NYMEX Light Sweet Crude Oil Future June 2016
| Trading Metrics calculated at close of trading on 23-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2016 |
23-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
34.80 |
36.16 |
1.36 |
3.9% |
34.68 |
| High |
36.45 |
36.44 |
-0.01 |
0.0% |
37.05 |
| Low |
34.45 |
34.37 |
-0.08 |
-0.2% |
33.69 |
| Close |
36.18 |
34.86 |
-1.32 |
-3.6% |
34.59 |
| Range |
2.00 |
2.07 |
0.07 |
3.5% |
3.36 |
| ATR |
2.11 |
2.11 |
0.00 |
-0.2% |
0.00 |
| Volume |
101,792 |
79,015 |
-22,777 |
-22.4% |
350,738 |
|
| Daily Pivots for day following 23-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
41.43 |
40.22 |
36.00 |
|
| R3 |
39.36 |
38.15 |
35.43 |
|
| R2 |
37.29 |
37.29 |
35.24 |
|
| R1 |
36.08 |
36.08 |
35.05 |
35.65 |
| PP |
35.22 |
35.22 |
35.22 |
35.01 |
| S1 |
34.01 |
34.01 |
34.67 |
33.58 |
| S2 |
33.15 |
33.15 |
34.48 |
|
| S3 |
31.08 |
31.94 |
34.29 |
|
| S4 |
29.01 |
29.87 |
33.72 |
|
|
| 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 |
37.04 |
33.81 |
3.23 |
9.3% |
2.00 |
5.7% |
33% |
False |
False |
85,000 |
| 10 |
37.05 |
32.10 |
4.95 |
14.2% |
2.15 |
6.2% |
56% |
False |
False |
99,836 |
| 20 |
38.52 |
32.10 |
6.42 |
18.4% |
2.18 |
6.2% |
43% |
False |
False |
95,297 |
| 40 |
42.07 |
30.79 |
11.28 |
32.4% |
2.00 |
5.7% |
36% |
False |
False |
72,786 |
| 60 |
48.02 |
30.79 |
17.23 |
49.4% |
1.80 |
5.2% |
24% |
False |
False |
61,071 |
| 80 |
52.04 |
30.79 |
21.25 |
61.0% |
1.73 |
5.0% |
19% |
False |
False |
53,028 |
| 100 |
53.77 |
30.79 |
22.98 |
65.9% |
1.68 |
4.8% |
18% |
False |
False |
48,072 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
45.24 |
|
2.618 |
41.86 |
|
1.618 |
39.79 |
|
1.000 |
38.51 |
|
0.618 |
37.72 |
|
HIGH |
36.44 |
|
0.618 |
35.65 |
|
0.500 |
35.41 |
|
0.382 |
35.16 |
|
LOW |
34.37 |
|
0.618 |
33.09 |
|
1.000 |
32.30 |
|
1.618 |
31.02 |
|
2.618 |
28.95 |
|
4.250 |
25.57 |
|
|
| Fisher Pivots for day following 23-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
35.41 |
35.38 |
| PP |
35.22 |
35.20 |
| S1 |
35.04 |
35.03 |
|