NYMEX Light Sweet Crude Oil Future May 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 |
36.37 |
36.39 |
0.02 |
0.1% |
34.55 |
| High |
36.93 |
38.15 |
1.22 |
3.3% |
38.15 |
| Low |
35.81 |
36.19 |
0.38 |
1.1% |
34.22 |
| Close |
36.33 |
37.75 |
1.42 |
3.9% |
37.75 |
| Range |
1.12 |
1.96 |
0.84 |
75.0% |
3.93 |
| ATR |
1.93 |
1.94 |
0.00 |
0.1% |
0.00 |
| Volume |
168,943 |
151,706 |
-17,237 |
-10.2% |
816,143 |
|
| Daily Pivots for day following 04-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
43.24 |
42.46 |
38.83 |
|
| R3 |
41.28 |
40.50 |
38.29 |
|
| R2 |
39.32 |
39.32 |
38.11 |
|
| R1 |
38.54 |
38.54 |
37.93 |
38.93 |
| PP |
37.36 |
37.36 |
37.36 |
37.56 |
| S1 |
36.58 |
36.58 |
37.57 |
36.97 |
| S2 |
35.40 |
35.40 |
37.39 |
|
| S3 |
33.44 |
34.62 |
37.21 |
|
| S4 |
31.48 |
32.66 |
36.67 |
|
|
| Weekly Pivots for week ending 04-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
48.50 |
47.05 |
39.91 |
|
| R3 |
44.57 |
43.12 |
38.83 |
|
| R2 |
40.64 |
40.64 |
38.47 |
|
| R1 |
39.19 |
39.19 |
38.11 |
39.92 |
| PP |
36.71 |
36.71 |
36.71 |
37.07 |
| S1 |
35.26 |
35.26 |
37.39 |
35.99 |
| S2 |
32.78 |
32.78 |
37.03 |
|
| S3 |
28.85 |
31.33 |
36.67 |
|
| S4 |
24.92 |
27.40 |
35.59 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
38.15 |
34.22 |
3.93 |
10.4% |
1.49 |
4.0% |
90% |
True |
False |
163,228 |
| 10 |
38.15 |
32.42 |
5.73 |
15.2% |
1.78 |
4.7% |
93% |
True |
False |
157,227 |
| 20 |
38.15 |
30.67 |
7.48 |
19.8% |
1.94 |
5.1% |
95% |
True |
False |
153,154 |
| 40 |
38.15 |
29.85 |
8.30 |
22.0% |
2.08 |
5.5% |
95% |
True |
False |
113,482 |
| 60 |
42.98 |
29.85 |
13.13 |
34.8% |
1.84 |
4.9% |
60% |
False |
False |
83,284 |
| 80 |
49.02 |
29.85 |
19.17 |
50.8% |
1.73 |
4.6% |
41% |
False |
False |
66,657 |
| 100 |
52.36 |
29.85 |
22.51 |
59.6% |
1.63 |
4.3% |
35% |
False |
False |
55,183 |
| 120 |
53.22 |
29.85 |
23.37 |
61.9% |
1.59 |
4.2% |
34% |
False |
False |
47,081 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
46.48 |
|
2.618 |
43.28 |
|
1.618 |
41.32 |
|
1.000 |
40.11 |
|
0.618 |
39.36 |
|
HIGH |
38.15 |
|
0.618 |
37.40 |
|
0.500 |
37.17 |
|
0.382 |
36.94 |
|
LOW |
36.19 |
|
0.618 |
34.98 |
|
1.000 |
34.23 |
|
1.618 |
33.02 |
|
2.618 |
31.06 |
|
4.250 |
27.86 |
|
|
| Fisher Pivots for day following 04-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
37.56 |
37.41 |
| PP |
37.36 |
37.07 |
| S1 |
37.17 |
36.73 |
|