NYMEX Light Sweet Crude Oil Future August 2016
Trading Metrics calculated at close of trading on 04-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2016 |
04-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
38.92 |
39.17 |
0.25 |
0.6% |
37.66 |
High |
39.24 |
40.78 |
1.54 |
3.9% |
40.78 |
Low |
38.31 |
38.89 |
0.58 |
1.5% |
37.15 |
Close |
38.98 |
40.53 |
1.55 |
4.0% |
40.53 |
Range |
0.93 |
1.89 |
0.96 |
103.2% |
3.63 |
ATR |
1.70 |
1.71 |
0.01 |
0.8% |
0.00 |
Volume |
30,547 |
15,582 |
-14,965 |
-49.0% |
108,482 |
|
Daily Pivots for day following 04-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
45.74 |
45.02 |
41.57 |
|
R3 |
43.85 |
43.13 |
41.05 |
|
R2 |
41.96 |
41.96 |
40.88 |
|
R1 |
41.24 |
41.24 |
40.70 |
41.60 |
PP |
40.07 |
40.07 |
40.07 |
40.25 |
S1 |
39.35 |
39.35 |
40.36 |
39.71 |
S2 |
38.18 |
38.18 |
40.18 |
|
S3 |
36.29 |
37.46 |
40.01 |
|
S4 |
34.40 |
35.57 |
39.49 |
|
|
Weekly Pivots for week ending 04-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
50.38 |
49.08 |
42.53 |
|
R3 |
46.75 |
45.45 |
41.53 |
|
R2 |
43.12 |
43.12 |
41.20 |
|
R1 |
41.82 |
41.82 |
40.86 |
42.47 |
PP |
39.49 |
39.49 |
39.49 |
39.81 |
S1 |
38.19 |
38.19 |
40.20 |
38.84 |
S2 |
35.86 |
35.86 |
39.86 |
|
S3 |
32.23 |
34.56 |
39.53 |
|
S4 |
28.60 |
30.93 |
38.53 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
40.78 |
37.15 |
3.63 |
9.0% |
1.33 |
3.3% |
93% |
True |
False |
21,696 |
10 |
40.78 |
35.52 |
5.26 |
13.0% |
1.56 |
3.9% |
95% |
True |
False |
21,706 |
20 |
40.78 |
33.98 |
6.80 |
16.8% |
1.70 |
4.2% |
96% |
True |
False |
20,879 |
40 |
40.78 |
32.22 |
8.56 |
21.1% |
1.79 |
4.4% |
97% |
True |
False |
17,112 |
60 |
44.29 |
32.22 |
12.07 |
29.8% |
1.57 |
3.9% |
69% |
False |
False |
13,451 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
48.81 |
2.618 |
45.73 |
1.618 |
43.84 |
1.000 |
42.67 |
0.618 |
41.95 |
HIGH |
40.78 |
0.618 |
40.06 |
0.500 |
39.84 |
0.382 |
39.61 |
LOW |
38.89 |
0.618 |
37.72 |
1.000 |
37.00 |
1.618 |
35.83 |
2.618 |
33.94 |
4.250 |
30.86 |
|
|
Fisher Pivots for day following 04-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
40.30 |
40.15 |
PP |
40.07 |
39.77 |
S1 |
39.84 |
39.39 |
|