NYMEX Light Sweet Crude Oil Future July 2016
Trading Metrics calculated at close of trading on 18-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2016 |
18-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
35.31 |
37.39 |
2.08 |
5.9% |
37.12 |
High |
37.40 |
37.93 |
0.53 |
1.4% |
37.53 |
Low |
34.77 |
36.17 |
1.40 |
4.0% |
33.14 |
Close |
36.91 |
36.66 |
-0.25 |
-0.7% |
36.24 |
Range |
2.63 |
1.76 |
-0.87 |
-33.1% |
4.39 |
ATR |
2.12 |
2.09 |
-0.03 |
-1.2% |
0.00 |
Volume |
37,954 |
29,532 |
-8,422 |
-22.2% |
209,706 |
|
Daily Pivots for day following 18-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
42.20 |
41.19 |
37.63 |
|
R3 |
40.44 |
39.43 |
37.14 |
|
R2 |
38.68 |
38.68 |
36.98 |
|
R1 |
37.67 |
37.67 |
36.82 |
37.30 |
PP |
36.92 |
36.92 |
36.92 |
36.73 |
S1 |
35.91 |
35.91 |
36.50 |
35.54 |
S2 |
35.16 |
35.16 |
36.34 |
|
S3 |
33.40 |
34.15 |
36.18 |
|
S4 |
31.64 |
32.39 |
35.69 |
|
|
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 |
13.3% |
2.25 |
6.1% |
72% |
False |
False |
37,555 |
10 |
38.61 |
33.14 |
5.47 |
14.9% |
2.04 |
5.6% |
64% |
False |
False |
38,563 |
20 |
39.39 |
32.05 |
7.34 |
20.0% |
2.20 |
6.0% |
63% |
False |
False |
33,523 |
40 |
42.64 |
31.61 |
11.03 |
30.1% |
1.82 |
5.0% |
46% |
False |
False |
22,890 |
60 |
48.35 |
31.61 |
16.74 |
45.7% |
1.66 |
4.5% |
30% |
False |
False |
18,491 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
45.41 |
2.618 |
42.54 |
1.618 |
40.78 |
1.000 |
39.69 |
0.618 |
39.02 |
HIGH |
37.93 |
0.618 |
37.26 |
0.500 |
37.05 |
0.382 |
36.84 |
LOW |
36.17 |
0.618 |
35.08 |
1.000 |
34.41 |
1.618 |
33.32 |
2.618 |
31.56 |
4.250 |
28.69 |
|
|
Fisher Pivots for day following 18-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
37.05 |
36.57 |
PP |
36.92 |
36.48 |
S1 |
36.79 |
36.39 |
|