NYMEX Light Sweet Crude Oil Future June 2016
Trading Metrics calculated at close of trading on 08-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2016 |
08-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
39.25 |
40.99 |
1.74 |
4.4% |
35.85 |
High |
41.19 |
41.49 |
0.30 |
0.7% |
39.33 |
Low |
39.25 |
39.18 |
-0.07 |
-0.2% |
35.52 |
Close |
41.03 |
39.58 |
-1.45 |
-3.5% |
38.98 |
Range |
1.94 |
2.31 |
0.37 |
19.1% |
3.81 |
ATR |
1.91 |
1.94 |
0.03 |
1.5% |
0.00 |
Volume |
104,048 |
101,729 |
-2,319 |
-2.2% |
515,196 |
|
Daily Pivots for day following 08-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
47.01 |
45.61 |
40.85 |
|
R3 |
44.70 |
43.30 |
40.22 |
|
R2 |
42.39 |
42.39 |
40.00 |
|
R1 |
40.99 |
40.99 |
39.79 |
40.54 |
PP |
40.08 |
40.08 |
40.08 |
39.86 |
S1 |
38.68 |
38.68 |
39.37 |
38.23 |
S2 |
37.77 |
37.77 |
39.16 |
|
S3 |
35.46 |
36.37 |
38.94 |
|
S4 |
33.15 |
34.06 |
38.31 |
|
|
Weekly Pivots for week ending 04-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
49.37 |
47.99 |
41.08 |
|
R3 |
45.56 |
44.18 |
40.03 |
|
R2 |
41.75 |
41.75 |
39.68 |
|
R1 |
40.37 |
40.37 |
39.33 |
41.06 |
PP |
37.94 |
37.94 |
37.94 |
38.29 |
S1 |
36.56 |
36.56 |
38.63 |
37.25 |
S2 |
34.13 |
34.13 |
38.28 |
|
S3 |
30.32 |
32.75 |
37.93 |
|
S4 |
26.51 |
28.94 |
36.88 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
41.49 |
36.47 |
5.02 |
12.7% |
1.73 |
4.4% |
62% |
True |
False |
103,721 |
10 |
41.49 |
33.76 |
7.73 |
19.5% |
1.73 |
4.4% |
75% |
True |
False |
104,345 |
20 |
41.49 |
32.10 |
9.39 |
23.7% |
1.94 |
4.9% |
80% |
True |
False |
102,090 |
40 |
41.49 |
30.79 |
10.70 |
27.0% |
2.05 |
5.2% |
82% |
True |
False |
91,564 |
60 |
42.73 |
30.79 |
11.94 |
30.2% |
1.83 |
4.6% |
74% |
False |
False |
72,420 |
80 |
48.75 |
30.79 |
17.96 |
45.4% |
1.75 |
4.4% |
49% |
False |
False |
62,659 |
100 |
52.04 |
30.79 |
21.25 |
53.7% |
1.67 |
4.2% |
41% |
False |
False |
55,132 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
51.31 |
2.618 |
47.54 |
1.618 |
45.23 |
1.000 |
43.80 |
0.618 |
42.92 |
HIGH |
41.49 |
0.618 |
40.61 |
0.500 |
40.34 |
0.382 |
40.06 |
LOW |
39.18 |
0.618 |
37.75 |
1.000 |
36.87 |
1.618 |
35.44 |
2.618 |
33.13 |
4.250 |
29.36 |
|
|
Fisher Pivots for day following 08-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
40.34 |
39.54 |
PP |
40.08 |
39.49 |
S1 |
39.83 |
39.45 |
|