NYMEX Light Sweet Crude Oil Future May 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 |
34.55 |
35.70 |
1.15 |
3.3% |
33.54 |
High |
35.81 |
36.51 |
0.70 |
2.0% |
36.43 |
Low |
34.22 |
35.18 |
0.96 |
2.8% |
32.42 |
Close |
35.58 |
36.15 |
0.57 |
1.6% |
34.58 |
Range |
1.59 |
1.33 |
-0.26 |
-16.4% |
4.01 |
ATR |
2.09 |
2.04 |
-0.05 |
-2.6% |
0.00 |
Volume |
132,233 |
178,398 |
46,165 |
34.9% |
756,130 |
|
Daily Pivots for day following 01-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
39.94 |
39.37 |
36.88 |
|
R3 |
38.61 |
38.04 |
36.52 |
|
R2 |
37.28 |
37.28 |
36.39 |
|
R1 |
36.71 |
36.71 |
36.27 |
37.00 |
PP |
35.95 |
35.95 |
35.95 |
36.09 |
S1 |
35.38 |
35.38 |
36.03 |
35.67 |
S2 |
34.62 |
34.62 |
35.91 |
|
S3 |
33.29 |
34.05 |
35.78 |
|
S4 |
31.96 |
32.72 |
35.42 |
|
|
Weekly Pivots for week ending 26-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
46.51 |
44.55 |
36.79 |
|
R3 |
42.50 |
40.54 |
35.68 |
|
R2 |
38.49 |
38.49 |
35.32 |
|
R1 |
36.53 |
36.53 |
34.95 |
37.51 |
PP |
34.48 |
34.48 |
34.48 |
34.97 |
S1 |
32.52 |
32.52 |
34.21 |
33.50 |
S2 |
30.47 |
30.47 |
33.84 |
|
S3 |
26.46 |
28.51 |
33.48 |
|
S4 |
22.45 |
24.50 |
32.37 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
36.51 |
32.42 |
4.09 |
11.3% |
1.80 |
5.0% |
91% |
True |
False |
156,778 |
10 |
36.51 |
32.42 |
4.09 |
11.3% |
1.94 |
5.4% |
91% |
True |
False |
144,376 |
20 |
36.51 |
30.67 |
5.84 |
16.2% |
2.05 |
5.7% |
94% |
True |
False |
144,356 |
40 |
41.35 |
29.85 |
11.50 |
31.8% |
2.11 |
5.8% |
55% |
False |
False |
103,071 |
60 |
46.00 |
29.85 |
16.15 |
44.7% |
1.85 |
5.1% |
39% |
False |
False |
76,166 |
80 |
51.63 |
29.85 |
21.78 |
60.2% |
1.72 |
4.8% |
29% |
False |
False |
60,838 |
100 |
53.22 |
29.85 |
23.37 |
64.6% |
1.63 |
4.5% |
27% |
False |
False |
50,555 |
120 |
53.22 |
29.85 |
23.37 |
64.6% |
1.59 |
4.4% |
27% |
False |
False |
42,969 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
42.16 |
2.618 |
39.99 |
1.618 |
38.66 |
1.000 |
37.84 |
0.618 |
37.33 |
HIGH |
36.51 |
0.618 |
36.00 |
0.500 |
35.85 |
0.382 |
35.69 |
LOW |
35.18 |
0.618 |
34.36 |
1.000 |
33.85 |
1.618 |
33.03 |
2.618 |
31.70 |
4.250 |
29.53 |
|
|
Fisher Pivots for day following 01-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
36.05 |
35.89 |
PP |
35.95 |
35.63 |
S1 |
35.85 |
35.37 |
|