NYMEX Light Sweet Crude Oil Future April 2016
Trading Metrics calculated at close of trading on 02-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2016 |
02-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
33.90 |
33.89 |
-0.01 |
0.0% |
31.96 |
High |
34.76 |
35.17 |
0.41 |
1.2% |
34.69 |
Low |
33.37 |
33.55 |
0.18 |
0.5% |
30.56 |
Close |
34.40 |
34.66 |
0.26 |
0.8% |
32.78 |
Range |
1.39 |
1.62 |
0.23 |
16.5% |
4.13 |
ATR |
2.10 |
2.06 |
-0.03 |
-1.6% |
0.00 |
Volume |
566,226 |
597,834 |
31,608 |
5.6% |
2,970,808 |
|
Daily Pivots for day following 02-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
39.32 |
38.61 |
35.55 |
|
R3 |
37.70 |
36.99 |
35.11 |
|
R2 |
36.08 |
36.08 |
34.96 |
|
R1 |
35.37 |
35.37 |
34.81 |
35.73 |
PP |
34.46 |
34.46 |
34.46 |
34.64 |
S1 |
33.75 |
33.75 |
34.51 |
34.11 |
S2 |
32.84 |
32.84 |
34.36 |
|
S3 |
31.22 |
32.13 |
34.21 |
|
S4 |
29.60 |
30.51 |
33.77 |
|
|
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 |
35.17 |
31.07 |
4.10 |
11.8% |
1.83 |
5.3% |
88% |
True |
False |
586,939 |
10 |
35.17 |
30.56 |
4.61 |
13.3% |
1.89 |
5.5% |
89% |
True |
False |
559,035 |
20 |
35.17 |
28.74 |
6.43 |
18.6% |
2.08 |
6.0% |
92% |
True |
False |
462,317 |
40 |
39.31 |
28.74 |
10.57 |
30.5% |
2.15 |
6.2% |
56% |
False |
False |
296,560 |
60 |
45.29 |
28.74 |
16.55 |
47.7% |
1.91 |
5.5% |
36% |
False |
False |
211,405 |
80 |
49.46 |
28.74 |
20.72 |
59.8% |
1.78 |
5.1% |
29% |
False |
False |
163,997 |
100 |
53.35 |
28.74 |
24.61 |
71.0% |
1.72 |
5.0% |
24% |
False |
False |
133,976 |
120 |
53.35 |
28.74 |
24.61 |
71.0% |
1.69 |
4.9% |
24% |
False |
False |
113,150 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
42.06 |
2.618 |
39.41 |
1.618 |
37.79 |
1.000 |
36.79 |
0.618 |
36.17 |
HIGH |
35.17 |
0.618 |
34.55 |
0.500 |
34.36 |
0.382 |
34.17 |
LOW |
33.55 |
0.618 |
32.55 |
1.000 |
31.93 |
1.618 |
30.93 |
2.618 |
29.31 |
4.250 |
26.67 |
|
|
Fisher Pivots for day following 02-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
34.56 |
34.36 |
PP |
34.46 |
34.05 |
S1 |
34.36 |
33.75 |
|