NYMEX Light Sweet Crude Oil Future September 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 |
39.05 |
39.40 |
0.35 |
0.9% |
36.87 |
| High |
39.77 |
39.70 |
-0.07 |
-0.2% |
39.76 |
| Low |
38.62 |
38.82 |
0.20 |
0.5% |
36.21 |
| Close |
39.34 |
39.51 |
0.17 |
0.4% |
38.03 |
| Range |
1.15 |
0.88 |
-0.27 |
-23.5% |
3.55 |
| ATR |
1.73 |
1.67 |
-0.06 |
-3.5% |
0.00 |
| Volume |
32,906 |
29,760 |
-3,146 |
-9.6% |
114,912 |
|
| Daily Pivots for day following 03-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
41.98 |
41.63 |
39.99 |
|
| R3 |
41.10 |
40.75 |
39.75 |
|
| R2 |
40.22 |
40.22 |
39.67 |
|
| R1 |
39.87 |
39.87 |
39.59 |
40.05 |
| PP |
39.34 |
39.34 |
39.34 |
39.43 |
| S1 |
38.99 |
38.99 |
39.43 |
39.17 |
| S2 |
38.46 |
38.46 |
39.35 |
|
| S3 |
37.58 |
38.11 |
39.27 |
|
| S4 |
36.70 |
37.23 |
39.03 |
|
|
| Weekly Pivots for week ending 26-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
48.65 |
46.89 |
39.98 |
|
| R3 |
45.10 |
43.34 |
39.01 |
|
| R2 |
41.55 |
41.55 |
38.68 |
|
| R1 |
39.79 |
39.79 |
38.36 |
40.67 |
| PP |
38.00 |
38.00 |
38.00 |
38.44 |
| S1 |
36.24 |
36.24 |
37.70 |
37.12 |
| S2 |
34.45 |
34.45 |
37.38 |
|
| S3 |
30.90 |
32.69 |
37.05 |
|
| S4 |
27.35 |
29.14 |
36.08 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
43.44 |
|
2.618 |
42.00 |
|
1.618 |
41.12 |
|
1.000 |
40.58 |
|
0.618 |
40.24 |
|
HIGH |
39.70 |
|
0.618 |
39.36 |
|
0.500 |
39.26 |
|
0.382 |
39.16 |
|
LOW |
38.82 |
|
0.618 |
38.28 |
|
1.000 |
37.94 |
|
1.618 |
37.40 |
|
2.618 |
36.52 |
|
4.250 |
35.08 |
|
|
| Fisher Pivots for day following 03-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
39.43 |
39.41 |
| PP |
39.34 |
39.30 |
| S1 |
39.26 |
39.20 |
|