NYMEX Light Sweet Crude Oil Future May 2016
| Trading Metrics calculated at close of trading on 09-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2016 |
09-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
39.80 |
38.24 |
-1.56 |
-3.9% |
34.55 |
| High |
40.32 |
40.28 |
-0.04 |
-0.1% |
38.15 |
| Low |
38.03 |
38.15 |
0.12 |
0.3% |
34.22 |
| Close |
38.42 |
40.07 |
1.65 |
4.3% |
37.75 |
| Range |
2.29 |
2.13 |
-0.16 |
-7.0% |
3.93 |
| ATR |
1.98 |
1.99 |
0.01 |
0.5% |
0.00 |
| Volume |
287,390 |
334,937 |
47,547 |
16.5% |
816,143 |
|
| Daily Pivots for day following 09-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
45.89 |
45.11 |
41.24 |
|
| R3 |
43.76 |
42.98 |
40.66 |
|
| R2 |
41.63 |
41.63 |
40.46 |
|
| R1 |
40.85 |
40.85 |
40.27 |
41.24 |
| PP |
39.50 |
39.50 |
39.50 |
39.70 |
| S1 |
38.72 |
38.72 |
39.87 |
39.11 |
| S2 |
37.37 |
37.37 |
39.68 |
|
| S3 |
35.24 |
36.59 |
39.48 |
|
| S4 |
33.11 |
34.46 |
38.90 |
|
|
| 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 |
40.32 |
35.81 |
4.51 |
11.3% |
1.90 |
4.7% |
94% |
False |
False |
246,567 |
| 10 |
40.32 |
33.03 |
7.29 |
18.2% |
1.81 |
4.5% |
97% |
False |
False |
203,931 |
| 20 |
40.32 |
30.67 |
9.65 |
24.1% |
1.95 |
4.9% |
97% |
False |
False |
178,262 |
| 40 |
40.32 |
29.85 |
10.47 |
26.1% |
2.10 |
5.2% |
98% |
False |
False |
133,525 |
| 60 |
41.66 |
29.85 |
11.81 |
29.5% |
1.88 |
4.7% |
87% |
False |
False |
96,946 |
| 80 |
47.45 |
29.85 |
17.60 |
43.9% |
1.76 |
4.4% |
58% |
False |
False |
77,575 |
| 100 |
51.63 |
29.85 |
21.78 |
54.4% |
1.66 |
4.1% |
47% |
False |
False |
64,049 |
| 120 |
53.22 |
29.85 |
23.37 |
58.3% |
1.61 |
4.0% |
44% |
False |
False |
54,556 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
49.33 |
|
2.618 |
45.86 |
|
1.618 |
43.73 |
|
1.000 |
42.41 |
|
0.618 |
41.60 |
|
HIGH |
40.28 |
|
0.618 |
39.47 |
|
0.500 |
39.22 |
|
0.382 |
38.96 |
|
LOW |
38.15 |
|
0.618 |
36.83 |
|
1.000 |
36.02 |
|
1.618 |
34.70 |
|
2.618 |
32.57 |
|
4.250 |
29.10 |
|
|
| Fisher Pivots for day following 09-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
39.79 |
39.77 |
| PP |
39.50 |
39.46 |
| S1 |
39.22 |
39.16 |
|