NYMEX Light Sweet Crude Oil Future July 2016
Trading Metrics calculated at close of trading on 11-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2016 |
11-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
34.19 |
34.26 |
0.07 |
0.2% |
38.99 |
High |
35.35 |
34.57 |
-0.78 |
-2.2% |
39.39 |
Low |
33.80 |
33.14 |
-0.66 |
-2.0% |
35.40 |
Close |
34.06 |
33.28 |
-0.78 |
-2.3% |
37.10 |
Range |
1.55 |
1.43 |
-0.12 |
-7.7% |
3.99 |
ATR |
1.94 |
1.90 |
-0.04 |
-1.9% |
0.00 |
Volume |
48,137 |
47,705 |
-432 |
-0.9% |
173,611 |
|
Daily Pivots for day following 11-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
37.95 |
37.05 |
34.07 |
|
R3 |
36.52 |
35.62 |
33.67 |
|
R2 |
35.09 |
35.09 |
33.54 |
|
R1 |
34.19 |
34.19 |
33.41 |
33.93 |
PP |
33.66 |
33.66 |
33.66 |
33.53 |
S1 |
32.76 |
32.76 |
33.15 |
32.50 |
S2 |
32.23 |
32.23 |
33.02 |
|
S3 |
30.80 |
31.33 |
32.89 |
|
S4 |
29.37 |
29.90 |
32.49 |
|
|
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 |
38.30 |
33.14 |
5.16 |
15.5% |
1.77 |
5.3% |
3% |
False |
True |
41,652 |
10 |
39.39 |
33.14 |
6.25 |
18.8% |
1.86 |
5.6% |
2% |
False |
True |
38,149 |
20 |
39.39 |
31.61 |
7.78 |
23.4% |
2.05 |
6.2% |
21% |
False |
False |
30,469 |
40 |
42.73 |
31.61 |
11.12 |
33.4% |
1.69 |
5.1% |
15% |
False |
False |
20,214 |
60 |
48.35 |
31.61 |
16.74 |
50.3% |
1.56 |
4.7% |
10% |
False |
False |
16,586 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
40.65 |
2.618 |
38.31 |
1.618 |
36.88 |
1.000 |
36.00 |
0.618 |
35.45 |
HIGH |
34.57 |
0.618 |
34.02 |
0.500 |
33.86 |
0.382 |
33.69 |
LOW |
33.14 |
0.618 |
32.26 |
1.000 |
31.71 |
1.618 |
30.83 |
2.618 |
29.40 |
4.250 |
27.06 |
|
|
Fisher Pivots for day following 11-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
33.86 |
34.89 |
PP |
33.66 |
34.35 |
S1 |
33.47 |
33.82 |
|