NYMEX Light Sweet Crude Oil Future March 2016
| Trading Metrics calculated at close of trading on 03-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2015 |
03-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
47.72 |
49.15 |
1.43 |
3.0% |
43.82 |
| High |
49.84 |
51.16 |
1.32 |
2.6% |
49.82 |
| Low |
46.74 |
48.94 |
2.20 |
4.7% |
41.25 |
| Close |
49.48 |
49.74 |
0.26 |
0.5% |
49.06 |
| Range |
3.10 |
2.22 |
-0.88 |
-28.4% |
8.57 |
| ATR |
2.38 |
2.37 |
-0.01 |
-0.5% |
0.00 |
| Volume |
26,820 |
29,743 |
2,923 |
10.9% |
123,357 |
|
| Daily Pivots for day following 03-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
56.61 |
55.39 |
50.96 |
|
| R3 |
54.39 |
53.17 |
50.35 |
|
| R2 |
52.17 |
52.17 |
50.15 |
|
| R1 |
50.95 |
50.95 |
49.94 |
51.56 |
| PP |
49.95 |
49.95 |
49.95 |
50.25 |
| S1 |
48.73 |
48.73 |
49.54 |
49.34 |
| S2 |
47.73 |
47.73 |
49.33 |
|
| S3 |
45.51 |
46.51 |
49.13 |
|
| S4 |
43.29 |
44.29 |
48.52 |
|
|
| Weekly Pivots for week ending 28-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
72.42 |
69.31 |
53.77 |
|
| R3 |
63.85 |
60.74 |
51.42 |
|
| R2 |
55.28 |
55.28 |
50.63 |
|
| R1 |
52.17 |
52.17 |
49.85 |
53.73 |
| PP |
46.71 |
46.71 |
46.71 |
47.49 |
| S1 |
43.60 |
43.60 |
48.27 |
45.16 |
| S2 |
38.14 |
38.14 |
47.49 |
|
| S3 |
29.57 |
35.03 |
46.70 |
|
| S4 |
21.00 |
26.46 |
44.35 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
60.60 |
|
2.618 |
56.97 |
|
1.618 |
54.75 |
|
1.000 |
53.38 |
|
0.618 |
52.53 |
|
HIGH |
51.16 |
|
0.618 |
50.31 |
|
0.500 |
50.05 |
|
0.382 |
49.79 |
|
LOW |
48.94 |
|
0.618 |
47.57 |
|
1.000 |
46.72 |
|
1.618 |
45.35 |
|
2.618 |
43.13 |
|
4.250 |
39.51 |
|
|
| Fisher Pivots for day following 03-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
50.05 |
49.65 |
| PP |
49.95 |
49.56 |
| S1 |
49.84 |
49.47 |
|