NYMEX Light Sweet Crude Oil Future June 2016
| Trading Metrics calculated at close of trading on 17-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2016 |
17-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
34.68 |
34.06 |
-0.62 |
-1.8% |
35.99 |
| High |
37.05 |
36.48 |
-0.57 |
-1.5% |
36.52 |
| Low |
33.69 |
33.81 |
0.12 |
0.4% |
32.10 |
| Close |
33.93 |
35.97 |
2.04 |
6.0% |
35.24 |
| Range |
3.36 |
2.67 |
-0.69 |
-20.5% |
4.42 |
| ATR |
2.17 |
2.20 |
0.04 |
1.7% |
0.00 |
| Volume |
106,544 |
94,967 |
-11,577 |
-10.9% |
551,978 |
|
| Daily Pivots for day following 17-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
43.43 |
42.37 |
37.44 |
|
| R3 |
40.76 |
39.70 |
36.70 |
|
| R2 |
38.09 |
38.09 |
36.46 |
|
| R1 |
37.03 |
37.03 |
36.21 |
37.56 |
| PP |
35.42 |
35.42 |
35.42 |
35.69 |
| S1 |
34.36 |
34.36 |
35.73 |
34.89 |
| S2 |
32.75 |
32.75 |
35.48 |
|
| S3 |
30.08 |
31.69 |
35.24 |
|
| S4 |
27.41 |
29.02 |
34.50 |
|
|
| 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 |
13.8% |
2.25 |
6.2% |
78% |
False |
False |
111,283 |
| 10 |
37.65 |
32.10 |
5.55 |
15.4% |
2.19 |
6.1% |
70% |
False |
False |
106,506 |
| 20 |
38.52 |
30.79 |
7.73 |
21.5% |
2.29 |
6.4% |
67% |
False |
False |
95,263 |
| 40 |
42.07 |
30.79 |
11.28 |
31.4% |
1.92 |
5.3% |
46% |
False |
False |
67,426 |
| 60 |
48.02 |
30.79 |
17.23 |
47.9% |
1.77 |
4.9% |
30% |
False |
False |
57,450 |
| 80 |
52.04 |
30.79 |
21.25 |
59.1% |
1.69 |
4.7% |
24% |
False |
False |
49,972 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
47.83 |
|
2.618 |
43.47 |
|
1.618 |
40.80 |
|
1.000 |
39.15 |
|
0.618 |
38.13 |
|
HIGH |
36.48 |
|
0.618 |
35.46 |
|
0.500 |
35.15 |
|
0.382 |
34.83 |
|
LOW |
33.81 |
|
0.618 |
32.16 |
|
1.000 |
31.14 |
|
1.618 |
29.49 |
|
2.618 |
26.82 |
|
4.250 |
22.46 |
|
|
| Fisher Pivots for day following 17-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
35.70 |
35.68 |
| PP |
35.42 |
35.39 |
| S1 |
35.15 |
35.10 |
|