NYMEX Light Sweet Crude Oil Future June 2016
Trading Metrics calculated at close of trading on 22-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2016 |
22-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
35.57 |
34.80 |
-0.77 |
-2.2% |
34.68 |
High |
35.81 |
36.45 |
0.64 |
1.8% |
37.05 |
Low |
34.30 |
34.45 |
0.15 |
0.4% |
33.69 |
Close |
34.59 |
36.18 |
1.59 |
4.6% |
34.59 |
Range |
1.51 |
2.00 |
0.49 |
32.5% |
3.36 |
ATR |
2.12 |
2.11 |
-0.01 |
-0.4% |
0.00 |
Volume |
72,363 |
101,792 |
29,429 |
40.7% |
350,738 |
|
Daily Pivots for day following 22-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
41.69 |
40.94 |
37.28 |
|
R3 |
39.69 |
38.94 |
36.73 |
|
R2 |
37.69 |
37.69 |
36.55 |
|
R1 |
36.94 |
36.94 |
36.36 |
37.32 |
PP |
35.69 |
35.69 |
35.69 |
35.88 |
S1 |
34.94 |
34.94 |
36.00 |
35.32 |
S2 |
33.69 |
33.69 |
35.81 |
|
S3 |
31.69 |
32.94 |
35.63 |
|
S4 |
29.69 |
30.94 |
35.08 |
|
|
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 |
33.69 |
3.36 |
9.3% |
2.26 |
6.2% |
74% |
False |
False |
90,506 |
10 |
37.05 |
32.10 |
4.95 |
13.7% |
2.11 |
5.8% |
82% |
False |
False |
100,450 |
20 |
38.52 |
32.10 |
6.42 |
17.7% |
2.20 |
6.1% |
64% |
False |
False |
95,229 |
40 |
42.07 |
30.79 |
11.28 |
31.2% |
1.99 |
5.5% |
48% |
False |
False |
71,680 |
60 |
48.02 |
30.79 |
17.23 |
47.6% |
1.79 |
4.9% |
31% |
False |
False |
60,337 |
80 |
52.04 |
30.79 |
21.25 |
58.7% |
1.72 |
4.7% |
25% |
False |
False |
52,383 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
44.95 |
2.618 |
41.69 |
1.618 |
39.69 |
1.000 |
38.45 |
0.618 |
37.69 |
HIGH |
36.45 |
0.618 |
35.69 |
0.500 |
35.45 |
0.382 |
35.21 |
LOW |
34.45 |
0.618 |
33.21 |
1.000 |
32.45 |
1.618 |
31.21 |
2.618 |
29.21 |
4.250 |
25.95 |
|
|
Fisher Pivots for day following 22-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
35.94 |
36.01 |
PP |
35.69 |
35.84 |
S1 |
35.45 |
35.67 |
|