NYMEX Light Sweet Crude Oil Future April 2016
Trading Metrics calculated at close of trading on 08-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2016 |
08-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
36.20 |
37.94 |
1.74 |
4.8% |
32.72 |
High |
38.11 |
38.39 |
0.28 |
0.7% |
36.34 |
Low |
36.09 |
36.12 |
0.03 |
0.1% |
32.32 |
Close |
37.90 |
36.50 |
-1.40 |
-3.7% |
35.92 |
Range |
2.02 |
2.27 |
0.25 |
12.4% |
4.02 |
ATR |
2.01 |
2.02 |
0.02 |
0.9% |
0.00 |
Volume |
709,870 |
706,933 |
-2,937 |
-0.4% |
2,767,780 |
|
Daily Pivots for day following 08-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
43.81 |
42.43 |
37.75 |
|
R3 |
41.54 |
40.16 |
37.12 |
|
R2 |
39.27 |
39.27 |
36.92 |
|
R1 |
37.89 |
37.89 |
36.71 |
37.45 |
PP |
37.00 |
37.00 |
37.00 |
36.78 |
S1 |
35.62 |
35.62 |
36.29 |
35.18 |
S2 |
34.73 |
34.73 |
36.08 |
|
S3 |
32.46 |
33.35 |
35.88 |
|
S4 |
30.19 |
31.08 |
35.25 |
|
|
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 |
38.39 |
33.55 |
4.84 |
13.3% |
1.80 |
4.9% |
61% |
True |
False |
621,177 |
10 |
38.39 |
30.56 |
7.83 |
21.5% |
1.83 |
5.0% |
76% |
True |
False |
609,499 |
20 |
38.39 |
28.74 |
9.65 |
26.4% |
2.02 |
5.5% |
80% |
True |
False |
535,447 |
40 |
38.39 |
28.74 |
9.65 |
26.4% |
2.15 |
5.9% |
80% |
True |
False |
351,210 |
60 |
41.31 |
28.74 |
12.57 |
34.4% |
1.91 |
5.2% |
62% |
False |
False |
249,836 |
80 |
47.82 |
28.74 |
19.08 |
52.3% |
1.82 |
5.0% |
41% |
False |
False |
194,425 |
100 |
51.29 |
28.74 |
22.55 |
61.8% |
1.72 |
4.7% |
34% |
False |
False |
158,558 |
120 |
53.35 |
28.74 |
24.61 |
67.4% |
1.70 |
4.7% |
32% |
False |
False |
133,795 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
48.04 |
2.618 |
44.33 |
1.618 |
42.06 |
1.000 |
40.66 |
0.618 |
39.79 |
HIGH |
38.39 |
0.618 |
37.52 |
0.500 |
37.26 |
0.382 |
36.99 |
LOW |
36.12 |
0.618 |
34.72 |
1.000 |
33.85 |
1.618 |
32.45 |
2.618 |
30.18 |
4.250 |
26.47 |
|
|
Fisher Pivots for day following 08-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
37.26 |
36.47 |
PP |
37.00 |
36.43 |
S1 |
36.75 |
36.40 |
|