NYMEX Light Sweet Crude Oil Future May 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 |
36.39 |
38.00 |
1.61 |
4.4% |
34.55 |
High |
38.15 |
39.98 |
1.83 |
4.8% |
38.15 |
Low |
36.19 |
38.00 |
1.81 |
5.0% |
34.22 |
Close |
37.75 |
39.82 |
2.07 |
5.5% |
37.75 |
Range |
1.96 |
1.98 |
0.02 |
1.0% |
3.93 |
ATR |
1.94 |
1.96 |
0.02 |
1.1% |
0.00 |
Volume |
151,706 |
289,860 |
138,154 |
91.1% |
816,143 |
|
Daily Pivots for day following 07-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
45.21 |
44.49 |
40.91 |
|
R3 |
43.23 |
42.51 |
40.36 |
|
R2 |
41.25 |
41.25 |
40.18 |
|
R1 |
40.53 |
40.53 |
40.00 |
40.89 |
PP |
39.27 |
39.27 |
39.27 |
39.45 |
S1 |
38.55 |
38.55 |
39.64 |
38.91 |
S2 |
37.29 |
37.29 |
39.46 |
|
S3 |
35.31 |
36.57 |
39.28 |
|
S4 |
33.33 |
34.59 |
38.73 |
|
|
Weekly Pivots for week ending 04-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
48.50 |
47.05 |
39.91 |
|
R3 |
44.57 |
43.12 |
38.83 |
|
R2 |
40.64 |
40.64 |
38.47 |
|
R1 |
39.19 |
39.19 |
38.11 |
39.92 |
PP |
36.71 |
36.71 |
36.71 |
37.07 |
S1 |
35.26 |
35.26 |
37.39 |
35.99 |
S2 |
32.78 |
32.78 |
37.03 |
|
S3 |
28.85 |
31.33 |
36.67 |
|
S4 |
24.92 |
27.40 |
35.59 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
39.98 |
35.18 |
4.80 |
12.1% |
1.57 |
3.9% |
97% |
True |
False |
194,754 |
10 |
39.98 |
32.42 |
7.56 |
19.0% |
1.77 |
4.4% |
98% |
True |
False |
170,267 |
20 |
39.98 |
30.67 |
9.31 |
23.4% |
1.96 |
4.9% |
98% |
True |
False |
161,309 |
40 |
39.98 |
29.85 |
10.13 |
25.4% |
2.08 |
5.2% |
98% |
True |
False |
119,875 |
60 |
42.98 |
29.85 |
13.13 |
33.0% |
1.85 |
4.6% |
76% |
False |
False |
87,517 |
80 |
48.60 |
29.85 |
18.75 |
47.1% |
1.74 |
4.4% |
53% |
False |
False |
70,111 |
100 |
51.63 |
29.85 |
21.78 |
54.7% |
1.63 |
4.1% |
46% |
False |
False |
57,992 |
120 |
53.22 |
29.85 |
23.37 |
58.7% |
1.60 |
4.0% |
43% |
False |
False |
49,461 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
48.40 |
2.618 |
45.16 |
1.618 |
43.18 |
1.000 |
41.96 |
0.618 |
41.20 |
HIGH |
39.98 |
0.618 |
39.22 |
0.500 |
38.99 |
0.382 |
38.76 |
LOW |
38.00 |
0.618 |
36.78 |
1.000 |
36.02 |
1.618 |
34.80 |
2.618 |
32.82 |
4.250 |
29.59 |
|
|
Fisher Pivots for day following 07-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
39.54 |
39.18 |
PP |
39.27 |
38.54 |
S1 |
38.99 |
37.90 |
|