NYMEX Light Sweet Crude Oil Future June 2016
Trading Metrics calculated at close of trading on 03-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2016 |
03-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
36.89 |
37.44 |
0.55 |
1.5% |
34.80 |
High |
37.84 |
37.97 |
0.13 |
0.3% |
37.65 |
Low |
36.47 |
36.88 |
0.41 |
1.1% |
33.76 |
Close |
37.39 |
37.51 |
0.12 |
0.3% |
35.83 |
Range |
1.37 |
1.09 |
-0.28 |
-20.4% |
3.89 |
ATR |
1.94 |
1.88 |
-0.06 |
-3.1% |
0.00 |
Volume |
98,876 |
119,975 |
21,099 |
21.3% |
503,285 |
|
Daily Pivots for day following 03-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
40.72 |
40.21 |
38.11 |
|
R3 |
39.63 |
39.12 |
37.81 |
|
R2 |
38.54 |
38.54 |
37.71 |
|
R1 |
38.03 |
38.03 |
37.61 |
38.29 |
PP |
37.45 |
37.45 |
37.45 |
37.58 |
S1 |
36.94 |
36.94 |
37.41 |
37.20 |
S2 |
36.36 |
36.36 |
37.31 |
|
S3 |
35.27 |
35.85 |
37.21 |
|
S4 |
34.18 |
34.76 |
36.91 |
|
|
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 |
37.97 |
35.52 |
2.45 |
6.5% |
1.44 |
3.8% |
81% |
True |
False |
105,866 |
10 |
37.97 |
33.76 |
4.21 |
11.2% |
1.67 |
4.5% |
89% |
True |
False |
99,686 |
20 |
37.97 |
32.10 |
5.87 |
15.6% |
1.88 |
5.0% |
92% |
True |
False |
101,173 |
40 |
40.25 |
30.79 |
9.46 |
25.2% |
2.05 |
5.5% |
71% |
False |
False |
87,584 |
60 |
44.83 |
30.79 |
14.04 |
37.4% |
1.81 |
4.8% |
48% |
False |
False |
70,476 |
80 |
49.73 |
30.79 |
18.94 |
50.5% |
1.72 |
4.6% |
35% |
False |
False |
59,846 |
100 |
53.77 |
30.79 |
22.98 |
61.3% |
1.67 |
4.4% |
29% |
False |
False |
53,248 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
42.60 |
2.618 |
40.82 |
1.618 |
39.73 |
1.000 |
39.06 |
0.618 |
38.64 |
HIGH |
37.97 |
0.618 |
37.55 |
0.500 |
37.43 |
0.382 |
37.30 |
LOW |
36.88 |
0.618 |
36.21 |
1.000 |
35.79 |
1.618 |
35.12 |
2.618 |
34.03 |
4.250 |
32.25 |
|
|
Fisher Pivots for day following 03-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
37.48 |
37.41 |
PP |
37.45 |
37.30 |
S1 |
37.43 |
37.20 |
|