NYMEX Light Sweet Crude Oil Future June 2016
Trading Metrics calculated at close of trading on 05-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2016 |
05-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
37.00 |
36.38 |
-0.62 |
-1.7% |
38.08 |
High |
37.65 |
37.19 |
-0.46 |
-1.2% |
38.46 |
Low |
35.94 |
35.71 |
-0.23 |
-0.6% |
34.18 |
Close |
36.30 |
35.94 |
-0.36 |
-1.0% |
35.94 |
Range |
1.71 |
1.48 |
-0.23 |
-13.5% |
4.28 |
ATR |
2.07 |
2.03 |
-0.04 |
-2.0% |
0.00 |
Volume |
107,562 |
88,679 |
-18,883 |
-17.6% |
467,740 |
|
Daily Pivots for day following 05-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
40.72 |
39.81 |
36.75 |
|
R3 |
39.24 |
38.33 |
36.35 |
|
R2 |
37.76 |
37.76 |
36.21 |
|
R1 |
36.85 |
36.85 |
36.08 |
36.57 |
PP |
36.28 |
36.28 |
36.28 |
36.14 |
S1 |
35.37 |
35.37 |
35.80 |
35.09 |
S2 |
34.80 |
34.80 |
35.67 |
|
S3 |
33.32 |
33.89 |
35.53 |
|
S4 |
31.84 |
32.41 |
35.13 |
|
|
Weekly Pivots for week ending 05-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
49.03 |
46.77 |
38.29 |
|
R3 |
44.75 |
42.49 |
37.12 |
|
R2 |
40.47 |
40.47 |
36.72 |
|
R1 |
38.21 |
38.21 |
36.33 |
37.20 |
PP |
36.19 |
36.19 |
36.19 |
35.69 |
S1 |
33.93 |
33.93 |
35.55 |
32.92 |
S2 |
31.91 |
31.91 |
35.16 |
|
S3 |
27.63 |
29.65 |
34.76 |
|
S4 |
23.35 |
25.37 |
33.59 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
38.46 |
34.18 |
4.28 |
11.9% |
2.10 |
5.8% |
41% |
False |
False |
93,548 |
10 |
38.52 |
33.18 |
5.34 |
14.9% |
2.29 |
6.4% |
52% |
False |
False |
90,008 |
20 |
38.59 |
30.79 |
7.80 |
21.7% |
2.16 |
6.0% |
66% |
False |
False |
79,267 |
40 |
43.51 |
30.79 |
12.72 |
35.4% |
1.77 |
4.9% |
40% |
False |
False |
56,826 |
60 |
49.02 |
30.79 |
18.23 |
50.7% |
1.67 |
4.7% |
28% |
False |
False |
48,386 |
80 |
52.04 |
30.79 |
21.25 |
59.1% |
1.60 |
4.4% |
24% |
False |
False |
42,762 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
43.48 |
2.618 |
41.06 |
1.618 |
39.58 |
1.000 |
38.67 |
0.618 |
38.10 |
HIGH |
37.19 |
0.618 |
36.62 |
0.500 |
36.45 |
0.382 |
36.28 |
LOW |
35.71 |
0.618 |
34.80 |
1.000 |
34.23 |
1.618 |
33.32 |
2.618 |
31.84 |
4.250 |
29.42 |
|
|
Fisher Pivots for day following 05-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
36.45 |
35.93 |
PP |
36.28 |
35.92 |
S1 |
36.11 |
35.92 |
|