NYMEX Light Sweet Crude Oil Future August 2016
Trading Metrics calculated at close of trading on 07-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2016 |
07-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
39.17 |
40.94 |
1.77 |
4.5% |
37.66 |
High |
40.78 |
42.69 |
1.91 |
4.7% |
40.78 |
Low |
38.89 |
40.82 |
1.93 |
5.0% |
37.15 |
Close |
40.53 |
42.56 |
2.03 |
5.0% |
40.53 |
Range |
1.89 |
1.87 |
-0.02 |
-1.1% |
3.63 |
ATR |
1.71 |
1.74 |
0.03 |
1.9% |
0.00 |
Volume |
15,582 |
26,359 |
10,777 |
69.2% |
108,482 |
|
Daily Pivots for day following 07-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
47.63 |
46.97 |
43.59 |
|
R3 |
45.76 |
45.10 |
43.07 |
|
R2 |
43.89 |
43.89 |
42.90 |
|
R1 |
43.23 |
43.23 |
42.73 |
43.56 |
PP |
42.02 |
42.02 |
42.02 |
42.19 |
S1 |
41.36 |
41.36 |
42.39 |
41.69 |
S2 |
40.15 |
40.15 |
42.22 |
|
S3 |
38.28 |
39.49 |
42.05 |
|
S4 |
36.41 |
37.62 |
41.53 |
|
|
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 |
42.69 |
38.00 |
4.69 |
11.0% |
1.40 |
3.3% |
97% |
True |
False |
23,581 |
10 |
42.69 |
35.52 |
7.17 |
16.8% |
1.60 |
3.8% |
98% |
True |
False |
21,621 |
20 |
42.69 |
33.98 |
8.71 |
20.5% |
1.74 |
4.1% |
99% |
True |
False |
21,105 |
40 |
42.69 |
32.22 |
10.47 |
24.6% |
1.79 |
4.2% |
99% |
True |
False |
17,615 |
60 |
44.29 |
32.22 |
12.07 |
28.4% |
1.58 |
3.7% |
86% |
False |
False |
13,642 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
50.64 |
2.618 |
47.59 |
1.618 |
45.72 |
1.000 |
44.56 |
0.618 |
43.85 |
HIGH |
42.69 |
0.618 |
41.98 |
0.500 |
41.76 |
0.382 |
41.53 |
LOW |
40.82 |
0.618 |
39.66 |
1.000 |
38.95 |
1.618 |
37.79 |
2.618 |
35.92 |
4.250 |
32.87 |
|
|
Fisher Pivots for day following 07-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
42.29 |
41.87 |
PP |
42.02 |
41.19 |
S1 |
41.76 |
40.50 |
|