NYMEX Light Sweet Crude Oil Future May 2016
| Trading Metrics calculated at close of trading on 16-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2016 |
16-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
39.01 |
38.48 |
-0.53 |
-1.4% |
38.00 |
| High |
39.08 |
40.14 |
1.06 |
2.7% |
40.48 |
| Low |
37.71 |
38.39 |
0.68 |
1.8% |
38.00 |
| Close |
38.08 |
40.00 |
1.92 |
5.0% |
40.09 |
| Range |
1.37 |
1.75 |
0.38 |
27.7% |
2.48 |
| ATR |
1.84 |
1.86 |
0.02 |
0.8% |
0.00 |
| Volume |
246,022 |
374,538 |
128,516 |
52.2% |
1,482,505 |
|
| Daily Pivots for day following 16-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
44.76 |
44.13 |
40.96 |
|
| R3 |
43.01 |
42.38 |
40.48 |
|
| R2 |
41.26 |
41.26 |
40.32 |
|
| R1 |
40.63 |
40.63 |
40.16 |
40.95 |
| PP |
39.51 |
39.51 |
39.51 |
39.67 |
| S1 |
38.88 |
38.88 |
39.84 |
39.20 |
| S2 |
37.76 |
37.76 |
39.68 |
|
| S3 |
36.01 |
37.13 |
39.52 |
|
| S4 |
34.26 |
35.38 |
39.04 |
|
|
| 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 |
6.9% |
1.44 |
3.6% |
83% |
False |
False |
284,082 |
| 10 |
40.48 |
35.81 |
4.67 |
11.7% |
1.67 |
4.2% |
90% |
False |
False |
265,324 |
| 20 |
40.48 |
32.42 |
8.06 |
20.2% |
1.74 |
4.3% |
94% |
False |
False |
206,590 |
| 40 |
40.48 |
29.85 |
10.63 |
26.6% |
2.04 |
5.1% |
95% |
False |
False |
161,662 |
| 60 |
41.35 |
29.85 |
11.50 |
28.8% |
1.87 |
4.7% |
88% |
False |
False |
118,424 |
| 80 |
47.45 |
29.85 |
17.60 |
44.0% |
1.77 |
4.4% |
58% |
False |
False |
94,552 |
| 100 |
51.63 |
29.85 |
21.78 |
54.5% |
1.68 |
4.2% |
47% |
False |
False |
77,866 |
| 120 |
53.22 |
29.85 |
23.37 |
58.4% |
1.61 |
4.0% |
43% |
False |
False |
66,207 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
47.58 |
|
2.618 |
44.72 |
|
1.618 |
42.97 |
|
1.000 |
41.89 |
|
0.618 |
41.22 |
|
HIGH |
40.14 |
|
0.618 |
39.47 |
|
0.500 |
39.27 |
|
0.382 |
39.06 |
|
LOW |
38.39 |
|
0.618 |
37.31 |
|
1.000 |
36.64 |
|
1.618 |
35.56 |
|
2.618 |
33.81 |
|
4.250 |
30.95 |
|
|
| Fisher Pivots for day following 16-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
39.76 |
39.67 |
| PP |
39.51 |
39.34 |
| S1 |
39.27 |
39.01 |
|