NYMEX Light Sweet Crude Oil Future May 2016
| Trading Metrics calculated at close of trading on 14-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2016 |
14-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
39.61 |
39.85 |
0.24 |
0.6% |
38.00 |
| High |
40.48 |
40.30 |
-0.18 |
-0.4% |
40.48 |
| Low |
39.53 |
38.41 |
-1.12 |
-2.8% |
38.00 |
| Close |
40.09 |
38.84 |
-1.25 |
-3.1% |
40.09 |
| Range |
0.95 |
1.89 |
0.94 |
98.9% |
2.48 |
| ATR |
1.88 |
1.88 |
0.00 |
0.0% |
0.00 |
| Volume |
254,376 |
229,532 |
-24,844 |
-9.8% |
1,482,505 |
|
| Daily Pivots for day following 14-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
44.85 |
43.74 |
39.88 |
|
| R3 |
42.96 |
41.85 |
39.36 |
|
| R2 |
41.07 |
41.07 |
39.19 |
|
| R1 |
39.96 |
39.96 |
39.01 |
39.57 |
| PP |
39.18 |
39.18 |
39.18 |
38.99 |
| S1 |
38.07 |
38.07 |
38.67 |
37.68 |
| S2 |
37.29 |
37.29 |
38.49 |
|
| S3 |
35.40 |
36.18 |
38.32 |
|
| S4 |
33.51 |
34.29 |
37.80 |
|
|
| Weekly Pivots for week ending 11-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
46.96 |
46.01 |
41.45 |
|
| R3 |
44.48 |
43.53 |
40.77 |
|
| R2 |
42.00 |
42.00 |
40.54 |
|
| R1 |
41.05 |
41.05 |
40.32 |
41.53 |
| PP |
39.52 |
39.52 |
39.52 |
39.76 |
| S1 |
38.57 |
38.57 |
39.86 |
39.05 |
| S2 |
37.04 |
37.04 |
39.64 |
|
| S3 |
34.56 |
36.09 |
39.41 |
|
| S4 |
32.08 |
33.61 |
38.73 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
40.48 |
38.03 |
2.45 |
6.3% |
1.70 |
4.4% |
33% |
False |
False |
284,435 |
| 10 |
40.48 |
35.18 |
5.30 |
13.6% |
1.64 |
4.2% |
69% |
False |
False |
239,594 |
| 20 |
40.48 |
32.36 |
8.12 |
20.9% |
1.89 |
4.9% |
80% |
False |
False |
191,707 |
| 40 |
40.48 |
29.85 |
10.63 |
27.4% |
2.07 |
5.3% |
85% |
False |
False |
148,838 |
| 60 |
41.35 |
29.85 |
11.50 |
29.6% |
1.87 |
4.8% |
78% |
False |
False |
108,926 |
| 80 |
47.45 |
29.85 |
17.60 |
45.3% |
1.75 |
4.5% |
51% |
False |
False |
87,093 |
| 100 |
51.63 |
29.85 |
21.78 |
56.1% |
1.67 |
4.3% |
41% |
False |
False |
71,828 |
| 120 |
53.22 |
29.85 |
23.37 |
60.2% |
1.61 |
4.1% |
38% |
False |
False |
61,138 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
48.33 |
|
2.618 |
45.25 |
|
1.618 |
43.36 |
|
1.000 |
42.19 |
|
0.618 |
41.47 |
|
HIGH |
40.30 |
|
0.618 |
39.58 |
|
0.500 |
39.36 |
|
0.382 |
39.13 |
|
LOW |
38.41 |
|
0.618 |
37.24 |
|
1.000 |
36.52 |
|
1.618 |
35.35 |
|
2.618 |
33.46 |
|
4.250 |
30.38 |
|
|
| Fisher Pivots for day following 14-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
39.36 |
39.45 |
| PP |
39.18 |
39.24 |
| S1 |
39.01 |
39.04 |
|