NYMEX Light Sweet Crude Oil Future July 2016
Trading Metrics calculated at close of trading on 09-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2016 |
09-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
37.12 |
36.06 |
-1.06 |
-2.9% |
38.99 |
High |
37.53 |
36.63 |
-0.90 |
-2.4% |
39.39 |
Low |
35.98 |
33.71 |
-2.27 |
-6.3% |
35.40 |
Close |
36.11 |
33.77 |
-2.34 |
-6.5% |
37.10 |
Range |
1.55 |
2.92 |
1.37 |
88.4% |
3.99 |
ATR |
1.89 |
1.96 |
0.07 |
3.9% |
0.00 |
Volume |
35,764 |
46,242 |
10,478 |
29.3% |
173,611 |
|
Daily Pivots for day following 09-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
43.46 |
41.54 |
35.38 |
|
R3 |
40.54 |
38.62 |
34.57 |
|
R2 |
37.62 |
37.62 |
34.31 |
|
R1 |
35.70 |
35.70 |
34.04 |
35.20 |
PP |
34.70 |
34.70 |
34.70 |
34.46 |
S1 |
32.78 |
32.78 |
33.50 |
32.28 |
S2 |
31.78 |
31.78 |
33.23 |
|
S3 |
28.86 |
29.86 |
32.97 |
|
S4 |
25.94 |
26.94 |
32.16 |
|
|
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 |
38.61 |
33.71 |
4.90 |
14.5% |
2.04 |
6.0% |
1% |
False |
True |
37,798 |
10 |
39.39 |
33.71 |
5.68 |
16.8% |
2.08 |
6.2% |
1% |
False |
True |
34,279 |
20 |
39.39 |
31.61 |
7.78 |
23.0% |
2.09 |
6.2% |
28% |
False |
False |
27,744 |
40 |
42.77 |
31.61 |
11.16 |
33.0% |
1.69 |
5.0% |
19% |
False |
False |
18,549 |
60 |
48.35 |
31.61 |
16.74 |
49.6% |
1.55 |
4.6% |
13% |
False |
False |
15,087 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
49.04 |
2.618 |
44.27 |
1.618 |
41.35 |
1.000 |
39.55 |
0.618 |
38.43 |
HIGH |
36.63 |
0.618 |
35.51 |
0.500 |
35.17 |
0.382 |
34.83 |
LOW |
33.71 |
0.618 |
31.91 |
1.000 |
30.79 |
1.618 |
28.99 |
2.618 |
26.07 |
4.250 |
21.30 |
|
|
Fisher Pivots for day following 09-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
35.17 |
36.01 |
PP |
34.70 |
35.26 |
S1 |
34.24 |
34.52 |
|