NYMEX Light Sweet Crude Oil Future April 2016
| Trading Metrics calculated at close of trading on 11-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2016 |
11-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
38.17 |
37.99 |
-0.18 |
-0.5% |
36.20 |
| High |
38.48 |
39.02 |
0.54 |
1.4% |
39.02 |
| Low |
37.21 |
37.92 |
0.71 |
1.9% |
36.09 |
| Close |
37.84 |
38.50 |
0.66 |
1.7% |
38.50 |
| Range |
1.27 |
1.10 |
-0.17 |
-13.4% |
2.93 |
| ATR |
1.99 |
1.93 |
-0.06 |
-2.9% |
0.00 |
| Volume |
701,435 |
564,791 |
-136,644 |
-19.5% |
3,423,661 |
|
| Daily Pivots for day following 11-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
41.78 |
41.24 |
39.11 |
|
| R3 |
40.68 |
40.14 |
38.80 |
|
| R2 |
39.58 |
39.58 |
38.70 |
|
| R1 |
39.04 |
39.04 |
38.60 |
39.31 |
| PP |
38.48 |
38.48 |
38.48 |
38.62 |
| S1 |
37.94 |
37.94 |
38.40 |
38.21 |
| S2 |
37.38 |
37.38 |
38.30 |
|
| S3 |
36.28 |
36.84 |
38.20 |
|
| S4 |
35.18 |
35.74 |
37.90 |
|
|
| Weekly Pivots for week ending 11-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
46.66 |
45.51 |
40.11 |
|
| R3 |
43.73 |
42.58 |
39.31 |
|
| R2 |
40.80 |
40.80 |
39.04 |
|
| R1 |
39.65 |
39.65 |
38.77 |
40.23 |
| PP |
37.87 |
37.87 |
37.87 |
38.16 |
| S1 |
36.72 |
36.72 |
38.23 |
37.30 |
| S2 |
34.94 |
34.94 |
37.96 |
|
| S3 |
32.01 |
33.79 |
37.69 |
|
| S4 |
29.08 |
30.86 |
36.89 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
39.02 |
36.09 |
2.93 |
7.6% |
1.79 |
4.6% |
82% |
True |
False |
684,732 |
| 10 |
39.02 |
32.32 |
6.70 |
17.4% |
1.67 |
4.3% |
92% |
True |
False |
619,144 |
| 20 |
39.02 |
29.78 |
9.24 |
24.0% |
1.96 |
5.1% |
94% |
True |
False |
573,570 |
| 40 |
39.02 |
28.74 |
10.28 |
26.7% |
2.11 |
5.5% |
95% |
True |
False |
394,832 |
| 60 |
41.01 |
28.74 |
12.27 |
31.9% |
1.92 |
5.0% |
80% |
False |
False |
280,952 |
| 80 |
46.78 |
28.74 |
18.04 |
46.9% |
1.82 |
4.7% |
54% |
False |
False |
218,640 |
| 100 |
51.29 |
28.74 |
22.55 |
58.6% |
1.73 |
4.5% |
43% |
False |
False |
178,314 |
| 120 |
53.35 |
28.74 |
24.61 |
63.9% |
1.69 |
4.4% |
40% |
False |
False |
150,297 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
43.70 |
|
2.618 |
41.90 |
|
1.618 |
40.80 |
|
1.000 |
40.12 |
|
0.618 |
39.70 |
|
HIGH |
39.02 |
|
0.618 |
38.60 |
|
0.500 |
38.47 |
|
0.382 |
38.34 |
|
LOW |
37.92 |
|
0.618 |
37.24 |
|
1.000 |
36.82 |
|
1.618 |
36.14 |
|
2.618 |
35.04 |
|
4.250 |
33.25 |
|
|
| Fisher Pivots for day following 11-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
38.49 |
38.21 |
| PP |
38.48 |
37.92 |
| S1 |
38.47 |
37.63 |
|