NYMEX Light Sweet Crude Oil Future July 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 |
37.81 |
37.69 |
-0.12 |
-0.3% |
35.60 |
High |
38.50 |
38.64 |
0.14 |
0.4% |
38.48 |
Low |
37.35 |
37.32 |
-0.03 |
-0.1% |
34.74 |
Close |
38.11 |
38.18 |
0.07 |
0.2% |
36.72 |
Range |
1.15 |
1.32 |
0.17 |
14.8% |
3.74 |
ATR |
1.90 |
1.86 |
-0.04 |
-2.2% |
0.00 |
Volume |
36,426 |
32,004 |
-4,422 |
-12.1% |
174,877 |
|
Daily Pivots for day following 02-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
42.01 |
41.41 |
38.91 |
|
R3 |
40.69 |
40.09 |
38.54 |
|
R2 |
39.37 |
39.37 |
38.42 |
|
R1 |
38.77 |
38.77 |
38.30 |
39.07 |
PP |
38.05 |
38.05 |
38.05 |
38.20 |
S1 |
37.45 |
37.45 |
38.06 |
37.75 |
S2 |
36.73 |
36.73 |
37.94 |
|
S3 |
35.41 |
36.13 |
37.82 |
|
S4 |
34.09 |
34.81 |
37.45 |
|
|
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 |
38.64 |
35.44 |
3.20 |
8.4% |
1.55 |
4.1% |
86% |
True |
False |
34,518 |
10 |
38.64 |
34.74 |
3.90 |
10.2% |
1.65 |
4.3% |
88% |
True |
False |
33,486 |
20 |
38.64 |
33.14 |
5.50 |
14.4% |
1.89 |
4.9% |
92% |
True |
False |
36,511 |
40 |
41.62 |
31.61 |
10.01 |
26.2% |
1.94 |
5.1% |
66% |
False |
False |
29,162 |
60 |
46.84 |
31.61 |
15.23 |
39.9% |
1.70 |
4.5% |
43% |
False |
False |
22,643 |
80 |
50.42 |
31.61 |
18.81 |
49.3% |
1.57 |
4.1% |
35% |
False |
False |
18,338 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
44.25 |
2.618 |
42.10 |
1.618 |
40.78 |
1.000 |
39.96 |
0.618 |
39.46 |
HIGH |
38.64 |
0.618 |
38.14 |
0.500 |
37.98 |
0.382 |
37.82 |
LOW |
37.32 |
0.618 |
36.50 |
1.000 |
36.00 |
1.618 |
35.18 |
2.618 |
33.86 |
4.250 |
31.71 |
|
|
Fisher Pivots for day following 02-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
38.11 |
37.97 |
PP |
38.05 |
37.76 |
S1 |
37.98 |
37.56 |
|