NYMEX Light Sweet Crude Oil Future April 2016
Trading Metrics calculated at close of trading on 01-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Feb-2016 |
01-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
32.72 |
33.90 |
1.18 |
3.6% |
31.96 |
High |
33.98 |
34.76 |
0.78 |
2.3% |
34.69 |
Low |
32.32 |
33.37 |
1.05 |
3.2% |
30.56 |
Close |
33.75 |
34.40 |
0.65 |
1.9% |
32.78 |
Range |
1.66 |
1.39 |
-0.27 |
-16.3% |
4.13 |
ATR |
2.15 |
2.10 |
-0.05 |
-2.5% |
0.00 |
Volume |
512,468 |
566,226 |
53,758 |
10.5% |
2,970,808 |
|
Daily Pivots for day following 01-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
38.35 |
37.76 |
35.16 |
|
R3 |
36.96 |
36.37 |
34.78 |
|
R2 |
35.57 |
35.57 |
34.65 |
|
R1 |
34.98 |
34.98 |
34.53 |
35.28 |
PP |
34.18 |
34.18 |
34.18 |
34.32 |
S1 |
33.59 |
33.59 |
34.27 |
33.89 |
S2 |
32.79 |
32.79 |
34.15 |
|
S3 |
31.40 |
32.20 |
34.02 |
|
S4 |
30.01 |
30.81 |
33.64 |
|
|
Weekly Pivots for week ending 26-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
45.07 |
43.05 |
35.05 |
|
R3 |
40.94 |
38.92 |
33.92 |
|
R2 |
36.81 |
36.81 |
33.54 |
|
R1 |
34.79 |
34.79 |
33.16 |
35.80 |
PP |
32.68 |
32.68 |
32.68 |
33.18 |
S1 |
30.66 |
30.66 |
32.40 |
31.67 |
S2 |
28.55 |
28.55 |
32.02 |
|
S3 |
24.42 |
26.53 |
31.64 |
|
S4 |
20.29 |
22.40 |
30.51 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
34.76 |
30.56 |
4.20 |
12.2% |
1.87 |
5.4% |
91% |
True |
False |
597,821 |
10 |
34.76 |
30.56 |
4.20 |
12.2% |
2.02 |
5.9% |
91% |
True |
False |
545,121 |
20 |
35.08 |
28.74 |
6.34 |
18.4% |
2.10 |
6.1% |
89% |
False |
False |
441,707 |
40 |
40.50 |
28.74 |
11.76 |
34.2% |
2.16 |
6.3% |
48% |
False |
False |
282,730 |
60 |
45.29 |
28.74 |
16.55 |
48.1% |
1.91 |
5.6% |
34% |
False |
False |
201,863 |
80 |
51.29 |
28.74 |
22.55 |
65.6% |
1.79 |
5.2% |
25% |
False |
False |
156,656 |
100 |
53.35 |
28.74 |
24.61 |
71.5% |
1.72 |
5.0% |
23% |
False |
False |
128,130 |
120 |
53.35 |
28.74 |
24.61 |
71.5% |
1.69 |
4.9% |
23% |
False |
False |
108,205 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
40.67 |
2.618 |
38.40 |
1.618 |
37.01 |
1.000 |
36.15 |
0.618 |
35.62 |
HIGH |
34.76 |
0.618 |
34.23 |
0.500 |
34.07 |
0.382 |
33.90 |
LOW |
33.37 |
0.618 |
32.51 |
1.000 |
31.98 |
1.618 |
31.12 |
2.618 |
29.73 |
4.250 |
27.46 |
|
|
Fisher Pivots for day following 01-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
34.29 |
34.11 |
PP |
34.18 |
33.83 |
S1 |
34.07 |
33.54 |
|