NYMEX Light Sweet Crude Oil Future July 2016
Trading Metrics calculated at close of trading on 03-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2016 |
03-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
37.05 |
35.52 |
-1.53 |
-4.1% |
36.45 |
High |
37.05 |
38.02 |
0.97 |
2.6% |
39.29 |
Low |
35.41 |
35.40 |
-0.01 |
0.0% |
34.05 |
Close |
35.78 |
37.71 |
1.93 |
5.4% |
38.99 |
Range |
1.64 |
2.62 |
0.98 |
59.8% |
5.24 |
ATR |
1.93 |
1.98 |
0.05 |
2.6% |
0.00 |
Volume |
30,046 |
39,265 |
9,219 |
30.7% |
135,831 |
|
Daily Pivots for day following 03-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
44.90 |
43.93 |
39.15 |
|
R3 |
42.28 |
41.31 |
38.43 |
|
R2 |
39.66 |
39.66 |
38.19 |
|
R1 |
38.69 |
38.69 |
37.95 |
39.18 |
PP |
37.04 |
37.04 |
37.04 |
37.29 |
S1 |
36.07 |
36.07 |
37.47 |
36.56 |
S2 |
34.42 |
34.42 |
37.23 |
|
S3 |
31.80 |
33.45 |
36.99 |
|
S4 |
29.18 |
30.83 |
36.27 |
|
|
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 |
35.40 |
3.99 |
10.6% |
2.16 |
5.7% |
58% |
False |
True |
32,366 |
10 |
39.39 |
32.05 |
7.34 |
19.5% |
2.37 |
6.3% |
77% |
False |
False |
28,482 |
20 |
40.73 |
31.61 |
9.12 |
24.2% |
2.08 |
5.5% |
67% |
False |
False |
23,195 |
40 |
45.11 |
31.61 |
13.50 |
35.8% |
1.64 |
4.3% |
45% |
False |
False |
16,474 |
60 |
49.81 |
31.61 |
18.20 |
48.3% |
1.50 |
4.0% |
34% |
False |
False |
12,838 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
49.16 |
2.618 |
44.88 |
1.618 |
42.26 |
1.000 |
40.64 |
0.618 |
39.64 |
HIGH |
38.02 |
0.618 |
37.02 |
0.500 |
36.71 |
0.382 |
36.40 |
LOW |
35.40 |
0.618 |
33.78 |
1.000 |
32.78 |
1.618 |
31.16 |
2.618 |
28.54 |
4.250 |
24.27 |
|
|
Fisher Pivots for day following 03-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
37.38 |
37.61 |
PP |
37.04 |
37.50 |
S1 |
36.71 |
37.40 |
|