NYMEX Light Sweet Crude Oil Future August 2016
Trading Metrics calculated at close of trading on 08-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2016 |
08-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
40.94 |
42.35 |
1.41 |
3.4% |
37.66 |
High |
42.69 |
42.92 |
0.23 |
0.5% |
40.78 |
Low |
40.82 |
40.76 |
-0.06 |
-0.1% |
37.15 |
Close |
42.56 |
41.11 |
-1.45 |
-3.4% |
40.53 |
Range |
1.87 |
2.16 |
0.29 |
15.5% |
3.63 |
ATR |
1.74 |
1.77 |
0.03 |
1.7% |
0.00 |
Volume |
26,359 |
22,399 |
-3,960 |
-15.0% |
108,482 |
|
Daily Pivots for day following 08-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
48.08 |
46.75 |
42.30 |
|
R3 |
45.92 |
44.59 |
41.70 |
|
R2 |
43.76 |
43.76 |
41.51 |
|
R1 |
42.43 |
42.43 |
41.31 |
42.02 |
PP |
41.60 |
41.60 |
41.60 |
41.39 |
S1 |
40.27 |
40.27 |
40.91 |
39.86 |
S2 |
39.44 |
39.44 |
40.71 |
|
S3 |
37.28 |
38.11 |
40.52 |
|
S4 |
35.12 |
35.95 |
39.92 |
|
|
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 |
42.92 |
38.00 |
4.92 |
12.0% |
1.62 |
3.9% |
63% |
True |
False |
22,933 |
10 |
42.92 |
35.52 |
7.40 |
18.0% |
1.63 |
4.0% |
76% |
True |
False |
22,286 |
20 |
42.92 |
33.98 |
8.94 |
21.7% |
1.78 |
4.3% |
80% |
True |
False |
20,866 |
40 |
42.92 |
32.22 |
10.70 |
26.0% |
1.81 |
4.4% |
83% |
True |
False |
17,991 |
60 |
43.67 |
32.22 |
11.45 |
27.9% |
1.60 |
3.9% |
78% |
False |
False |
13,778 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
52.10 |
2.618 |
48.57 |
1.618 |
46.41 |
1.000 |
45.08 |
0.618 |
44.25 |
HIGH |
42.92 |
0.618 |
42.09 |
0.500 |
41.84 |
0.382 |
41.59 |
LOW |
40.76 |
0.618 |
39.43 |
1.000 |
38.60 |
1.618 |
37.27 |
2.618 |
35.11 |
4.250 |
31.58 |
|
|
Fisher Pivots for day following 08-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
41.84 |
41.04 |
PP |
41.60 |
40.97 |
S1 |
41.35 |
40.91 |
|