NYMEX Light Sweet Crude Oil Future June 2016
Trading Metrics calculated at close of trading on 29-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2016 |
29-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
36.00 |
35.85 |
-0.15 |
-0.4% |
34.80 |
High |
37.65 |
37.06 |
-0.59 |
-1.6% |
37.65 |
Low |
35.68 |
35.52 |
-0.16 |
-0.4% |
33.76 |
Close |
35.83 |
36.87 |
1.04 |
2.9% |
35.83 |
Range |
1.97 |
1.54 |
-0.43 |
-21.8% |
3.89 |
ATR |
2.08 |
2.04 |
-0.04 |
-1.9% |
0.00 |
Volume |
108,111 |
91,746 |
-16,365 |
-15.1% |
503,285 |
|
Daily Pivots for day following 29-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
41.10 |
40.53 |
37.72 |
|
R3 |
39.56 |
38.99 |
37.29 |
|
R2 |
38.02 |
38.02 |
37.15 |
|
R1 |
37.45 |
37.45 |
37.01 |
37.74 |
PP |
36.48 |
36.48 |
36.48 |
36.63 |
S1 |
35.91 |
35.91 |
36.73 |
36.20 |
S2 |
34.94 |
34.94 |
36.59 |
|
S3 |
33.40 |
34.37 |
36.45 |
|
S4 |
31.86 |
32.83 |
36.02 |
|
|
Weekly Pivots for week ending 26-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
47.42 |
45.51 |
37.97 |
|
R3 |
43.53 |
41.62 |
36.90 |
|
R2 |
39.64 |
39.64 |
36.54 |
|
R1 |
37.73 |
37.73 |
36.19 |
38.69 |
PP |
35.75 |
35.75 |
35.75 |
36.22 |
S1 |
33.84 |
33.84 |
35.47 |
34.80 |
S2 |
31.86 |
31.86 |
35.12 |
|
S3 |
27.97 |
29.95 |
34.76 |
|
S4 |
24.08 |
26.06 |
33.69 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
37.65 |
33.76 |
3.89 |
10.6% |
1.90 |
5.2% |
80% |
False |
False |
98,647 |
10 |
37.65 |
33.69 |
3.96 |
10.7% |
2.08 |
5.6% |
80% |
False |
False |
94,576 |
20 |
38.46 |
32.10 |
6.36 |
17.2% |
2.06 |
5.6% |
75% |
False |
False |
98,274 |
40 |
42.07 |
30.79 |
11.28 |
30.6% |
2.07 |
5.6% |
54% |
False |
False |
81,705 |
60 |
46.54 |
30.79 |
15.75 |
42.7% |
1.84 |
5.0% |
39% |
False |
False |
66,538 |
80 |
52.04 |
30.79 |
21.25 |
57.6% |
1.74 |
4.7% |
29% |
False |
False |
56,819 |
100 |
53.77 |
30.79 |
22.98 |
62.3% |
1.69 |
4.6% |
26% |
False |
False |
51,201 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
43.61 |
2.618 |
41.09 |
1.618 |
39.55 |
1.000 |
38.60 |
0.618 |
38.01 |
HIGH |
37.06 |
0.618 |
36.47 |
0.500 |
36.29 |
0.382 |
36.11 |
LOW |
35.52 |
0.618 |
34.57 |
1.000 |
33.98 |
1.618 |
33.03 |
2.618 |
31.49 |
4.250 |
28.98 |
|
|
Fisher Pivots for day following 29-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
36.68 |
36.59 |
PP |
36.48 |
36.31 |
S1 |
36.29 |
36.04 |
|