NYMEX Light Sweet Crude Oil Future August 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 |
41.88 |
41.29 |
-0.59 |
-1.4% |
43.07 |
| High |
41.88 |
42.43 |
0.55 |
1.3% |
43.90 |
| Low |
40.55 |
41.00 |
0.45 |
1.1% |
41.00 |
| Close |
40.91 |
41.20 |
0.29 |
0.7% |
41.98 |
| Range |
1.33 |
1.43 |
0.10 |
7.5% |
2.90 |
| ATR |
1.47 |
1.48 |
0.00 |
0.2% |
0.00 |
| Volume |
18,199 |
23,860 |
5,661 |
31.1% |
88,874 |
|
| Daily Pivots for day following 30-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
45.83 |
44.95 |
41.99 |
|
| R3 |
44.40 |
43.52 |
41.59 |
|
| R2 |
42.97 |
42.97 |
41.46 |
|
| R1 |
42.09 |
42.09 |
41.33 |
41.82 |
| PP |
41.54 |
41.54 |
41.54 |
41.41 |
| S1 |
40.66 |
40.66 |
41.07 |
40.39 |
| S2 |
40.11 |
40.11 |
40.94 |
|
| S3 |
38.68 |
39.23 |
40.81 |
|
| S4 |
37.25 |
37.80 |
40.41 |
|
|
| Weekly Pivots for week ending 25-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
50.99 |
49.39 |
43.58 |
|
| R3 |
48.09 |
46.49 |
42.78 |
|
| R2 |
45.19 |
45.19 |
42.51 |
|
| R1 |
43.59 |
43.59 |
42.25 |
42.94 |
| PP |
42.29 |
42.29 |
42.29 |
41.97 |
| S1 |
40.69 |
40.69 |
41.71 |
40.04 |
| S2 |
39.39 |
39.39 |
41.45 |
|
| S3 |
36.49 |
37.79 |
41.18 |
|
| S4 |
33.59 |
34.89 |
40.39 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
43.41 |
40.55 |
2.86 |
6.9% |
1.29 |
3.1% |
23% |
False |
False |
18,696 |
| 10 |
44.09 |
40.55 |
3.54 |
8.6% |
1.28 |
3.1% |
18% |
False |
False |
22,884 |
| 20 |
44.09 |
38.00 |
6.09 |
14.8% |
1.37 |
3.3% |
53% |
False |
False |
23,646 |
| 40 |
44.09 |
33.98 |
10.11 |
24.5% |
1.57 |
3.8% |
71% |
False |
False |
22,257 |
| 60 |
44.09 |
32.22 |
11.87 |
28.8% |
1.66 |
4.0% |
76% |
False |
False |
18,497 |
| 80 |
47.24 |
32.22 |
15.02 |
36.5% |
1.52 |
3.7% |
60% |
False |
False |
15,570 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
48.51 |
|
2.618 |
46.17 |
|
1.618 |
44.74 |
|
1.000 |
43.86 |
|
0.618 |
43.31 |
|
HIGH |
42.43 |
|
0.618 |
41.88 |
|
0.500 |
41.72 |
|
0.382 |
41.55 |
|
LOW |
41.00 |
|
0.618 |
40.12 |
|
1.000 |
39.57 |
|
1.618 |
38.69 |
|
2.618 |
37.26 |
|
4.250 |
34.92 |
|
|
| Fisher Pivots for day following 30-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
41.72 |
41.52 |
| PP |
41.54 |
41.41 |
| S1 |
41.37 |
41.31 |
|