NYMEX Light Sweet Crude Oil Future July 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 |
39.92 |
41.75 |
1.83 |
4.6% |
36.75 |
High |
42.06 |
42.31 |
0.25 |
0.6% |
40.18 |
Low |
39.92 |
40.05 |
0.13 |
0.3% |
36.47 |
Close |
41.92 |
40.46 |
-1.46 |
-3.5% |
39.87 |
Range |
2.14 |
2.26 |
0.12 |
5.6% |
3.71 |
ATR |
1.83 |
1.86 |
0.03 |
1.7% |
0.00 |
Volume |
41,398 |
33,547 |
-7,851 |
-19.0% |
176,990 |
|
Daily Pivots for day following 08-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
47.72 |
46.35 |
41.70 |
|
R3 |
45.46 |
44.09 |
41.08 |
|
R2 |
43.20 |
43.20 |
40.87 |
|
R1 |
41.83 |
41.83 |
40.67 |
41.39 |
PP |
40.94 |
40.94 |
40.94 |
40.72 |
S1 |
39.57 |
39.57 |
40.25 |
39.13 |
S2 |
38.68 |
38.68 |
40.05 |
|
S3 |
36.42 |
37.31 |
39.84 |
|
S4 |
34.16 |
35.05 |
39.22 |
|
|
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 |
42.31 |
37.32 |
4.99 |
12.3% |
1.73 |
4.3% |
63% |
True |
False |
36,571 |
10 |
42.31 |
34.74 |
7.57 |
18.7% |
1.69 |
4.2% |
76% |
True |
False |
35,691 |
20 |
42.31 |
33.14 |
9.17 |
22.7% |
1.89 |
4.7% |
80% |
True |
False |
36,917 |
40 |
42.31 |
31.61 |
10.70 |
26.4% |
1.96 |
4.9% |
83% |
True |
False |
31,603 |
60 |
43.19 |
31.61 |
11.58 |
28.6% |
1.72 |
4.2% |
76% |
False |
False |
24,191 |
80 |
49.00 |
31.61 |
17.39 |
43.0% |
1.62 |
4.0% |
51% |
False |
False |
20,022 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
51.92 |
2.618 |
48.23 |
1.618 |
45.97 |
1.000 |
44.57 |
0.618 |
43.71 |
HIGH |
42.31 |
0.618 |
41.45 |
0.500 |
41.18 |
0.382 |
40.91 |
LOW |
40.05 |
0.618 |
38.65 |
1.000 |
37.79 |
1.618 |
36.39 |
2.618 |
34.13 |
4.250 |
30.45 |
|
|
Fisher Pivots for day following 08-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
41.18 |
40.40 |
PP |
40.94 |
40.34 |
S1 |
40.70 |
40.28 |
|