NYMEX Light Sweet Crude Oil Future June 2016
Trading Metrics calculated at close of trading on 02-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2016 |
02-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
36.93 |
36.89 |
-0.04 |
-0.1% |
34.80 |
High |
37.68 |
37.84 |
0.16 |
0.4% |
37.65 |
Low |
36.43 |
36.47 |
0.04 |
0.1% |
33.76 |
Close |
37.30 |
37.39 |
0.09 |
0.2% |
35.83 |
Range |
1.25 |
1.37 |
0.12 |
9.6% |
3.89 |
ATR |
1.99 |
1.94 |
-0.04 |
-2.2% |
0.00 |
Volume |
110,622 |
98,876 |
-11,746 |
-10.6% |
503,285 |
|
Daily Pivots for day following 02-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
41.34 |
40.74 |
38.14 |
|
R3 |
39.97 |
39.37 |
37.77 |
|
R2 |
38.60 |
38.60 |
37.64 |
|
R1 |
38.00 |
38.00 |
37.52 |
38.30 |
PP |
37.23 |
37.23 |
37.23 |
37.39 |
S1 |
36.63 |
36.63 |
37.26 |
36.93 |
S2 |
35.86 |
35.86 |
37.14 |
|
S3 |
34.49 |
35.26 |
37.01 |
|
S4 |
33.12 |
33.89 |
36.64 |
|
|
Weekly Pivots for week ending 26-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
47.42 |
45.51 |
37.97 |
|
R3 |
43.53 |
41.62 |
36.90 |
|
R2 |
39.64 |
39.64 |
36.54 |
|
R1 |
37.73 |
37.73 |
36.19 |
38.69 |
PP |
35.75 |
35.75 |
35.75 |
36.22 |
S1 |
33.84 |
33.84 |
35.47 |
34.80 |
S2 |
31.86 |
31.86 |
35.12 |
|
S3 |
27.97 |
29.95 |
34.76 |
|
S4 |
24.08 |
26.06 |
33.69 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
37.84 |
34.42 |
3.42 |
9.1% |
1.64 |
4.4% |
87% |
True |
False |
103,951 |
10 |
37.84 |
33.76 |
4.08 |
10.9% |
1.74 |
4.7% |
89% |
True |
False |
95,375 |
20 |
37.84 |
32.10 |
5.74 |
15.4% |
1.97 |
5.3% |
92% |
True |
False |
100,941 |
40 |
40.92 |
30.79 |
10.13 |
27.1% |
2.05 |
5.5% |
65% |
False |
False |
85,502 |
60 |
46.49 |
30.79 |
15.70 |
42.0% |
1.83 |
4.9% |
42% |
False |
False |
69,015 |
80 |
50.31 |
30.79 |
19.52 |
52.2% |
1.72 |
4.6% |
34% |
False |
False |
58,716 |
100 |
53.77 |
30.79 |
22.98 |
61.5% |
1.67 |
4.5% |
29% |
False |
False |
52,470 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
43.66 |
2.618 |
41.43 |
1.618 |
40.06 |
1.000 |
39.21 |
0.618 |
38.69 |
HIGH |
37.84 |
0.618 |
37.32 |
0.500 |
37.16 |
0.382 |
36.99 |
LOW |
36.47 |
0.618 |
35.62 |
1.000 |
35.10 |
1.618 |
34.25 |
2.618 |
32.88 |
4.250 |
30.65 |
|
|
Fisher Pivots for day following 02-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
37.31 |
37.15 |
PP |
37.23 |
36.92 |
S1 |
37.16 |
36.68 |
|