NYMEX Light Sweet Crude Oil Future May 2016
| Trading Metrics calculated at close of trading on 30-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2016 |
30-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
39.32 |
38.52 |
-0.80 |
-2.0% |
41.07 |
| High |
39.48 |
39.85 |
0.37 |
0.9% |
41.90 |
| Low |
37.91 |
38.14 |
0.23 |
0.6% |
38.33 |
| Close |
38.28 |
38.32 |
0.04 |
0.1% |
39.46 |
| Range |
1.57 |
1.71 |
0.14 |
8.9% |
3.57 |
| ATR |
1.68 |
1.69 |
0.00 |
0.1% |
0.00 |
| Volume |
488,032 |
542,469 |
54,437 |
11.2% |
1,930,201 |
|
| Daily Pivots for day following 30-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
43.90 |
42.82 |
39.26 |
|
| R3 |
42.19 |
41.11 |
38.79 |
|
| R2 |
40.48 |
40.48 |
38.63 |
|
| R1 |
39.40 |
39.40 |
38.48 |
39.09 |
| PP |
38.77 |
38.77 |
38.77 |
38.61 |
| S1 |
37.69 |
37.69 |
38.16 |
37.38 |
| S2 |
37.06 |
37.06 |
38.01 |
|
| S3 |
35.35 |
35.98 |
37.85 |
|
| S4 |
33.64 |
34.27 |
37.38 |
|
|
| Weekly Pivots for week ending 25-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
50.61 |
48.60 |
41.42 |
|
| R3 |
47.04 |
45.03 |
40.44 |
|
| R2 |
43.47 |
43.47 |
40.11 |
|
| R1 |
41.46 |
41.46 |
39.79 |
40.68 |
| PP |
39.90 |
39.90 |
39.90 |
39.51 |
| S1 |
37.89 |
37.89 |
39.13 |
37.11 |
| S2 |
36.33 |
36.33 |
38.81 |
|
| S3 |
32.76 |
34.32 |
38.48 |
|
| S4 |
29.19 |
30.75 |
37.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
41.34 |
37.91 |
3.43 |
9.0% |
1.53 |
4.0% |
12% |
False |
False |
463,489 |
| 10 |
42.49 |
37.91 |
4.58 |
12.0% |
1.51 |
3.9% |
9% |
False |
False |
474,965 |
| 20 |
42.49 |
35.30 |
7.19 |
18.8% |
1.58 |
4.1% |
42% |
False |
False |
360,661 |
| 40 |
42.49 |
30.67 |
11.82 |
30.8% |
1.81 |
4.7% |
65% |
False |
False |
252,508 |
| 60 |
42.49 |
29.85 |
12.64 |
33.0% |
1.93 |
5.0% |
67% |
False |
False |
188,935 |
| 80 |
46.00 |
29.85 |
16.15 |
42.1% |
1.78 |
4.7% |
52% |
False |
False |
147,289 |
| 100 |
51.63 |
29.85 |
21.78 |
56.8% |
1.69 |
4.4% |
39% |
False |
False |
120,802 |
| 120 |
53.22 |
29.85 |
23.37 |
61.0% |
1.62 |
4.2% |
36% |
False |
False |
102,239 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
47.12 |
|
2.618 |
44.33 |
|
1.618 |
42.62 |
|
1.000 |
41.56 |
|
0.618 |
40.91 |
|
HIGH |
39.85 |
|
0.618 |
39.20 |
|
0.500 |
39.00 |
|
0.382 |
38.79 |
|
LOW |
38.14 |
|
0.618 |
37.08 |
|
1.000 |
36.43 |
|
1.618 |
35.37 |
|
2.618 |
33.66 |
|
4.250 |
30.87 |
|
|
| Fisher Pivots for day following 30-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
39.00 |
39.03 |
| PP |
38.77 |
38.79 |
| S1 |
38.55 |
38.56 |
|