NYMEX Light Sweet Crude Oil Future August 2016
Trading Metrics calculated at close of trading on 10-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2016 |
10-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
40.85 |
42.21 |
1.36 |
3.3% |
37.66 |
High |
42.68 |
42.42 |
-0.26 |
-0.6% |
40.78 |
Low |
40.85 |
41.27 |
0.42 |
1.0% |
37.15 |
Close |
42.47 |
41.60 |
-0.87 |
-2.0% |
40.53 |
Range |
1.83 |
1.15 |
-0.68 |
-37.2% |
3.63 |
ATR |
1.78 |
1.74 |
-0.04 |
-2.3% |
0.00 |
Volume |
24,961 |
34,810 |
9,849 |
39.5% |
108,482 |
|
Daily Pivots for day following 10-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
45.21 |
44.56 |
42.23 |
|
R3 |
44.06 |
43.41 |
41.92 |
|
R2 |
42.91 |
42.91 |
41.81 |
|
R1 |
42.26 |
42.26 |
41.71 |
42.01 |
PP |
41.76 |
41.76 |
41.76 |
41.64 |
S1 |
41.11 |
41.11 |
41.49 |
40.86 |
S2 |
40.61 |
40.61 |
41.39 |
|
S3 |
39.46 |
39.96 |
41.28 |
|
S4 |
38.31 |
38.81 |
40.97 |
|
|
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 |
38.89 |
4.03 |
9.7% |
1.78 |
4.3% |
67% |
False |
False |
24,822 |
10 |
42.92 |
37.15 |
5.77 |
13.9% |
1.55 |
3.7% |
77% |
False |
False |
24,608 |
20 |
42.92 |
33.98 |
8.94 |
21.5% |
1.72 |
4.1% |
85% |
False |
False |
21,427 |
40 |
42.92 |
32.22 |
10.70 |
25.7% |
1.79 |
4.3% |
88% |
False |
False |
19,049 |
60 |
43.24 |
32.22 |
11.02 |
26.5% |
1.61 |
3.9% |
85% |
False |
False |
14,256 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
47.31 |
2.618 |
45.43 |
1.618 |
44.28 |
1.000 |
43.57 |
0.618 |
43.13 |
HIGH |
42.42 |
0.618 |
41.98 |
0.500 |
41.85 |
0.382 |
41.71 |
LOW |
41.27 |
0.618 |
40.56 |
1.000 |
40.12 |
1.618 |
39.41 |
2.618 |
38.26 |
4.250 |
36.38 |
|
|
Fisher Pivots for day following 10-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
41.85 |
41.84 |
PP |
41.76 |
41.76 |
S1 |
41.68 |
41.68 |
|