NYMEX Light Sweet Crude Oil Future July 2016
Trading Metrics calculated at close of trading on 10-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2016 |
10-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
36.06 |
34.19 |
-1.87 |
-5.2% |
38.99 |
High |
36.63 |
35.35 |
-1.28 |
-3.5% |
39.39 |
Low |
33.71 |
33.80 |
0.09 |
0.3% |
35.40 |
Close |
33.77 |
34.06 |
0.29 |
0.9% |
37.10 |
Range |
2.92 |
1.55 |
-1.37 |
-46.9% |
3.99 |
ATR |
1.96 |
1.94 |
-0.03 |
-1.4% |
0.00 |
Volume |
46,242 |
48,137 |
1,895 |
4.1% |
173,611 |
|
Daily Pivots for day following 10-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
39.05 |
38.11 |
34.91 |
|
R3 |
37.50 |
36.56 |
34.49 |
|
R2 |
35.95 |
35.95 |
34.34 |
|
R1 |
35.01 |
35.01 |
34.20 |
34.71 |
PP |
34.40 |
34.40 |
34.40 |
34.25 |
S1 |
33.46 |
33.46 |
33.92 |
33.16 |
S2 |
32.85 |
32.85 |
33.78 |
|
S3 |
31.30 |
31.91 |
33.63 |
|
S4 |
29.75 |
30.36 |
33.21 |
|
|
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 |
14.4% |
1.82 |
5.3% |
7% |
False |
False |
39,572 |
10 |
39.39 |
33.71 |
5.68 |
16.7% |
1.99 |
5.8% |
6% |
False |
False |
35,969 |
20 |
39.39 |
31.61 |
7.78 |
22.8% |
2.06 |
6.0% |
31% |
False |
False |
29,154 |
40 |
42.73 |
31.61 |
11.12 |
32.6% |
1.69 |
5.0% |
22% |
False |
False |
19,338 |
60 |
48.35 |
31.61 |
16.74 |
49.1% |
1.56 |
4.6% |
15% |
False |
False |
15,853 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
41.94 |
2.618 |
39.41 |
1.618 |
37.86 |
1.000 |
36.90 |
0.618 |
36.31 |
HIGH |
35.35 |
0.618 |
34.76 |
0.500 |
34.58 |
0.382 |
34.39 |
LOW |
33.80 |
0.618 |
32.84 |
1.000 |
32.25 |
1.618 |
31.29 |
2.618 |
29.74 |
4.250 |
27.21 |
|
|
Fisher Pivots for day following 10-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
34.58 |
35.62 |
PP |
34.40 |
35.10 |
S1 |
34.23 |
34.58 |
|