NYMEX Light Sweet Crude Oil Future August 2016
Trading Metrics calculated at close of trading on 03-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2016 |
03-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
38.53 |
38.92 |
0.39 |
1.0% |
36.40 |
High |
39.24 |
39.24 |
0.00 |
0.0% |
39.17 |
Low |
38.00 |
38.31 |
0.31 |
0.8% |
35.52 |
Close |
38.80 |
38.98 |
0.18 |
0.5% |
37.43 |
Range |
1.24 |
0.93 |
-0.31 |
-25.0% |
3.65 |
ATR |
1.76 |
1.70 |
-0.06 |
-3.4% |
0.00 |
Volume |
19,778 |
30,547 |
10,769 |
54.4% |
108,587 |
|
Daily Pivots for day following 03-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
41.63 |
41.24 |
39.49 |
|
R3 |
40.70 |
40.31 |
39.24 |
|
R2 |
39.77 |
39.77 |
39.15 |
|
R1 |
39.38 |
39.38 |
39.07 |
39.58 |
PP |
38.84 |
38.84 |
38.84 |
38.94 |
S1 |
38.45 |
38.45 |
38.89 |
38.65 |
S2 |
37.91 |
37.91 |
38.81 |
|
S3 |
36.98 |
37.52 |
38.72 |
|
S4 |
36.05 |
36.59 |
38.47 |
|
|
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 |
39.24 |
37.15 |
2.09 |
5.4% |
1.33 |
3.4% |
88% |
True |
False |
24,395 |
10 |
39.24 |
35.52 |
3.72 |
9.5% |
1.51 |
3.9% |
93% |
True |
False |
21,630 |
20 |
39.24 |
33.98 |
5.26 |
13.5% |
1.68 |
4.3% |
95% |
True |
False |
21,266 |
40 |
41.35 |
32.22 |
9.13 |
23.4% |
1.79 |
4.6% |
74% |
False |
False |
16,879 |
60 |
45.45 |
32.22 |
13.23 |
33.9% |
1.57 |
4.0% |
51% |
False |
False |
13,499 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
43.19 |
2.618 |
41.67 |
1.618 |
40.74 |
1.000 |
40.17 |
0.618 |
39.81 |
HIGH |
39.24 |
0.618 |
38.88 |
0.500 |
38.78 |
0.382 |
38.67 |
LOW |
38.31 |
0.618 |
37.74 |
1.000 |
37.38 |
1.618 |
36.81 |
2.618 |
35.88 |
4.250 |
34.36 |
|
|
Fisher Pivots for day following 03-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
38.91 |
38.86 |
PP |
38.84 |
38.74 |
S1 |
38.78 |
38.62 |
|