NYMEX Light Sweet Crude Oil Future July 2016
Trading Metrics calculated at close of trading on 01-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2016 |
01-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
38.38 |
38.99 |
0.61 |
1.6% |
36.45 |
High |
39.22 |
39.39 |
0.17 |
0.4% |
39.29 |
Low |
37.82 |
36.95 |
-0.87 |
-2.3% |
34.05 |
Close |
38.99 |
37.27 |
-1.72 |
-4.4% |
38.99 |
Range |
1.40 |
2.44 |
1.04 |
74.3% |
5.24 |
ATR |
1.89 |
1.93 |
0.04 |
2.1% |
0.00 |
Volume |
30,033 |
36,581 |
6,548 |
21.8% |
135,831 |
|
Daily Pivots for day following 01-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
45.19 |
43.67 |
38.61 |
|
R3 |
42.75 |
41.23 |
37.94 |
|
R2 |
40.31 |
40.31 |
37.72 |
|
R1 |
38.79 |
38.79 |
37.49 |
38.33 |
PP |
37.87 |
37.87 |
37.87 |
37.64 |
S1 |
36.35 |
36.35 |
37.05 |
35.89 |
S2 |
35.43 |
35.43 |
36.82 |
|
S3 |
32.99 |
33.91 |
36.60 |
|
S4 |
30.55 |
31.47 |
35.93 |
|
|
Weekly Pivots for week ending 29-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
53.16 |
51.32 |
41.87 |
|
R3 |
47.92 |
46.08 |
40.43 |
|
R2 |
42.68 |
42.68 |
39.95 |
|
R1 |
40.84 |
40.84 |
39.47 |
41.76 |
PP |
37.44 |
37.44 |
37.44 |
37.91 |
S1 |
35.60 |
35.60 |
38.51 |
36.52 |
S2 |
32.20 |
32.20 |
38.03 |
|
S3 |
26.96 |
30.36 |
37.55 |
|
S4 |
21.72 |
25.12 |
36.11 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
39.39 |
34.05 |
5.34 |
14.3% |
2.37 |
6.4% |
60% |
True |
False |
29,694 |
10 |
39.39 |
31.61 |
7.78 |
20.9% |
2.30 |
6.2% |
73% |
True |
False |
26,075 |
20 |
42.64 |
31.61 |
11.03 |
29.6% |
2.01 |
5.4% |
51% |
False |
False |
20,936 |
40 |
46.98 |
31.61 |
15.37 |
41.2% |
1.61 |
4.3% |
37% |
False |
False |
15,112 |
60 |
52.22 |
31.61 |
20.61 |
55.3% |
1.47 |
3.9% |
27% |
False |
False |
11,848 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
49.76 |
2.618 |
45.78 |
1.618 |
43.34 |
1.000 |
41.83 |
0.618 |
40.90 |
HIGH |
39.39 |
0.618 |
38.46 |
0.500 |
38.17 |
0.382 |
37.88 |
LOW |
36.95 |
0.618 |
35.44 |
1.000 |
34.51 |
1.618 |
33.00 |
2.618 |
30.56 |
4.250 |
26.58 |
|
|
Fisher Pivots for day following 01-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
38.17 |
37.99 |
PP |
37.87 |
37.75 |
S1 |
37.57 |
37.51 |
|