NYMEX Light Sweet Crude Oil Future April 2016
Trading Metrics calculated at close of trading on 07-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2016 |
07-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
34.66 |
36.20 |
1.54 |
4.4% |
32.72 |
High |
36.34 |
38.11 |
1.77 |
4.9% |
36.34 |
Low |
34.40 |
36.09 |
1.69 |
4.9% |
32.32 |
Close |
35.92 |
37.90 |
1.98 |
5.5% |
35.92 |
Range |
1.94 |
2.02 |
0.08 |
4.1% |
4.02 |
ATR |
1.99 |
2.01 |
0.01 |
0.7% |
0.00 |
Volume |
578,290 |
709,870 |
131,580 |
22.8% |
2,767,780 |
|
Daily Pivots for day following 07-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
43.43 |
42.68 |
39.01 |
|
R3 |
41.41 |
40.66 |
38.46 |
|
R2 |
39.39 |
39.39 |
38.27 |
|
R1 |
38.64 |
38.64 |
38.09 |
39.02 |
PP |
37.37 |
37.37 |
37.37 |
37.55 |
S1 |
36.62 |
36.62 |
37.71 |
37.00 |
S2 |
35.35 |
35.35 |
37.53 |
|
S3 |
33.33 |
34.60 |
37.34 |
|
S4 |
31.31 |
32.58 |
36.79 |
|
|
Weekly Pivots for week ending 04-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
46.92 |
45.44 |
38.13 |
|
R3 |
42.90 |
41.42 |
37.03 |
|
R2 |
38.88 |
38.88 |
36.66 |
|
R1 |
37.40 |
37.40 |
36.29 |
38.14 |
PP |
34.86 |
34.86 |
34.86 |
35.23 |
S1 |
33.38 |
33.38 |
35.55 |
34.12 |
S2 |
30.84 |
30.84 |
35.18 |
|
S3 |
26.82 |
29.36 |
34.81 |
|
S4 |
22.80 |
25.34 |
33.71 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
38.11 |
33.37 |
4.74 |
12.5% |
1.62 |
4.3% |
96% |
True |
False |
593,036 |
10 |
38.11 |
30.56 |
7.55 |
19.9% |
1.84 |
4.8% |
97% |
True |
False |
592,744 |
20 |
38.11 |
28.74 |
9.37 |
24.7% |
2.00 |
5.3% |
98% |
True |
False |
514,163 |
40 |
38.11 |
28.74 |
9.37 |
24.7% |
2.13 |
5.6% |
98% |
True |
False |
335,945 |
60 |
42.28 |
28.74 |
13.54 |
35.7% |
1.90 |
5.0% |
68% |
False |
False |
238,981 |
80 |
48.10 |
28.74 |
19.36 |
51.1% |
1.80 |
4.7% |
47% |
False |
False |
185,764 |
100 |
51.29 |
28.74 |
22.55 |
59.5% |
1.71 |
4.5% |
41% |
False |
False |
151,597 |
120 |
53.35 |
28.74 |
24.61 |
64.9% |
1.69 |
4.5% |
37% |
False |
False |
127,993 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
46.70 |
2.618 |
43.40 |
1.618 |
41.38 |
1.000 |
40.13 |
0.618 |
39.36 |
HIGH |
38.11 |
0.618 |
37.34 |
0.500 |
37.10 |
0.382 |
36.86 |
LOW |
36.09 |
0.618 |
34.84 |
1.000 |
34.07 |
1.618 |
32.82 |
2.618 |
30.80 |
4.250 |
27.51 |
|
|
Fisher Pivots for day following 07-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
37.63 |
37.32 |
PP |
37.37 |
36.73 |
S1 |
37.10 |
36.15 |
|