NYMEX Light Sweet Crude Oil Future August 2016
Trading Metrics calculated at close of trading on 09-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2016 |
09-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
42.35 |
40.85 |
-1.50 |
-3.5% |
37.66 |
High |
42.92 |
42.68 |
-0.24 |
-0.6% |
40.78 |
Low |
40.76 |
40.85 |
0.09 |
0.2% |
37.15 |
Close |
41.11 |
42.47 |
1.36 |
3.3% |
40.53 |
Range |
2.16 |
1.83 |
-0.33 |
-15.3% |
3.63 |
ATR |
1.77 |
1.78 |
0.00 |
0.2% |
0.00 |
Volume |
22,399 |
24,961 |
2,562 |
11.4% |
108,482 |
|
Daily Pivots for day following 09-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
47.49 |
46.81 |
43.48 |
|
R3 |
45.66 |
44.98 |
42.97 |
|
R2 |
43.83 |
43.83 |
42.81 |
|
R1 |
43.15 |
43.15 |
42.64 |
43.49 |
PP |
42.00 |
42.00 |
42.00 |
42.17 |
S1 |
41.32 |
41.32 |
42.30 |
41.66 |
S2 |
40.17 |
40.17 |
42.13 |
|
S3 |
38.34 |
39.49 |
41.97 |
|
S4 |
36.51 |
37.66 |
41.46 |
|
|
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 |
38.31 |
4.61 |
10.9% |
1.74 |
4.1% |
90% |
False |
False |
23,969 |
10 |
42.92 |
36.23 |
6.69 |
15.8% |
1.63 |
3.8% |
93% |
False |
False |
23,073 |
20 |
42.92 |
33.98 |
8.94 |
21.1% |
1.73 |
4.1% |
95% |
False |
False |
20,984 |
40 |
42.92 |
32.22 |
10.70 |
25.2% |
1.81 |
4.3% |
96% |
False |
False |
18,418 |
60 |
43.30 |
32.22 |
11.08 |
26.1% |
1.62 |
3.8% |
93% |
False |
False |
13,905 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
50.46 |
2.618 |
47.47 |
1.618 |
45.64 |
1.000 |
44.51 |
0.618 |
43.81 |
HIGH |
42.68 |
0.618 |
41.98 |
0.500 |
41.77 |
0.382 |
41.55 |
LOW |
40.85 |
0.618 |
39.72 |
1.000 |
39.02 |
1.618 |
37.89 |
2.618 |
36.06 |
4.250 |
33.07 |
|
|
Fisher Pivots for day following 09-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
42.24 |
42.26 |
PP |
42.00 |
42.05 |
S1 |
41.77 |
41.84 |
|