NYMEX Light Sweet Crude Oil Future June 2016
| Trading Metrics calculated at close of trading on 02-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2016 |
02-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
38.08 |
36.07 |
-2.01 |
-5.3% |
35.61 |
| High |
38.46 |
36.13 |
-2.33 |
-6.1% |
38.52 |
| Low |
35.90 |
34.25 |
-1.65 |
-4.6% |
33.18 |
| Close |
36.23 |
34.63 |
-1.60 |
-4.4% |
38.00 |
| Range |
2.56 |
1.88 |
-0.68 |
-26.6% |
5.34 |
| ATR |
2.05 |
2.04 |
0.00 |
-0.2% |
0.00 |
| Volume |
67,976 |
88,187 |
20,211 |
29.7% |
432,347 |
|
| Daily Pivots for day following 02-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
40.64 |
39.52 |
35.66 |
|
| R3 |
38.76 |
37.64 |
35.15 |
|
| R2 |
36.88 |
36.88 |
34.97 |
|
| R1 |
35.76 |
35.76 |
34.80 |
35.38 |
| PP |
35.00 |
35.00 |
35.00 |
34.82 |
| S1 |
33.88 |
33.88 |
34.46 |
33.50 |
| S2 |
33.12 |
33.12 |
34.29 |
|
| S3 |
31.24 |
32.00 |
34.11 |
|
| S4 |
29.36 |
30.12 |
33.60 |
|
|
| Weekly Pivots for week ending 29-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
52.59 |
50.63 |
40.94 |
|
| R3 |
47.25 |
45.29 |
39.47 |
|
| R2 |
41.91 |
41.91 |
38.98 |
|
| R1 |
39.95 |
39.95 |
38.49 |
40.93 |
| PP |
36.57 |
36.57 |
36.57 |
37.06 |
| S1 |
34.61 |
34.61 |
37.51 |
35.59 |
| S2 |
31.23 |
31.23 |
37.02 |
|
| S3 |
25.89 |
29.27 |
36.53 |
|
| S4 |
20.55 |
23.93 |
35.06 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
38.52 |
34.13 |
4.39 |
12.7% |
2.26 |
6.5% |
11% |
False |
False |
86,519 |
| 10 |
38.52 |
30.79 |
7.73 |
22.3% |
2.38 |
6.9% |
50% |
False |
False |
84,020 |
| 20 |
40.92 |
30.79 |
10.13 |
29.3% |
2.14 |
6.2% |
38% |
False |
False |
70,063 |
| 40 |
46.49 |
30.79 |
15.70 |
45.3% |
1.76 |
5.1% |
24% |
False |
False |
53,052 |
| 60 |
50.31 |
30.79 |
19.52 |
56.4% |
1.63 |
4.7% |
20% |
False |
False |
44,641 |
| 80 |
53.77 |
30.79 |
22.98 |
66.4% |
1.60 |
4.6% |
17% |
False |
False |
40,353 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
44.12 |
|
2.618 |
41.05 |
|
1.618 |
39.17 |
|
1.000 |
38.01 |
|
0.618 |
37.29 |
|
HIGH |
36.13 |
|
0.618 |
35.41 |
|
0.500 |
35.19 |
|
0.382 |
34.97 |
|
LOW |
34.25 |
|
0.618 |
33.09 |
|
1.000 |
32.37 |
|
1.618 |
31.21 |
|
2.618 |
29.33 |
|
4.250 |
26.26 |
|
|
| Fisher Pivots for day following 02-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
35.19 |
36.36 |
| PP |
35.00 |
35.78 |
| S1 |
34.82 |
35.21 |
|