NYMEX Light Sweet Crude Oil Future June 2016
Trading Metrics calculated at close of trading on 08-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2016 |
08-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
36.38 |
35.99 |
-0.39 |
-1.1% |
38.08 |
High |
37.19 |
36.52 |
-0.67 |
-1.8% |
38.46 |
Low |
35.71 |
34.82 |
-0.89 |
-2.5% |
34.18 |
Close |
35.94 |
34.92 |
-1.02 |
-2.8% |
35.94 |
Range |
1.48 |
1.70 |
0.22 |
14.9% |
4.28 |
ATR |
2.03 |
2.01 |
-0.02 |
-1.2% |
0.00 |
Volume |
88,679 |
85,158 |
-3,521 |
-4.0% |
467,740 |
|
Daily Pivots for day following 08-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
40.52 |
39.42 |
35.86 |
|
R3 |
38.82 |
37.72 |
35.39 |
|
R2 |
37.12 |
37.12 |
35.23 |
|
R1 |
36.02 |
36.02 |
35.08 |
35.72 |
PP |
35.42 |
35.42 |
35.42 |
35.27 |
S1 |
34.32 |
34.32 |
34.76 |
34.02 |
S2 |
33.72 |
33.72 |
34.61 |
|
S3 |
32.02 |
32.62 |
34.45 |
|
S4 |
30.32 |
30.92 |
33.99 |
|
|
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 |
37.65 |
34.18 |
3.47 |
9.9% |
1.93 |
5.5% |
21% |
False |
False |
96,984 |
10 |
38.52 |
33.18 |
5.34 |
15.3% |
2.20 |
6.3% |
33% |
False |
False |
90,758 |
20 |
38.52 |
30.79 |
7.73 |
22.1% |
2.16 |
6.2% |
53% |
False |
False |
81,039 |
40 |
42.73 |
30.79 |
11.94 |
34.2% |
1.77 |
5.1% |
35% |
False |
False |
57,585 |
60 |
48.75 |
30.79 |
17.96 |
51.4% |
1.68 |
4.8% |
23% |
False |
False |
49,515 |
80 |
52.04 |
30.79 |
21.25 |
60.9% |
1.60 |
4.6% |
19% |
False |
False |
43,393 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
43.75 |
2.618 |
40.97 |
1.618 |
39.27 |
1.000 |
38.22 |
0.618 |
37.57 |
HIGH |
36.52 |
0.618 |
35.87 |
0.500 |
35.67 |
0.382 |
35.47 |
LOW |
34.82 |
0.618 |
33.77 |
1.000 |
33.12 |
1.618 |
32.07 |
2.618 |
30.37 |
4.250 |
27.60 |
|
|
Fisher Pivots for day following 08-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
35.67 |
36.24 |
PP |
35.42 |
35.80 |
S1 |
35.17 |
35.36 |
|