NYMEX Light Sweet Crude Oil Future July 2016
Trading Metrics calculated at close of trading on 04-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2016 |
04-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
35.52 |
37.71 |
2.19 |
6.2% |
36.45 |
High |
38.02 |
38.61 |
0.59 |
1.6% |
39.29 |
Low |
35.40 |
36.94 |
1.54 |
4.4% |
34.05 |
Close |
37.71 |
37.39 |
-0.32 |
-0.8% |
38.99 |
Range |
2.62 |
1.67 |
-0.95 |
-36.3% |
5.24 |
ATR |
1.98 |
1.96 |
-0.02 |
-1.1% |
0.00 |
Volume |
39,265 |
37,306 |
-1,959 |
-5.0% |
135,831 |
|
Daily Pivots for day following 04-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
42.66 |
41.69 |
38.31 |
|
R3 |
40.99 |
40.02 |
37.85 |
|
R2 |
39.32 |
39.32 |
37.70 |
|
R1 |
38.35 |
38.35 |
37.54 |
38.00 |
PP |
37.65 |
37.65 |
37.65 |
37.47 |
S1 |
36.68 |
36.68 |
37.24 |
36.33 |
S2 |
35.98 |
35.98 |
37.08 |
|
S3 |
34.31 |
35.01 |
36.93 |
|
S4 |
32.64 |
33.34 |
36.47 |
|
|
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 |
10.7% |
1.95 |
5.2% |
50% |
False |
False |
34,646 |
10 |
39.39 |
33.56 |
5.83 |
15.6% |
2.32 |
6.2% |
66% |
False |
False |
30,116 |
20 |
39.39 |
31.61 |
7.78 |
20.8% |
2.06 |
5.5% |
74% |
False |
False |
24,462 |
40 |
43.93 |
31.61 |
12.32 |
32.9% |
1.63 |
4.4% |
47% |
False |
False |
16,959 |
60 |
49.74 |
31.61 |
18.13 |
48.5% |
1.51 |
4.0% |
32% |
False |
False |
13,375 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
45.71 |
2.618 |
42.98 |
1.618 |
41.31 |
1.000 |
40.28 |
0.618 |
39.64 |
HIGH |
38.61 |
0.618 |
37.97 |
0.500 |
37.78 |
0.382 |
37.58 |
LOW |
36.94 |
0.618 |
35.91 |
1.000 |
35.27 |
1.618 |
34.24 |
2.618 |
32.57 |
4.250 |
29.84 |
|
|
Fisher Pivots for day following 04-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
37.78 |
37.26 |
PP |
37.65 |
37.13 |
S1 |
37.52 |
37.01 |
|