NYMEX Light Sweet Crude Oil Future April 2016
| Trading Metrics calculated at close of trading on 18-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2016 |
18-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
38.59 |
40.25 |
1.66 |
4.3% |
38.17 |
| High |
40.36 |
41.20 |
0.84 |
2.1% |
41.20 |
| Low |
38.47 |
39.15 |
0.68 |
1.8% |
35.96 |
| Close |
40.20 |
39.44 |
-0.76 |
-1.9% |
39.44 |
| Range |
1.89 |
2.05 |
0.16 |
8.5% |
5.24 |
| ATR |
1.93 |
1.94 |
0.01 |
0.4% |
0.00 |
| Volume |
298,013 |
130,151 |
-167,862 |
-56.3% |
1,858,376 |
|
| Daily Pivots for day following 18-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
46.08 |
44.81 |
40.57 |
|
| R3 |
44.03 |
42.76 |
40.00 |
|
| R2 |
41.98 |
41.98 |
39.82 |
|
| R1 |
40.71 |
40.71 |
39.63 |
40.32 |
| PP |
39.93 |
39.93 |
39.93 |
39.74 |
| S1 |
38.66 |
38.66 |
39.25 |
38.27 |
| S2 |
37.88 |
37.88 |
39.06 |
|
| S3 |
35.83 |
36.61 |
38.88 |
|
| S4 |
33.78 |
34.56 |
38.31 |
|
|
| Weekly Pivots for week ending 18-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
54.59 |
52.25 |
42.32 |
|
| R3 |
49.35 |
47.01 |
40.88 |
|
| R2 |
44.11 |
44.11 |
40.40 |
|
| R1 |
41.77 |
41.77 |
39.92 |
42.94 |
| PP |
38.87 |
38.87 |
38.87 |
39.45 |
| S1 |
36.53 |
36.53 |
38.96 |
37.70 |
| S2 |
33.63 |
33.63 |
38.48 |
|
| S3 |
28.39 |
31.29 |
38.00 |
|
| S4 |
23.15 |
26.05 |
36.56 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
41.20 |
35.96 |
5.24 |
13.3% |
1.90 |
4.8% |
66% |
True |
False |
371,675 |
| 10 |
41.20 |
35.96 |
5.24 |
13.3% |
1.84 |
4.7% |
66% |
True |
False |
528,203 |
| 20 |
41.20 |
30.56 |
10.64 |
27.0% |
1.85 |
4.7% |
83% |
True |
False |
551,031 |
| 40 |
41.20 |
28.74 |
12.46 |
31.6% |
2.10 |
5.3% |
86% |
True |
False |
424,600 |
| 60 |
41.20 |
28.74 |
12.46 |
31.6% |
1.97 |
5.0% |
86% |
True |
False |
308,129 |
| 80 |
46.78 |
28.74 |
18.04 |
45.7% |
1.85 |
4.7% |
59% |
False |
False |
240,479 |
| 100 |
51.29 |
28.74 |
22.55 |
57.2% |
1.77 |
4.5% |
47% |
False |
False |
196,110 |
| 120 |
53.35 |
28.74 |
24.61 |
62.4% |
1.71 |
4.3% |
43% |
False |
False |
165,375 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
49.91 |
|
2.618 |
46.57 |
|
1.618 |
44.52 |
|
1.000 |
43.25 |
|
0.618 |
42.47 |
|
HIGH |
41.20 |
|
0.618 |
40.42 |
|
0.500 |
40.18 |
|
0.382 |
39.93 |
|
LOW |
39.15 |
|
0.618 |
37.88 |
|
1.000 |
37.10 |
|
1.618 |
35.83 |
|
2.618 |
33.78 |
|
4.250 |
30.44 |
|
|
| Fisher Pivots for day following 18-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
40.18 |
39.26 |
| PP |
39.93 |
39.08 |
| S1 |
39.69 |
38.91 |
|