NYMEX Light Sweet Crude Oil Future July 2016
Trading Metrics calculated at close of trading on 01-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Feb-2016 |
01-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
36.75 |
37.81 |
1.06 |
2.9% |
35.60 |
High |
37.95 |
38.50 |
0.55 |
1.4% |
38.48 |
Low |
36.47 |
37.35 |
0.88 |
2.4% |
34.74 |
Close |
37.79 |
38.11 |
0.32 |
0.8% |
36.72 |
Range |
1.48 |
1.15 |
-0.33 |
-22.3% |
3.74 |
ATR |
1.96 |
1.90 |
-0.06 |
-2.9% |
0.00 |
Volume |
32,651 |
36,426 |
3,775 |
11.6% |
174,877 |
|
Daily Pivots for day following 01-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
41.44 |
40.92 |
38.74 |
|
R3 |
40.29 |
39.77 |
38.43 |
|
R2 |
39.14 |
39.14 |
38.32 |
|
R1 |
38.62 |
38.62 |
38.22 |
38.88 |
PP |
37.99 |
37.99 |
37.99 |
38.12 |
S1 |
37.47 |
37.47 |
38.00 |
37.73 |
S2 |
36.84 |
36.84 |
37.90 |
|
S3 |
35.69 |
36.32 |
37.79 |
|
S4 |
34.54 |
35.17 |
37.48 |
|
|
Weekly Pivots for week ending 26-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
47.87 |
46.03 |
38.78 |
|
R3 |
44.13 |
42.29 |
37.75 |
|
R2 |
40.39 |
40.39 |
37.41 |
|
R1 |
38.55 |
38.55 |
37.06 |
39.47 |
PP |
36.65 |
36.65 |
36.65 |
37.11 |
S1 |
34.81 |
34.81 |
36.38 |
35.73 |
S2 |
32.91 |
32.91 |
36.03 |
|
S3 |
29.17 |
31.07 |
35.69 |
|
S4 |
25.43 |
27.33 |
34.66 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
38.50 |
34.74 |
3.76 |
9.9% |
1.66 |
4.3% |
90% |
True |
False |
34,811 |
10 |
38.50 |
34.74 |
3.76 |
9.9% |
1.78 |
4.7% |
90% |
True |
False |
34,081 |
20 |
38.61 |
33.14 |
5.47 |
14.4% |
1.90 |
5.0% |
91% |
False |
False |
36,413 |
40 |
42.64 |
31.61 |
11.03 |
28.9% |
1.96 |
5.1% |
59% |
False |
False |
28,675 |
60 |
46.98 |
31.61 |
15.37 |
40.3% |
1.71 |
4.5% |
42% |
False |
False |
22,213 |
80 |
52.22 |
31.61 |
20.61 |
54.1% |
1.58 |
4.1% |
32% |
False |
False |
17,989 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
43.39 |
2.618 |
41.51 |
1.618 |
40.36 |
1.000 |
39.65 |
0.618 |
39.21 |
HIGH |
38.50 |
0.618 |
38.06 |
0.500 |
37.93 |
0.382 |
37.79 |
LOW |
37.35 |
0.618 |
36.64 |
1.000 |
36.20 |
1.618 |
35.49 |
2.618 |
34.34 |
4.250 |
32.46 |
|
|
Fisher Pivots for day following 01-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
38.05 |
37.90 |
PP |
37.99 |
37.69 |
S1 |
37.93 |
37.49 |
|