NYMEX Light Sweet Crude Oil Future June 2016
Trading Metrics calculated at close of trading on 16-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2016 |
16-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
33.35 |
34.68 |
1.33 |
4.0% |
35.99 |
High |
35.32 |
37.05 |
1.73 |
4.9% |
36.52 |
Low |
33.14 |
33.69 |
0.55 |
1.7% |
32.10 |
Close |
35.24 |
33.93 |
-1.31 |
-3.7% |
35.24 |
Range |
2.18 |
3.36 |
1.18 |
54.1% |
4.42 |
ATR |
2.07 |
2.17 |
0.09 |
4.4% |
0.00 |
Volume |
104,939 |
106,544 |
1,605 |
1.5% |
551,978 |
|
Daily Pivots for day following 16-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
44.97 |
42.81 |
35.78 |
|
R3 |
41.61 |
39.45 |
34.85 |
|
R2 |
38.25 |
38.25 |
34.55 |
|
R1 |
36.09 |
36.09 |
34.24 |
35.49 |
PP |
34.89 |
34.89 |
34.89 |
34.59 |
S1 |
32.73 |
32.73 |
33.62 |
32.13 |
S2 |
31.53 |
31.53 |
33.31 |
|
S3 |
28.17 |
29.37 |
33.01 |
|
S4 |
24.81 |
26.01 |
32.08 |
|
|
Weekly Pivots for week ending 12-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
47.88 |
45.98 |
37.67 |
|
R3 |
43.46 |
41.56 |
36.46 |
|
R2 |
39.04 |
39.04 |
36.05 |
|
R1 |
37.14 |
37.14 |
35.65 |
35.88 |
PP |
34.62 |
34.62 |
34.62 |
33.99 |
S1 |
32.72 |
32.72 |
34.83 |
31.46 |
S2 |
30.20 |
30.20 |
34.43 |
|
S3 |
25.78 |
28.30 |
34.02 |
|
S4 |
21.36 |
23.88 |
32.81 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
37.05 |
32.10 |
4.95 |
14.6% |
2.30 |
6.8% |
37% |
True |
False |
114,672 |
10 |
37.65 |
32.10 |
5.55 |
16.4% |
2.11 |
6.2% |
33% |
False |
False |
105,828 |
20 |
38.52 |
30.79 |
7.73 |
22.8% |
2.26 |
6.6% |
41% |
False |
False |
94,093 |
40 |
42.07 |
30.79 |
11.28 |
33.2% |
1.88 |
5.5% |
28% |
False |
False |
65,797 |
60 |
48.02 |
30.79 |
17.23 |
50.8% |
1.75 |
5.1% |
18% |
False |
False |
56,313 |
80 |
52.04 |
30.79 |
21.25 |
62.6% |
1.67 |
4.9% |
15% |
False |
False |
49,106 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
51.33 |
2.618 |
45.85 |
1.618 |
42.49 |
1.000 |
40.41 |
0.618 |
39.13 |
HIGH |
37.05 |
0.618 |
35.77 |
0.500 |
35.37 |
0.382 |
34.97 |
LOW |
33.69 |
0.618 |
31.61 |
1.000 |
30.33 |
1.618 |
28.25 |
2.618 |
24.89 |
4.250 |
19.41 |
|
|
Fisher Pivots for day following 16-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
35.37 |
34.58 |
PP |
34.89 |
34.36 |
S1 |
34.41 |
34.15 |
|