NYMEX Light Sweet Crude Oil Future July 2016
| Trading Metrics calculated at close of trading on 04-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2016 |
04-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
38.19 |
38.49 |
0.30 |
0.8% |
36.75 |
| High |
38.69 |
40.18 |
1.49 |
3.9% |
40.18 |
| Low |
37.69 |
38.25 |
0.56 |
1.5% |
36.47 |
| Close |
38.35 |
39.87 |
1.52 |
4.0% |
39.87 |
| Range |
1.00 |
1.93 |
0.93 |
93.0% |
3.71 |
| ATR |
1.80 |
1.81 |
0.01 |
0.5% |
0.00 |
| Volume |
45,656 |
30,253 |
-15,403 |
-33.7% |
176,990 |
|
| Daily Pivots for day following 04-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
45.22 |
44.48 |
40.93 |
|
| R3 |
43.29 |
42.55 |
40.40 |
|
| R2 |
41.36 |
41.36 |
40.22 |
|
| R1 |
40.62 |
40.62 |
40.05 |
40.99 |
| PP |
39.43 |
39.43 |
39.43 |
39.62 |
| S1 |
38.69 |
38.69 |
39.69 |
39.06 |
| S2 |
37.50 |
37.50 |
39.52 |
|
| S3 |
35.57 |
36.76 |
39.34 |
|
| S4 |
33.64 |
34.83 |
38.81 |
|
|
| Weekly Pivots for week ending 04-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
49.97 |
48.63 |
41.91 |
|
| R3 |
46.26 |
44.92 |
40.89 |
|
| R2 |
42.55 |
42.55 |
40.55 |
|
| R1 |
41.21 |
41.21 |
40.21 |
41.88 |
| PP |
38.84 |
38.84 |
38.84 |
39.18 |
| S1 |
37.50 |
37.50 |
39.53 |
38.17 |
| S2 |
35.13 |
35.13 |
39.19 |
|
| S3 |
31.42 |
33.79 |
38.85 |
|
| S4 |
27.71 |
30.08 |
37.83 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
40.18 |
36.47 |
3.71 |
9.3% |
1.38 |
3.5% |
92% |
True |
False |
35,398 |
| 10 |
40.18 |
34.74 |
5.44 |
13.6% |
1.62 |
4.1% |
94% |
True |
False |
35,186 |
| 20 |
40.18 |
33.14 |
7.04 |
17.7% |
1.82 |
4.6% |
96% |
True |
False |
36,478 |
| 40 |
40.18 |
31.61 |
8.57 |
21.5% |
1.94 |
4.9% |
96% |
True |
False |
30,470 |
| 60 |
43.93 |
31.61 |
12.32 |
30.9% |
1.69 |
4.2% |
67% |
False |
False |
23,465 |
| 80 |
49.74 |
31.61 |
18.13 |
45.5% |
1.59 |
4.0% |
46% |
False |
False |
19,151 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
48.38 |
|
2.618 |
45.23 |
|
1.618 |
43.30 |
|
1.000 |
42.11 |
|
0.618 |
41.37 |
|
HIGH |
40.18 |
|
0.618 |
39.44 |
|
0.500 |
39.22 |
|
0.382 |
38.99 |
|
LOW |
38.25 |
|
0.618 |
37.06 |
|
1.000 |
36.32 |
|
1.618 |
35.13 |
|
2.618 |
33.20 |
|
4.250 |
30.05 |
|
|
| Fisher Pivots for day following 04-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
39.65 |
39.50 |
| PP |
39.43 |
39.12 |
| S1 |
39.22 |
38.75 |
|