NYMEX Light Sweet Crude Oil Future June 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 |
35.85 |
36.93 |
1.08 |
3.0% |
34.80 |
| High |
37.06 |
37.68 |
0.62 |
1.7% |
37.65 |
| Low |
35.52 |
36.43 |
0.91 |
2.6% |
33.76 |
| Close |
36.87 |
37.30 |
0.43 |
1.2% |
35.83 |
| Range |
1.54 |
1.25 |
-0.29 |
-18.8% |
3.89 |
| ATR |
2.04 |
1.99 |
-0.06 |
-2.8% |
0.00 |
| Volume |
91,746 |
110,622 |
18,876 |
20.6% |
503,285 |
|
| Daily Pivots for day following 01-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
40.89 |
40.34 |
37.99 |
|
| R3 |
39.64 |
39.09 |
37.64 |
|
| R2 |
38.39 |
38.39 |
37.53 |
|
| R1 |
37.84 |
37.84 |
37.41 |
38.12 |
| PP |
37.14 |
37.14 |
37.14 |
37.27 |
| S1 |
36.59 |
36.59 |
37.19 |
36.87 |
| S2 |
35.89 |
35.89 |
37.07 |
|
| S3 |
34.64 |
35.34 |
36.96 |
|
| S4 |
33.39 |
34.09 |
36.61 |
|
|
| Weekly Pivots for week ending 26-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
47.42 |
45.51 |
37.97 |
|
| R3 |
43.53 |
41.62 |
36.90 |
|
| R2 |
39.64 |
39.64 |
36.54 |
|
| R1 |
37.73 |
37.73 |
36.19 |
38.69 |
| PP |
35.75 |
35.75 |
35.75 |
36.22 |
| S1 |
33.84 |
33.84 |
35.47 |
34.80 |
| S2 |
31.86 |
31.86 |
35.12 |
|
| S3 |
27.97 |
29.95 |
34.76 |
|
| S4 |
24.08 |
26.06 |
33.69 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
37.68 |
33.76 |
3.92 |
10.5% |
1.74 |
4.7% |
90% |
True |
False |
104,969 |
| 10 |
37.68 |
33.76 |
3.92 |
10.5% |
1.87 |
5.0% |
90% |
True |
False |
94,984 |
| 20 |
37.68 |
32.10 |
5.58 |
15.0% |
1.99 |
5.3% |
93% |
True |
False |
100,406 |
| 40 |
42.07 |
30.79 |
11.28 |
30.2% |
2.06 |
5.5% |
58% |
False |
False |
83,927 |
| 60 |
46.54 |
30.79 |
15.75 |
42.2% |
1.83 |
4.9% |
41% |
False |
False |
67,904 |
| 80 |
52.04 |
30.79 |
21.25 |
57.0% |
1.73 |
4.6% |
31% |
False |
False |
57,817 |
| 100 |
53.77 |
30.79 |
22.98 |
61.6% |
1.67 |
4.5% |
28% |
False |
False |
51,907 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
42.99 |
|
2.618 |
40.95 |
|
1.618 |
39.70 |
|
1.000 |
38.93 |
|
0.618 |
38.45 |
|
HIGH |
37.68 |
|
0.618 |
37.20 |
|
0.500 |
37.06 |
|
0.382 |
36.91 |
|
LOW |
36.43 |
|
0.618 |
35.66 |
|
1.000 |
35.18 |
|
1.618 |
34.41 |
|
2.618 |
33.16 |
|
4.250 |
31.12 |
|
|
| Fisher Pivots for day following 01-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
37.22 |
37.07 |
| PP |
37.14 |
36.83 |
| S1 |
37.06 |
36.60 |
|