NYMEX Light Sweet Crude Oil Future August 2016
| Trading Metrics calculated at close of trading on 24-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2016 |
24-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
43.35 |
41.98 |
-1.37 |
-3.2% |
41.98 |
| High |
43.41 |
42.22 |
-1.19 |
-2.7% |
44.09 |
| Low |
42.12 |
41.00 |
-1.12 |
-2.7% |
39.97 |
| Close |
42.22 |
41.98 |
-0.24 |
-0.6% |
43.11 |
| Range |
1.29 |
1.22 |
-0.07 |
-5.4% |
4.12 |
| ATR |
1.53 |
1.51 |
-0.02 |
-1.4% |
0.00 |
| Volume |
21,245 |
20,861 |
-384 |
-1.8% |
127,478 |
|
| Daily Pivots for day following 24-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
45.39 |
44.91 |
42.65 |
|
| R3 |
44.17 |
43.69 |
42.32 |
|
| R2 |
42.95 |
42.95 |
42.20 |
|
| R1 |
42.47 |
42.47 |
42.09 |
42.59 |
| PP |
41.73 |
41.73 |
41.73 |
41.80 |
| S1 |
41.25 |
41.25 |
41.87 |
41.37 |
| S2 |
40.51 |
40.51 |
41.76 |
|
| S3 |
39.29 |
40.03 |
41.64 |
|
| S4 |
38.07 |
38.81 |
41.31 |
|
|
| 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 |
41.00 |
3.09 |
7.4% |
1.17 |
2.8% |
32% |
False |
True |
24,897 |
| 10 |
44.09 |
39.97 |
4.12 |
9.8% |
1.23 |
2.9% |
49% |
False |
False |
24,711 |
| 20 |
44.09 |
37.15 |
6.94 |
16.5% |
1.39 |
3.3% |
70% |
False |
False |
24,660 |
| 40 |
44.09 |
33.98 |
10.11 |
24.1% |
1.60 |
3.8% |
79% |
False |
False |
22,200 |
| 60 |
44.09 |
32.22 |
11.87 |
28.3% |
1.64 |
3.9% |
82% |
False |
False |
17,760 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
47.41 |
|
2.618 |
45.41 |
|
1.618 |
44.19 |
|
1.000 |
43.44 |
|
0.618 |
42.97 |
|
HIGH |
42.22 |
|
0.618 |
41.75 |
|
0.500 |
41.61 |
|
0.382 |
41.47 |
|
LOW |
41.00 |
|
0.618 |
40.25 |
|
1.000 |
39.78 |
|
1.618 |
39.03 |
|
2.618 |
37.81 |
|
4.250 |
35.82 |
|
|
| Fisher Pivots for day following 24-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
41.86 |
42.45 |
| PP |
41.73 |
42.29 |
| S1 |
41.61 |
42.14 |
|