NYMEX Light Sweet Crude Oil Future June 2016
| Trading Metrics calculated at close of trading on 18-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2016 |
18-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
34.06 |
36.27 |
2.21 |
6.5% |
35.99 |
| High |
36.48 |
37.04 |
0.56 |
1.5% |
36.52 |
| Low |
33.81 |
35.29 |
1.48 |
4.4% |
32.10 |
| Close |
35.97 |
35.76 |
-0.21 |
-0.6% |
35.24 |
| Range |
2.67 |
1.75 |
-0.92 |
-34.5% |
4.42 |
| ATR |
2.20 |
2.17 |
-0.03 |
-1.5% |
0.00 |
| Volume |
94,967 |
76,864 |
-18,103 |
-19.1% |
551,978 |
|
| Daily Pivots for day following 18-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
41.28 |
40.27 |
36.72 |
|
| R3 |
39.53 |
38.52 |
36.24 |
|
| R2 |
37.78 |
37.78 |
36.08 |
|
| R1 |
36.77 |
36.77 |
35.92 |
36.40 |
| PP |
36.03 |
36.03 |
36.03 |
35.85 |
| S1 |
35.02 |
35.02 |
35.60 |
34.65 |
| S2 |
34.28 |
34.28 |
35.44 |
|
| S3 |
32.53 |
33.27 |
35.28 |
|
| S4 |
30.78 |
31.52 |
34.80 |
|
|
| 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% |
2.27 |
6.4% |
74% |
False |
False |
102,421 |
| 10 |
37.65 |
32.10 |
5.55 |
15.5% |
2.08 |
5.8% |
66% |
False |
False |
102,659 |
| 20 |
38.52 |
31.26 |
7.26 |
20.3% |
2.28 |
6.4% |
62% |
False |
False |
94,944 |
| 40 |
42.07 |
30.79 |
11.28 |
31.5% |
1.93 |
5.4% |
44% |
False |
False |
68,823 |
| 60 |
48.02 |
30.79 |
17.23 |
48.2% |
1.79 |
5.0% |
29% |
False |
False |
58,267 |
| 80 |
52.04 |
30.79 |
21.25 |
59.4% |
1.70 |
4.8% |
23% |
False |
False |
50,697 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
44.48 |
|
2.618 |
41.62 |
|
1.618 |
39.87 |
|
1.000 |
38.79 |
|
0.618 |
38.12 |
|
HIGH |
37.04 |
|
0.618 |
36.37 |
|
0.500 |
36.17 |
|
0.382 |
35.96 |
|
LOW |
35.29 |
|
0.618 |
34.21 |
|
1.000 |
33.54 |
|
1.618 |
32.46 |
|
2.618 |
30.71 |
|
4.250 |
27.85 |
|
|
| Fisher Pivots for day following 18-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
36.17 |
35.63 |
| PP |
36.03 |
35.50 |
| S1 |
35.90 |
35.37 |
|