NYMEX Light Sweet Crude Oil Future June 2016
Trading Metrics calculated at close of trading on 11-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2016 |
11-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
33.14 |
32.97 |
-0.17 |
-0.5% |
38.08 |
High |
34.32 |
33.50 |
-0.82 |
-2.4% |
38.46 |
Low |
32.70 |
32.10 |
-0.60 |
-1.8% |
34.18 |
Close |
32.96 |
32.21 |
-0.75 |
-2.3% |
35.94 |
Range |
1.62 |
1.40 |
-0.22 |
-13.6% |
4.28 |
ATR |
2.04 |
2.00 |
-0.05 |
-2.2% |
0.00 |
Volume |
121,174 |
128,795 |
7,621 |
6.3% |
467,740 |
|
Daily Pivots for day following 11-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
36.80 |
35.91 |
32.98 |
|
R3 |
35.40 |
34.51 |
32.60 |
|
R2 |
34.00 |
34.00 |
32.47 |
|
R1 |
33.11 |
33.11 |
32.34 |
32.86 |
PP |
32.60 |
32.60 |
32.60 |
32.48 |
S1 |
31.71 |
31.71 |
32.08 |
31.46 |
S2 |
31.20 |
31.20 |
31.95 |
|
S3 |
29.80 |
30.31 |
31.83 |
|
S4 |
28.40 |
28.91 |
31.44 |
|
|
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 |
37.19 |
32.10 |
5.09 |
15.8% |
1.83 |
5.7% |
2% |
False |
True |
107,143 |
10 |
38.46 |
32.10 |
6.36 |
19.7% |
1.96 |
6.1% |
2% |
False |
True |
101,193 |
20 |
38.52 |
30.79 |
7.73 |
24.0% |
2.16 |
6.7% |
18% |
False |
False |
89,947 |
40 |
42.30 |
30.79 |
11.51 |
35.7% |
1.82 |
5.6% |
12% |
False |
False |
62,813 |
60 |
48.02 |
30.79 |
17.23 |
53.5% |
1.71 |
5.3% |
8% |
False |
False |
53,902 |
80 |
52.04 |
30.79 |
21.25 |
66.0% |
1.63 |
5.1% |
7% |
False |
False |
47,127 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
39.45 |
2.618 |
37.17 |
1.618 |
35.77 |
1.000 |
34.90 |
0.618 |
34.37 |
HIGH |
33.50 |
0.618 |
32.97 |
0.500 |
32.80 |
0.382 |
32.63 |
LOW |
32.10 |
0.618 |
31.23 |
1.000 |
30.70 |
1.618 |
29.83 |
2.618 |
28.43 |
4.250 |
26.15 |
|
|
Fisher Pivots for day following 11-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
32.80 |
33.85 |
PP |
32.60 |
33.30 |
S1 |
32.41 |
32.76 |
|