NYMEX Light Sweet Crude Oil Future July 2016
Trading Metrics calculated at close of trading on 16-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2016 |
16-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
34.46 |
35.73 |
1.27 |
3.7% |
37.12 |
High |
36.32 |
38.03 |
1.71 |
4.7% |
37.53 |
Low |
34.18 |
34.74 |
0.56 |
1.6% |
33.14 |
Close |
36.24 |
34.89 |
-1.35 |
-3.7% |
36.24 |
Range |
2.14 |
3.29 |
1.15 |
53.7% |
4.39 |
ATR |
1.98 |
2.08 |
0.09 |
4.7% |
0.00 |
Volume |
31,858 |
40,728 |
8,870 |
27.8% |
209,706 |
|
Daily Pivots for day following 16-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
45.76 |
43.61 |
36.70 |
|
R3 |
42.47 |
40.32 |
35.79 |
|
R2 |
39.18 |
39.18 |
35.49 |
|
R1 |
37.03 |
37.03 |
35.19 |
36.46 |
PP |
35.89 |
35.89 |
35.89 |
35.60 |
S1 |
33.74 |
33.74 |
34.59 |
33.17 |
S2 |
32.60 |
32.60 |
34.29 |
|
S3 |
29.31 |
30.45 |
33.99 |
|
S4 |
26.02 |
27.16 |
33.08 |
|
|
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 |
38.03 |
33.14 |
4.89 |
14.0% |
2.27 |
6.5% |
36% |
True |
False |
42,934 |
10 |
38.61 |
33.14 |
5.47 |
15.7% |
2.02 |
5.8% |
32% |
False |
False |
38,746 |
20 |
39.39 |
31.61 |
7.78 |
22.3% |
2.16 |
6.2% |
42% |
False |
False |
32,410 |
40 |
42.64 |
31.61 |
11.03 |
31.6% |
1.76 |
5.0% |
30% |
False |
False |
21,596 |
60 |
48.35 |
31.61 |
16.74 |
48.0% |
1.61 |
4.6% |
20% |
False |
False |
17,603 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
52.01 |
2.618 |
46.64 |
1.618 |
43.35 |
1.000 |
41.32 |
0.618 |
40.06 |
HIGH |
38.03 |
0.618 |
36.77 |
0.500 |
36.39 |
0.382 |
36.00 |
LOW |
34.74 |
0.618 |
32.71 |
1.000 |
31.45 |
1.618 |
29.42 |
2.618 |
26.13 |
4.250 |
20.76 |
|
|
Fisher Pivots for day following 16-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
36.39 |
35.59 |
PP |
35.89 |
35.35 |
S1 |
35.39 |
35.12 |
|