NYMEX Light Sweet Crude Oil Future May 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 |
38.00 |
39.80 |
1.80 |
4.7% |
34.55 |
High |
39.98 |
40.32 |
0.34 |
0.9% |
38.15 |
Low |
38.00 |
38.03 |
0.03 |
0.1% |
34.22 |
Close |
39.82 |
38.42 |
-1.40 |
-3.5% |
37.75 |
Range |
1.98 |
2.29 |
0.31 |
15.7% |
3.93 |
ATR |
1.96 |
1.98 |
0.02 |
1.2% |
0.00 |
Volume |
289,860 |
287,390 |
-2,470 |
-0.9% |
816,143 |
|
Daily Pivots for day following 08-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
45.79 |
44.40 |
39.68 |
|
R3 |
43.50 |
42.11 |
39.05 |
|
R2 |
41.21 |
41.21 |
38.84 |
|
R1 |
39.82 |
39.82 |
38.63 |
39.37 |
PP |
38.92 |
38.92 |
38.92 |
38.70 |
S1 |
37.53 |
37.53 |
38.21 |
37.08 |
S2 |
36.63 |
36.63 |
38.00 |
|
S3 |
34.34 |
35.24 |
37.79 |
|
S4 |
32.05 |
32.95 |
37.16 |
|
|
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 |
40.32 |
35.30 |
5.02 |
13.1% |
1.76 |
4.6% |
62% |
True |
False |
216,552 |
10 |
40.32 |
32.42 |
7.90 |
20.6% |
1.78 |
4.6% |
76% |
True |
False |
186,665 |
20 |
40.32 |
30.67 |
9.65 |
25.1% |
1.99 |
5.2% |
80% |
True |
False |
169,250 |
40 |
40.32 |
29.85 |
10.47 |
27.3% |
2.10 |
5.5% |
82% |
True |
False |
126,036 |
60 |
42.11 |
29.85 |
12.26 |
31.9% |
1.85 |
4.8% |
70% |
False |
False |
91,840 |
80 |
48.35 |
29.85 |
18.50 |
48.2% |
1.76 |
4.6% |
46% |
False |
False |
73,570 |
100 |
51.63 |
29.85 |
21.78 |
56.7% |
1.65 |
4.3% |
39% |
False |
False |
60,765 |
120 |
53.22 |
29.85 |
23.37 |
60.8% |
1.61 |
4.2% |
37% |
False |
False |
51,799 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
50.05 |
2.618 |
46.32 |
1.618 |
44.03 |
1.000 |
42.61 |
0.618 |
41.74 |
HIGH |
40.32 |
0.618 |
39.45 |
0.500 |
39.18 |
0.382 |
38.90 |
LOW |
38.03 |
0.618 |
36.61 |
1.000 |
35.74 |
1.618 |
34.32 |
2.618 |
32.03 |
4.250 |
28.30 |
|
|
Fisher Pivots for day following 08-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
39.18 |
38.37 |
PP |
38.92 |
38.31 |
S1 |
38.67 |
38.26 |
|