NYMEX Light Sweet Crude Oil Future August 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 |
37.66 |
38.26 |
0.60 |
1.6% |
36.40 |
High |
38.65 |
39.11 |
0.46 |
1.2% |
39.17 |
Low |
37.15 |
38.03 |
0.88 |
2.4% |
35.52 |
Close |
38.50 |
38.75 |
0.25 |
0.6% |
37.43 |
Range |
1.50 |
1.08 |
-0.42 |
-28.0% |
3.65 |
ATR |
1.85 |
1.80 |
-0.06 |
-3.0% |
0.00 |
Volume |
16,936 |
25,639 |
8,703 |
51.4% |
108,587 |
|
Daily Pivots for day following 01-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
41.87 |
41.39 |
39.34 |
|
R3 |
40.79 |
40.31 |
39.05 |
|
R2 |
39.71 |
39.71 |
38.95 |
|
R1 |
39.23 |
39.23 |
38.85 |
39.47 |
PP |
38.63 |
38.63 |
38.63 |
38.75 |
S1 |
38.15 |
38.15 |
38.65 |
38.39 |
S2 |
37.55 |
37.55 |
38.55 |
|
S3 |
36.47 |
37.07 |
38.45 |
|
S4 |
35.39 |
35.99 |
38.16 |
|
|
Weekly Pivots for week ending 26-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
48.32 |
46.53 |
39.44 |
|
R3 |
44.67 |
42.88 |
38.43 |
|
R2 |
41.02 |
41.02 |
38.10 |
|
R1 |
39.23 |
39.23 |
37.76 |
40.13 |
PP |
37.37 |
37.37 |
37.37 |
37.82 |
S1 |
35.58 |
35.58 |
37.10 |
36.48 |
S2 |
33.72 |
33.72 |
36.76 |
|
S3 |
30.07 |
31.93 |
36.43 |
|
S4 |
26.42 |
28.28 |
35.42 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
39.17 |
35.52 |
3.65 |
9.4% |
1.63 |
4.2% |
88% |
False |
False |
21,639 |
10 |
39.17 |
35.52 |
3.65 |
9.4% |
1.70 |
4.4% |
88% |
False |
False |
19,779 |
20 |
39.23 |
33.98 |
5.25 |
13.5% |
1.77 |
4.6% |
91% |
False |
False |
20,868 |
40 |
43.12 |
32.22 |
10.90 |
28.1% |
1.80 |
4.7% |
60% |
False |
False |
15,923 |
60 |
47.24 |
32.22 |
15.02 |
38.8% |
1.58 |
4.1% |
43% |
False |
False |
12,878 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
43.70 |
2.618 |
41.94 |
1.618 |
40.86 |
1.000 |
40.19 |
0.618 |
39.78 |
HIGH |
39.11 |
0.618 |
38.70 |
0.500 |
38.57 |
0.382 |
38.44 |
LOW |
38.03 |
0.618 |
37.36 |
1.000 |
36.95 |
1.618 |
36.28 |
2.618 |
35.20 |
4.250 |
33.44 |
|
|
Fisher Pivots for day following 01-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
38.69 |
38.55 |
PP |
38.63 |
38.36 |
S1 |
38.57 |
38.16 |
|