NYMEX Light Sweet Crude Oil Future May 2016
| Trading Metrics calculated at close of trading on 15-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2016 |
15-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
39.85 |
39.01 |
-0.84 |
-2.1% |
38.00 |
| High |
40.30 |
39.08 |
-1.22 |
-3.0% |
40.48 |
| Low |
38.41 |
37.71 |
-0.70 |
-1.8% |
38.00 |
| Close |
38.84 |
38.08 |
-0.76 |
-2.0% |
40.09 |
| Range |
1.89 |
1.37 |
-0.52 |
-27.5% |
2.48 |
| ATR |
1.88 |
1.84 |
-0.04 |
-1.9% |
0.00 |
| Volume |
229,532 |
246,022 |
16,490 |
7.2% |
1,482,505 |
|
| Daily Pivots for day following 15-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
42.40 |
41.61 |
38.83 |
|
| R3 |
41.03 |
40.24 |
38.46 |
|
| R2 |
39.66 |
39.66 |
38.33 |
|
| R1 |
38.87 |
38.87 |
38.21 |
38.58 |
| PP |
38.29 |
38.29 |
38.29 |
38.15 |
| S1 |
37.50 |
37.50 |
37.95 |
37.21 |
| S2 |
36.92 |
36.92 |
37.83 |
|
| S3 |
35.55 |
36.13 |
37.70 |
|
| S4 |
34.18 |
34.76 |
37.33 |
|
|
| 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 |
37.71 |
2.77 |
7.3% |
1.52 |
4.0% |
13% |
False |
True |
276,161 |
| 10 |
40.48 |
35.30 |
5.18 |
13.6% |
1.64 |
4.3% |
54% |
False |
False |
246,357 |
| 20 |
40.48 |
32.42 |
8.06 |
21.2% |
1.79 |
4.7% |
70% |
False |
False |
195,366 |
| 40 |
40.48 |
29.85 |
10.63 |
27.9% |
2.05 |
5.4% |
77% |
False |
False |
154,033 |
| 60 |
41.35 |
29.85 |
11.50 |
30.2% |
1.86 |
4.9% |
72% |
False |
False |
112,551 |
| 80 |
47.45 |
29.85 |
17.60 |
46.2% |
1.76 |
4.6% |
47% |
False |
False |
90,049 |
| 100 |
51.63 |
29.85 |
21.78 |
57.2% |
1.68 |
4.4% |
38% |
False |
False |
74,192 |
| 120 |
53.22 |
29.85 |
23.37 |
61.4% |
1.61 |
4.2% |
35% |
False |
False |
63,155 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
44.90 |
|
2.618 |
42.67 |
|
1.618 |
41.30 |
|
1.000 |
40.45 |
|
0.618 |
39.93 |
|
HIGH |
39.08 |
|
0.618 |
38.56 |
|
0.500 |
38.40 |
|
0.382 |
38.23 |
|
LOW |
37.71 |
|
0.618 |
36.86 |
|
1.000 |
36.34 |
|
1.618 |
35.49 |
|
2.618 |
34.12 |
|
4.250 |
31.89 |
|
|
| Fisher Pivots for day following 15-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
38.40 |
39.10 |
| PP |
38.29 |
38.76 |
| S1 |
38.19 |
38.42 |
|