 |
0.5% |
41.41 |
| Range |
1.41 |
1.51 |
0.10 |
7.1% |
3.16 |
| ATR |
1.55 |
1.55 |
0.00 |
-0.1% |
0.00 |
| Volume |
35,502 |
45,099 |
9,597 |
27.0% |
199,044 |
|
| Daily Pivots for day following 30-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
45.45 |
44.51 |
41.38 |
|
| R3 |
43.94 |
43.00 |
40.97 |
|
| R2 |
42.43 |
42.43 |
40.83 |
|
| R1 |
41.49 |
41.49 |
40.69 |
41.21 |
| PP |
40.92 |
40.92 |
40.92 |
40.78 |
| S1 |
39.98 |
39.98 |
40.41 |
39.70 |
| S2 |
39.41 |
39.41 |
40.27 |
|
| S3 |
37.90 |
38.47 |
40.13 |
|
| S4 |
36.39 |
36.96 |
39.72 |
|
|
| Weekly Pivots for week ending 25-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
51.23 |
49.48 |
43.15 |
|
| R3 |
48.07 |
46.32 |
42.28 |
|
| R2 |
44.91 |
44.91 |
41.99 |
|
| R1 |
43.16 |
43.16 |
41.70 |
42.46 |
| PP |
41.75 |
41.75 |
41.75 |
41.40 |
| S1 |
40.00 |
40.00 |
41.12 |
39.30 |
| S2 |
38.59 |
38.59 |
40.83 |
|
| S3 |
35.43 |
36.84 |
40.54 |
|
| S4 |
32.27 |
33.68 |
39.67 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
42.92 |
39.96 |
2.96 |
7.3% |
1.39 |
3.4% |
20% |
False |
False |
40,848 |
| 10 |
43.69 |
39.96 |
3.73 |
9.2% |
1.36 |
3.3% |
16% |
False |
False |
43,965 |
| 20 |
43.69 |
37.32 |
6.37 |
15.7% |
1.44 |
3.6% |
51% |
False |
False |
41,234 |
| 40 |
43.69 |
33.14 |
10.55 |
26.0% |
1.67 |
4.1% |
70% |
False |
False |
38,824 |
| 60 |
43.69 |
31.61 |
12.08 |
29.8% |
1.79 |
4.4% |
74% |
False |
False |
32,861 |
| 80 |
46.98 |
31.61 |
15.37 |
37.9% |
1.64 |
4.0% |
58% |
False |
False |
26,968 |
| 100 |
52.22 |
31.61 |
20.61 |
50.8% |
1.55 |
3.8% |
43% |
False |
False |
22,638 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
48.28 |
|
2.618 |
45.81 |
|
1.618 |
44.30 |
|
1.000 |
43.37 |
|
0.618 |
42.79 |
|
HIGH |
41.86 |
|
0.618 |
41.28 |
|
0.500 |
41.11 |
|
0.382 |
40.93 |
|
LOW |
40.35 |
|
0.618 |
39.42 |
|
1.000 |
38.84 |
|
1.618 |
37.91 |
|
2.618 |
36.40 |
|
4.250 |
33.93 |
|
|
| Fisher Pivots for day following 30-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
41.11 |
41.00 |
| PP |
40.92 |
40.85 |
| S1 |
40.74 |
40.70 |
|