NYMEX Light Sweet Crude Oil Future July 2016
Trading Metrics calculated at close of trading on 17-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2016 |
17-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
35.73 |
35.31 |
-0.42 |
-1.2% |
37.12 |
High |
38.03 |
37.40 |
-0.63 |
-1.7% |
37.53 |
Low |
34.74 |
34.77 |
0.03 |
0.1% |
33.14 |
Close |
34.89 |
36.91 |
2.02 |
5.8% |
36.24 |
Range |
3.29 |
2.63 |
-0.66 |
-20.1% |
4.39 |
ATR |
2.08 |
2.12 |
0.04 |
1.9% |
0.00 |
Volume |
40,728 |
37,954 |
-2,774 |
-6.8% |
209,706 |
|
Daily Pivots for day following 17-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
44.25 |
43.21 |
38.36 |
|
R3 |
41.62 |
40.58 |
37.63 |
|
R2 |
38.99 |
38.99 |
37.39 |
|
R1 |
37.95 |
37.95 |
37.15 |
38.47 |
PP |
36.36 |
36.36 |
36.36 |
36.62 |
S1 |
35.32 |
35.32 |
36.67 |
35.84 |
S2 |
33.73 |
33.73 |
36.43 |
|
S3 |
31.10 |
32.69 |
36.19 |
|
S4 |
28.47 |
30.06 |
35.46 |
|
|
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 |
13.2% |
2.21 |
6.0% |
77% |
False |
False |
41,276 |
10 |
38.61 |
33.14 |
5.47 |
14.8% |
2.12 |
5.7% |
69% |
False |
False |
39,537 |
20 |
39.39 |
31.61 |
7.78 |
21.1% |
2.20 |
6.0% |
68% |
False |
False |
33,258 |
40 |
42.64 |
31.61 |
11.03 |
29.9% |
1.80 |
4.9% |
48% |
False |
False |
22,317 |
60 |
48.35 |
31.61 |
16.74 |
45.4% |
1.64 |
4.4% |
32% |
False |
False |
18,172 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
48.58 |
2.618 |
44.29 |
1.618 |
41.66 |
1.000 |
40.03 |
0.618 |
39.03 |
HIGH |
37.40 |
0.618 |
36.40 |
0.500 |
36.09 |
0.382 |
35.77 |
LOW |
34.77 |
0.618 |
33.14 |
1.000 |
32.14 |
1.618 |
30.51 |
2.618 |
27.88 |
4.250 |
23.59 |
|
|
Fisher Pivots for day following 17-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
36.64 |
36.64 |
PP |
36.36 |
36.37 |
S1 |
36.09 |
36.11 |
|