NYMEX Light Sweet Crude Oil Future June 2016
Trading Metrics calculated at close of trading on 19-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2016 |
19-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
36.27 |
35.57 |
-0.70 |
-1.9% |
34.68 |
High |
37.04 |
35.81 |
-1.23 |
-3.3% |
37.05 |
Low |
35.29 |
34.30 |
-0.99 |
-2.8% |
33.69 |
Close |
35.76 |
34.59 |
-1.17 |
-3.3% |
34.59 |
Range |
1.75 |
1.51 |
-0.24 |
-13.7% |
3.36 |
ATR |
2.17 |
2.12 |
-0.05 |
-2.2% |
0.00 |
Volume |
76,864 |
72,363 |
-4,501 |
-5.9% |
350,738 |
|
Daily Pivots for day following 19-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
39.43 |
38.52 |
35.42 |
|
R3 |
37.92 |
37.01 |
35.01 |
|
R2 |
36.41 |
36.41 |
34.87 |
|
R1 |
35.50 |
35.50 |
34.73 |
35.20 |
PP |
34.90 |
34.90 |
34.90 |
34.75 |
S1 |
33.99 |
33.99 |
34.45 |
33.69 |
S2 |
33.39 |
33.39 |
34.31 |
|
S3 |
31.88 |
32.48 |
34.17 |
|
S4 |
30.37 |
30.97 |
33.76 |
|
|
Weekly Pivots for week ending 19-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
45.19 |
43.25 |
36.44 |
|
R3 |
41.83 |
39.89 |
35.51 |
|
R2 |
38.47 |
38.47 |
35.21 |
|
R1 |
36.53 |
36.53 |
34.90 |
35.82 |
PP |
35.11 |
35.11 |
35.11 |
34.76 |
S1 |
33.17 |
33.17 |
34.28 |
32.46 |
S2 |
31.75 |
31.75 |
33.97 |
|
S3 |
28.39 |
29.81 |
33.67 |
|
S4 |
25.03 |
26.45 |
32.74 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
37.05 |
33.14 |
3.91 |
11.3% |
2.29 |
6.6% |
37% |
False |
False |
91,135 |
10 |
37.19 |
32.10 |
5.09 |
14.7% |
2.06 |
6.0% |
49% |
False |
False |
99,139 |
20 |
38.52 |
32.10 |
6.42 |
18.6% |
2.25 |
6.5% |
39% |
False |
False |
94,227 |
40 |
42.07 |
30.79 |
11.28 |
32.6% |
1.95 |
5.6% |
34% |
False |
False |
70,029 |
60 |
48.02 |
30.79 |
17.23 |
49.8% |
1.79 |
5.2% |
22% |
False |
False |
59,108 |
80 |
52.04 |
30.79 |
21.25 |
61.4% |
1.70 |
4.9% |
18% |
False |
False |
51,340 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
42.23 |
2.618 |
39.76 |
1.618 |
38.25 |
1.000 |
37.32 |
0.618 |
36.74 |
HIGH |
35.81 |
0.618 |
35.23 |
0.500 |
35.06 |
0.382 |
34.88 |
LOW |
34.30 |
0.618 |
33.37 |
1.000 |
32.79 |
1.618 |
31.86 |
2.618 |
30.35 |
4.250 |
27.88 |
|
|
Fisher Pivots for day following 19-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
35.06 |
35.43 |
PP |
34.90 |
35.15 |
S1 |
34.75 |
34.87 |
|