NYMEX Light Sweet Crude Oil Future July 2016
Trading Metrics calculated at close of trading on 12-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2016 |
12-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
34.26 |
34.46 |
0.20 |
0.6% |
37.12 |
High |
34.57 |
36.32 |
1.75 |
5.1% |
37.53 |
Low |
33.14 |
34.18 |
1.04 |
3.1% |
33.14 |
Close |
33.28 |
36.24 |
2.96 |
8.9% |
36.24 |
Range |
1.43 |
2.14 |
0.71 |
49.7% |
4.39 |
ATR |
1.90 |
1.98 |
0.08 |
4.3% |
0.00 |
Volume |
47,705 |
31,858 |
-15,847 |
-33.2% |
209,706 |
|
Daily Pivots for day following 12-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
42.00 |
41.26 |
37.42 |
|
R3 |
39.86 |
39.12 |
36.83 |
|
R2 |
37.72 |
37.72 |
36.63 |
|
R1 |
36.98 |
36.98 |
36.44 |
37.35 |
PP |
35.58 |
35.58 |
35.58 |
35.77 |
S1 |
34.84 |
34.84 |
36.04 |
35.21 |
S2 |
33.44 |
33.44 |
35.85 |
|
S3 |
31.30 |
32.70 |
35.65 |
|
S4 |
29.16 |
30.56 |
35.06 |
|
|
Weekly Pivots for week ending 12-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
48.81 |
46.91 |
38.65 |
|
R3 |
44.42 |
42.52 |
37.45 |
|
R2 |
40.03 |
40.03 |
37.04 |
|
R1 |
38.13 |
38.13 |
36.64 |
36.89 |
PP |
35.64 |
35.64 |
35.64 |
35.01 |
S1 |
33.74 |
33.74 |
35.84 |
32.50 |
S2 |
31.25 |
31.25 |
35.44 |
|
S3 |
26.86 |
29.35 |
35.03 |
|
S4 |
22.47 |
24.96 |
33.83 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
37.53 |
33.14 |
4.39 |
12.1% |
1.92 |
5.3% |
71% |
False |
False |
41,941 |
10 |
39.39 |
33.14 |
6.25 |
17.2% |
1.94 |
5.3% |
50% |
False |
False |
38,331 |
20 |
39.39 |
31.61 |
7.78 |
21.5% |
2.10 |
5.8% |
60% |
False |
False |
30,947 |
40 |
42.64 |
31.61 |
11.03 |
30.4% |
1.71 |
4.7% |
42% |
False |
False |
20,828 |
60 |
48.35 |
31.61 |
16.74 |
46.2% |
1.57 |
4.3% |
28% |
False |
False |
17,039 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
45.42 |
2.618 |
41.92 |
1.618 |
39.78 |
1.000 |
38.46 |
0.618 |
37.64 |
HIGH |
36.32 |
0.618 |
35.50 |
0.500 |
35.25 |
0.382 |
35.00 |
LOW |
34.18 |
0.618 |
32.86 |
1.000 |
32.04 |
1.618 |
30.72 |
2.618 |
28.58 |
4.250 |
25.09 |
|
|
Fisher Pivots for day following 12-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
35.91 |
35.74 |
PP |
35.58 |
35.23 |
S1 |
35.25 |
34.73 |
|