NYMEX Light Sweet Crude Oil Future July 2016
Trading Metrics calculated at close of trading on 07-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2016 |
07-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
38.49 |
39.92 |
1.43 |
3.7% |
36.75 |
High |
40.18 |
42.06 |
1.88 |
4.7% |
40.18 |
Low |
38.25 |
39.92 |
1.67 |
4.4% |
36.47 |
Close |
39.87 |
41.92 |
2.05 |
5.1% |
39.87 |
Range |
1.93 |
2.14 |
0.21 |
10.9% |
3.71 |
ATR |
1.81 |
1.83 |
0.03 |
1.5% |
0.00 |
Volume |
30,253 |
41,398 |
11,145 |
36.8% |
176,990 |
|
Daily Pivots for day following 07-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
47.72 |
46.96 |
43.10 |
|
R3 |
45.58 |
44.82 |
42.51 |
|
R2 |
43.44 |
43.44 |
42.31 |
|
R1 |
42.68 |
42.68 |
42.12 |
43.06 |
PP |
41.30 |
41.30 |
41.30 |
41.49 |
S1 |
40.54 |
40.54 |
41.72 |
40.92 |
S2 |
39.16 |
39.16 |
41.53 |
|
S3 |
37.02 |
38.40 |
41.33 |
|
S4 |
34.88 |
36.26 |
40.74 |
|
|
Weekly Pivots for week ending 04-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
49.97 |
48.63 |
41.91 |
|
R3 |
46.26 |
44.92 |
40.89 |
|
R2 |
42.55 |
42.55 |
40.55 |
|
R1 |
41.21 |
41.21 |
40.21 |
41.88 |
PP |
38.84 |
38.84 |
38.84 |
39.18 |
S1 |
37.50 |
37.50 |
39.53 |
38.17 |
S2 |
35.13 |
35.13 |
39.19 |
|
S3 |
31.42 |
33.79 |
38.85 |
|
S4 |
27.71 |
30.08 |
37.83 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
42.06 |
37.32 |
4.74 |
11.3% |
1.51 |
3.6% |
97% |
True |
False |
37,147 |
10 |
42.06 |
34.74 |
7.32 |
17.5% |
1.67 |
4.0% |
98% |
True |
False |
35,007 |
20 |
42.06 |
33.14 |
8.92 |
21.3% |
1.85 |
4.4% |
98% |
True |
False |
37,028 |
40 |
42.06 |
31.61 |
10.45 |
24.9% |
1.94 |
4.6% |
99% |
True |
False |
31,162 |
60 |
43.93 |
31.61 |
12.32 |
29.4% |
1.71 |
4.1% |
84% |
False |
False |
23,879 |
80 |
49.30 |
31.61 |
17.69 |
42.2% |
1.60 |
3.8% |
58% |
False |
False |
19,631 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
51.16 |
2.618 |
47.66 |
1.618 |
45.52 |
1.000 |
44.20 |
0.618 |
43.38 |
HIGH |
42.06 |
0.618 |
41.24 |
0.500 |
40.99 |
0.382 |
40.74 |
LOW |
39.92 |
0.618 |
38.60 |
1.000 |
37.78 |
1.618 |
36.46 |
2.618 |
34.32 |
4.250 |
30.83 |
|
|
Fisher Pivots for day following 07-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
41.61 |
41.24 |
PP |
41.30 |
40.56 |
S1 |
40.99 |
39.88 |
|