NYMEX Light Sweet Crude Oil Future July 2016
Trading Metrics calculated at close of trading on 09-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2016 |
09-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
41.75 |
40.30 |
-1.45 |
-3.5% |
36.75 |
High |
42.31 |
42.06 |
-0.25 |
-0.6% |
40.18 |
Low |
40.05 |
40.20 |
0.15 |
0.4% |
36.47 |
Close |
40.46 |
41.87 |
1.41 |
3.5% |
39.87 |
Range |
2.26 |
1.86 |
-0.40 |
-17.7% |
3.71 |
ATR |
1.86 |
1.86 |
0.00 |
0.0% |
0.00 |
Volume |
33,547 |
41,887 |
8,340 |
24.9% |
176,990 |
|
Daily Pivots for day following 09-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
46.96 |
46.27 |
42.89 |
|
R3 |
45.10 |
44.41 |
42.38 |
|
R2 |
43.24 |
43.24 |
42.21 |
|
R1 |
42.55 |
42.55 |
42.04 |
42.90 |
PP |
41.38 |
41.38 |
41.38 |
41.55 |
S1 |
40.69 |
40.69 |
41.70 |
41.04 |
S2 |
39.52 |
39.52 |
41.53 |
|
S3 |
37.66 |
38.83 |
41.36 |
|
S4 |
35.80 |
36.97 |
40.85 |
|
|
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 |
37.69 |
4.62 |
11.0% |
1.84 |
4.4% |
90% |
False |
False |
38,548 |
10 |
42.31 |
35.44 |
6.87 |
16.4% |
1.70 |
4.1% |
94% |
False |
False |
36,533 |
20 |
42.31 |
33.14 |
9.17 |
21.9% |
1.84 |
4.4% |
95% |
False |
False |
36,699 |
40 |
42.31 |
31.61 |
10.70 |
25.6% |
1.96 |
4.7% |
96% |
False |
False |
32,221 |
60 |
42.77 |
31.61 |
11.16 |
26.7% |
1.74 |
4.2% |
92% |
False |
False |
24,599 |
80 |
48.35 |
31.61 |
16.74 |
40.0% |
1.62 |
3.9% |
61% |
False |
False |
20,490 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
49.97 |
2.618 |
46.93 |
1.618 |
45.07 |
1.000 |
43.92 |
0.618 |
43.21 |
HIGH |
42.06 |
0.618 |
41.35 |
0.500 |
41.13 |
0.382 |
40.91 |
LOW |
40.20 |
0.618 |
39.05 |
1.000 |
38.34 |
1.618 |
37.19 |
2.618 |
35.33 |
4.250 |
32.30 |
|
|
Fisher Pivots for day following 09-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
41.62 |
41.62 |
PP |
41.38 |
41.37 |
S1 |
41.13 |
41.12 |
|