NYMEX Light Sweet Crude Oil Future June 2016
| Trading Metrics calculated at close of trading on 09-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2016 |
09-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
35.99 |
35.09 |
-0.90 |
-2.5% |
38.08 |
| High |
36.52 |
35.59 |
-0.93 |
-2.5% |
38.46 |
| Low |
34.82 |
32.65 |
-2.17 |
-6.2% |
34.18 |
| Close |
34.92 |
32.74 |
-2.18 |
-6.2% |
35.94 |
| Range |
1.70 |
2.94 |
1.24 |
72.9% |
4.28 |
| ATR |
2.01 |
2.07 |
0.07 |
3.3% |
0.00 |
| Volume |
85,158 |
111,912 |
26,754 |
31.4% |
467,740 |
|
| Daily Pivots for day following 09-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
42.48 |
40.55 |
34.36 |
|
| R3 |
39.54 |
37.61 |
33.55 |
|
| R2 |
36.60 |
36.60 |
33.28 |
|
| R1 |
34.67 |
34.67 |
33.01 |
34.17 |
| PP |
33.66 |
33.66 |
33.66 |
33.41 |
| S1 |
31.73 |
31.73 |
32.47 |
31.23 |
| S2 |
30.72 |
30.72 |
32.20 |
|
| S3 |
27.78 |
28.79 |
31.93 |
|
| S4 |
24.84 |
25.85 |
31.12 |
|
|
| 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 |
32.65 |
5.00 |
15.3% |
2.14 |
6.5% |
2% |
False |
True |
101,729 |
| 10 |
38.52 |
32.65 |
5.87 |
17.9% |
2.20 |
6.7% |
2% |
False |
True |
94,124 |
| 20 |
38.52 |
30.79 |
7.73 |
23.6% |
2.21 |
6.7% |
25% |
False |
False |
83,738 |
| 40 |
42.30 |
30.79 |
11.51 |
35.2% |
1.82 |
5.6% |
17% |
False |
False |
59,239 |
| 60 |
48.02 |
30.79 |
17.23 |
52.6% |
1.71 |
5.2% |
11% |
False |
False |
50,859 |
| 80 |
52.04 |
30.79 |
21.25 |
64.9% |
1.62 |
5.0% |
9% |
False |
False |
44,572 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
48.09 |
|
2.618 |
43.29 |
|
1.618 |
40.35 |
|
1.000 |
38.53 |
|
0.618 |
37.41 |
|
HIGH |
35.59 |
|
0.618 |
34.47 |
|
0.500 |
34.12 |
|
0.382 |
33.77 |
|
LOW |
32.65 |
|
0.618 |
30.83 |
|
1.000 |
29.71 |
|
1.618 |
27.89 |
|
2.618 |
24.95 |
|
4.250 |
20.16 |
|
|
| Fisher Pivots for day following 09-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
34.12 |
34.92 |
| PP |
33.66 |
34.19 |
| S1 |
33.20 |
33.47 |
|