NYMEX Light Sweet Crude Oil Future July 2016
| Trading Metrics calculated at close of trading on 03-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2016 |
03-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
37.69 |
38.19 |
0.50 |
1.3% |
35.60 |
| High |
38.64 |
38.69 |
0.05 |
0.1% |
38.48 |
| Low |
37.32 |
37.69 |
0.37 |
1.0% |
34.74 |
| Close |
38.18 |
38.35 |
0.17 |
0.4% |
36.72 |
| Range |
1.32 |
1.00 |
-0.32 |
-24.2% |
3.74 |
| ATR |
1.86 |
1.80 |
-0.06 |
-3.3% |
0.00 |
| Volume |
32,004 |
45,656 |
13,652 |
42.7% |
174,877 |
|
| Daily Pivots for day following 03-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
41.24 |
40.80 |
38.90 |
|
| R3 |
40.24 |
39.80 |
38.63 |
|
| R2 |
39.24 |
39.24 |
38.53 |
|
| R1 |
38.80 |
38.80 |
38.44 |
39.02 |
| PP |
38.24 |
38.24 |
38.24 |
38.36 |
| S1 |
37.80 |
37.80 |
38.26 |
38.02 |
| S2 |
37.24 |
37.24 |
38.17 |
|
| S3 |
36.24 |
36.80 |
38.08 |
|
| S4 |
35.24 |
35.80 |
37.80 |
|
|
| Weekly Pivots for week ending 26-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
47.87 |
46.03 |
38.78 |
|
| R3 |
44.13 |
42.29 |
37.75 |
|
| R2 |
40.39 |
40.39 |
37.41 |
|
| R1 |
38.55 |
38.55 |
37.06 |
39.47 |
| PP |
36.65 |
36.65 |
36.65 |
37.11 |
| S1 |
34.81 |
34.81 |
36.38 |
35.73 |
| S2 |
32.91 |
32.91 |
36.03 |
|
| S3 |
29.17 |
31.07 |
35.69 |
|
| S4 |
25.43 |
27.33 |
34.66 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
38.69 |
36.47 |
2.22 |
5.8% |
1.37 |
3.6% |
85% |
True |
False |
36,416 |
| 10 |
38.69 |
34.74 |
3.95 |
10.3% |
1.57 |
4.1% |
91% |
True |
False |
35,098 |
| 20 |
38.69 |
33.14 |
5.55 |
14.5% |
1.80 |
4.7% |
94% |
True |
False |
36,831 |
| 40 |
40.73 |
31.61 |
9.12 |
23.8% |
1.94 |
5.1% |
74% |
False |
False |
30,013 |
| 60 |
45.11 |
31.61 |
13.50 |
35.2% |
1.69 |
4.4% |
50% |
False |
False |
23,260 |
| 80 |
49.81 |
31.61 |
18.20 |
47.5% |
1.57 |
4.1% |
37% |
False |
False |
18,836 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
42.94 |
|
2.618 |
41.31 |
|
1.618 |
40.31 |
|
1.000 |
39.69 |
|
0.618 |
39.31 |
|
HIGH |
38.69 |
|
0.618 |
38.31 |
|
0.500 |
38.19 |
|
0.382 |
38.07 |
|
LOW |
37.69 |
|
0.618 |
37.07 |
|
1.000 |
36.69 |
|
1.618 |
36.07 |
|
2.618 |
35.07 |
|
4.250 |
33.44 |
|
|
| Fisher Pivots for day following 03-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
38.30 |
38.24 |
| PP |
38.24 |
38.12 |
| S1 |
38.19 |
38.01 |
|