NYMEX Light Sweet Crude Oil Future May 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 |
35.67 |
36.37 |
0.70 |
2.0% |
33.54 |
| High |
36.76 |
36.93 |
0.17 |
0.5% |
36.43 |
| Low |
35.30 |
35.81 |
0.51 |
1.4% |
32.42 |
| Close |
36.30 |
36.33 |
0.03 |
0.1% |
34.58 |
| Range |
1.46 |
1.12 |
-0.34 |
-23.3% |
4.01 |
| ATR |
2.00 |
1.93 |
-0.06 |
-3.1% |
0.00 |
| Volume |
184,863 |
168,943 |
-15,920 |
-8.6% |
756,130 |
|
| Daily Pivots for day following 03-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
39.72 |
39.14 |
36.95 |
|
| R3 |
38.60 |
38.02 |
36.64 |
|
| R2 |
37.48 |
37.48 |
36.54 |
|
| R1 |
36.90 |
36.90 |
36.43 |
36.63 |
| PP |
36.36 |
36.36 |
36.36 |
36.22 |
| S1 |
35.78 |
35.78 |
36.23 |
35.51 |
| S2 |
35.24 |
35.24 |
36.12 |
|
| S3 |
34.12 |
34.66 |
36.02 |
|
| S4 |
33.00 |
33.54 |
35.71 |
|
|
| Weekly Pivots for week ending 26-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
46.51 |
44.55 |
36.79 |
|
| R3 |
42.50 |
40.54 |
35.68 |
|
| R2 |
38.49 |
38.49 |
35.32 |
|
| R1 |
36.53 |
36.53 |
34.95 |
37.51 |
| PP |
34.48 |
34.48 |
34.48 |
34.97 |
| S1 |
32.52 |
32.52 |
34.21 |
33.50 |
| S2 |
30.47 |
30.47 |
33.84 |
|
| S3 |
26.46 |
28.51 |
33.48 |
|
| S4 |
22.45 |
24.50 |
32.37 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
36.93 |
34.22 |
2.71 |
7.5% |
1.50 |
4.1% |
78% |
True |
False |
162,859 |
| 10 |
36.93 |
32.42 |
4.51 |
12.4% |
1.74 |
4.8% |
87% |
True |
False |
153,441 |
| 20 |
36.93 |
30.67 |
6.26 |
17.2% |
1.93 |
5.3% |
90% |
True |
False |
151,625 |
| 40 |
39.55 |
29.85 |
9.70 |
26.7% |
2.09 |
5.8% |
67% |
False |
False |
110,511 |
| 60 |
44.08 |
29.85 |
14.23 |
39.2% |
1.84 |
5.1% |
46% |
False |
False |
81,459 |
| 80 |
49.25 |
29.85 |
19.40 |
53.4% |
1.72 |
4.7% |
33% |
False |
False |
64,973 |
| 100 |
53.22 |
29.85 |
23.37 |
64.3% |
1.62 |
4.5% |
28% |
False |
False |
53,828 |
| 120 |
53.22 |
29.85 |
23.37 |
64.3% |
1.58 |
4.4% |
28% |
False |
False |
45,853 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
41.69 |
|
2.618 |
39.86 |
|
1.618 |
38.74 |
|
1.000 |
38.05 |
|
0.618 |
37.62 |
|
HIGH |
36.93 |
|
0.618 |
36.50 |
|
0.500 |
36.37 |
|
0.382 |
36.24 |
|
LOW |
35.81 |
|
0.618 |
35.12 |
|
1.000 |
34.69 |
|
1.618 |
34.00 |
|
2.618 |
32.88 |
|
4.250 |
31.05 |
|
|
| Fisher Pivots for day following 03-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
36.37 |
36.24 |
| PP |
36.36 |
36.15 |
| S1 |
36.34 |
36.06 |
|