NYMEX Light Sweet Crude Oil Future August 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 |
43.24 |
43.35 |
0.11 |
0.3% |
41.98 |
| High |
43.90 |
43.41 |
-0.49 |
-1.1% |
44.09 |
| Low |
42.86 |
42.12 |
-0.74 |
-1.7% |
39.97 |
| Close |
43.66 |
42.22 |
-1.44 |
-3.3% |
43.11 |
| Range |
1.04 |
1.29 |
0.25 |
24.0% |
4.12 |
| ATR |
1.53 |
1.53 |
0.00 |
0.1% |
0.00 |
| Volume |
28,231 |
21,245 |
-6,986 |
-24.7% |
127,478 |
|
| Daily Pivots for day following 23-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
46.45 |
45.63 |
42.93 |
|
| R3 |
45.16 |
44.34 |
42.57 |
|
| R2 |
43.87 |
43.87 |
42.46 |
|
| R1 |
43.05 |
43.05 |
42.34 |
42.82 |
| PP |
42.58 |
42.58 |
42.58 |
42.47 |
| S1 |
41.76 |
41.76 |
42.10 |
41.53 |
| S2 |
41.29 |
41.29 |
41.98 |
|
| S3 |
40.00 |
40.47 |
41.87 |
|
| S4 |
38.71 |
39.18 |
41.51 |
|
|
| Weekly Pivots for week ending 18-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
54.75 |
53.05 |
45.38 |
|
| R3 |
50.63 |
48.93 |
44.24 |
|
| R2 |
46.51 |
46.51 |
43.87 |
|
| R1 |
44.81 |
44.81 |
43.49 |
45.66 |
| PP |
42.39 |
42.39 |
42.39 |
42.82 |
| S1 |
40.69 |
40.69 |
42.73 |
41.54 |
| S2 |
38.27 |
38.27 |
42.35 |
|
| S3 |
34.15 |
36.57 |
41.98 |
|
| S4 |
30.03 |
32.45 |
40.84 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
44.09 |
42.01 |
2.08 |
4.9% |
1.22 |
2.9% |
10% |
False |
False |
26,118 |
| 10 |
44.09 |
39.97 |
4.12 |
9.8% |
1.22 |
2.9% |
55% |
False |
False |
26,106 |
| 20 |
44.09 |
36.23 |
7.86 |
18.6% |
1.42 |
3.4% |
76% |
False |
False |
24,589 |
| 40 |
44.09 |
33.98 |
10.11 |
23.9% |
1.63 |
3.8% |
82% |
False |
False |
22,129 |
| 60 |
44.09 |
32.22 |
11.87 |
28.1% |
1.64 |
3.9% |
84% |
False |
False |
17,442 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
48.89 |
|
2.618 |
46.79 |
|
1.618 |
45.50 |
|
1.000 |
44.70 |
|
0.618 |
44.21 |
|
HIGH |
43.41 |
|
0.618 |
42.92 |
|
0.500 |
42.77 |
|
0.382 |
42.61 |
|
LOW |
42.12 |
|
0.618 |
41.32 |
|
1.000 |
40.83 |
|
1.618 |
40.03 |
|
2.618 |
38.74 |
|
4.250 |
36.64 |
|
|
| Fisher Pivots for day following 23-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
42.77 |
43.01 |
| PP |
42.58 |
42.75 |
| S1 |
42.40 |
42.48 |
|