NYMEX Light Sweet Crude Oil Future July 2016
Trading Metrics calculated at close of trading on 05-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2016 |
05-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
37.71 |
37.59 |
-0.12 |
-0.3% |
38.99 |
High |
38.61 |
38.30 |
-0.31 |
-0.8% |
39.39 |
Low |
36.94 |
36.88 |
-0.06 |
-0.2% |
35.40 |
Close |
37.39 |
37.10 |
-0.29 |
-0.8% |
37.10 |
Range |
1.67 |
1.42 |
-0.25 |
-15.0% |
3.99 |
ATR |
1.96 |
1.92 |
-0.04 |
-2.0% |
0.00 |
Volume |
37,306 |
30,413 |
-6,893 |
-18.5% |
173,611 |
|
Daily Pivots for day following 05-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
41.69 |
40.81 |
37.88 |
|
R3 |
40.27 |
39.39 |
37.49 |
|
R2 |
38.85 |
38.85 |
37.36 |
|
R1 |
37.97 |
37.97 |
37.23 |
37.70 |
PP |
37.43 |
37.43 |
37.43 |
37.29 |
S1 |
36.55 |
36.55 |
36.97 |
36.28 |
S2 |
36.01 |
36.01 |
36.84 |
|
S3 |
34.59 |
35.13 |
36.71 |
|
S4 |
33.17 |
33.71 |
36.32 |
|
|
Weekly Pivots for week ending 05-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
49.27 |
47.17 |
39.29 |
|
R3 |
45.28 |
43.18 |
38.20 |
|
R2 |
41.29 |
41.29 |
37.83 |
|
R1 |
39.19 |
39.19 |
37.47 |
38.25 |
PP |
37.30 |
37.30 |
37.30 |
36.82 |
S1 |
35.20 |
35.20 |
36.73 |
34.26 |
S2 |
33.31 |
33.31 |
36.37 |
|
S3 |
29.32 |
31.21 |
36.00 |
|
S4 |
25.33 |
27.22 |
34.91 |
|
|
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 |
10.8% |
1.96 |
5.3% |
43% |
False |
False |
34,722 |
10 |
39.39 |
34.05 |
5.34 |
14.4% |
2.16 |
5.8% |
57% |
False |
False |
30,944 |
20 |
39.39 |
31.61 |
7.78 |
21.0% |
2.03 |
5.5% |
71% |
False |
False |
25,297 |
40 |
43.93 |
31.61 |
12.32 |
33.2% |
1.63 |
4.4% |
45% |
False |
False |
17,305 |
60 |
49.30 |
31.61 |
17.69 |
47.7% |
1.51 |
4.1% |
31% |
False |
False |
13,832 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
44.34 |
2.618 |
42.02 |
1.618 |
40.60 |
1.000 |
39.72 |
0.618 |
39.18 |
HIGH |
38.30 |
0.618 |
37.76 |
0.500 |
37.59 |
0.382 |
37.42 |
LOW |
36.88 |
0.618 |
36.00 |
1.000 |
35.46 |
1.618 |
34.58 |
2.618 |
33.16 |
4.250 |
30.85 |
|
|
Fisher Pivots for day following 05-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
37.59 |
37.07 |
PP |
37.43 |
37.04 |
S1 |
37.26 |
37.01 |
|