NYMEX Light Sweet Crude Oil Future June 2016
Trading Metrics calculated at close of trading on 25-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2016 |
25-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
34.50 |
35.43 |
0.93 |
2.7% |
34.68 |
High |
35.62 |
36.50 |
0.88 |
2.5% |
37.05 |
Low |
33.76 |
34.42 |
0.66 |
2.0% |
33.69 |
Close |
35.44 |
36.12 |
0.68 |
1.9% |
34.59 |
Range |
1.86 |
2.08 |
0.22 |
11.8% |
3.36 |
ATR |
2.09 |
2.09 |
0.00 |
0.0% |
0.00 |
Volume |
103,965 |
110,402 |
6,437 |
6.2% |
350,738 |
|
Daily Pivots for day following 25-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
41.92 |
41.10 |
37.26 |
|
R3 |
39.84 |
39.02 |
36.69 |
|
R2 |
37.76 |
37.76 |
36.50 |
|
R1 |
36.94 |
36.94 |
36.31 |
37.35 |
PP |
35.68 |
35.68 |
35.68 |
35.89 |
S1 |
34.86 |
34.86 |
35.93 |
35.27 |
S2 |
33.60 |
33.60 |
35.74 |
|
S3 |
31.52 |
32.78 |
35.55 |
|
S4 |
29.44 |
30.70 |
34.98 |
|
|
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 |
36.50 |
33.76 |
2.74 |
7.6% |
1.90 |
5.3% |
86% |
True |
False |
93,507 |
10 |
37.05 |
32.10 |
4.95 |
13.7% |
2.09 |
5.8% |
81% |
False |
False |
97,964 |
20 |
38.52 |
32.10 |
6.42 |
17.8% |
2.10 |
5.8% |
63% |
False |
False |
97,845 |
40 |
42.07 |
30.79 |
11.28 |
31.2% |
2.04 |
5.6% |
47% |
False |
False |
77,376 |
60 |
47.03 |
30.79 |
16.24 |
45.0% |
1.82 |
5.0% |
33% |
False |
False |
64,012 |
80 |
52.04 |
30.79 |
21.25 |
58.8% |
1.72 |
4.8% |
25% |
False |
False |
54,833 |
100 |
53.77 |
30.79 |
22.98 |
63.6% |
1.69 |
4.7% |
23% |
False |
False |
49,779 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
45.34 |
2.618 |
41.95 |
1.618 |
39.87 |
1.000 |
38.58 |
0.618 |
37.79 |
HIGH |
36.50 |
0.618 |
35.71 |
0.500 |
35.46 |
0.382 |
35.21 |
LOW |
34.42 |
0.618 |
33.13 |
1.000 |
32.34 |
1.618 |
31.05 |
2.618 |
28.97 |
4.250 |
25.58 |
|
|
Fisher Pivots for day following 25-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
35.90 |
35.79 |
PP |
35.68 |
35.46 |
S1 |
35.46 |
35.13 |
|