NYMEX Light Sweet Crude Oil Future July 2016
Trading Metrics calculated at close of trading on 19-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2016 |
19-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
37.39 |
36.40 |
-0.99 |
-2.6% |
35.73 |
High |
37.93 |
36.72 |
-1.21 |
-3.2% |
38.03 |
Low |
36.17 |
35.25 |
-0.92 |
-2.5% |
34.74 |
Close |
36.66 |
35.50 |
-1.16 |
-3.2% |
35.50 |
Range |
1.76 |
1.47 |
-0.29 |
-16.5% |
3.29 |
ATR |
2.09 |
2.05 |
-0.04 |
-2.1% |
0.00 |
Volume |
29,532 |
29,375 |
-157 |
-0.5% |
137,589 |
|
Daily Pivots for day following 19-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
40.23 |
39.34 |
36.31 |
|
R3 |
38.76 |
37.87 |
35.90 |
|
R2 |
37.29 |
37.29 |
35.77 |
|
R1 |
36.40 |
36.40 |
35.63 |
36.11 |
PP |
35.82 |
35.82 |
35.82 |
35.68 |
S1 |
34.93 |
34.93 |
35.37 |
34.64 |
S2 |
34.35 |
34.35 |
35.23 |
|
S3 |
32.88 |
33.46 |
35.10 |
|
S4 |
31.41 |
31.99 |
34.69 |
|
|
Weekly Pivots for week ending 19-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
45.96 |
44.02 |
37.31 |
|
R3 |
42.67 |
40.73 |
36.40 |
|
R2 |
39.38 |
39.38 |
36.10 |
|
R1 |
37.44 |
37.44 |
35.80 |
36.77 |
PP |
36.09 |
36.09 |
36.09 |
35.75 |
S1 |
34.15 |
34.15 |
35.20 |
33.48 |
S2 |
32.80 |
32.80 |
34.90 |
|
S3 |
29.51 |
30.86 |
34.60 |
|
S4 |
26.22 |
27.57 |
33.69 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
38.03 |
34.18 |
3.85 |
10.8% |
2.26 |
6.4% |
34% |
False |
False |
33,889 |
10 |
38.30 |
33.14 |
5.16 |
14.5% |
2.02 |
5.7% |
46% |
False |
False |
37,770 |
20 |
39.39 |
33.14 |
6.25 |
17.6% |
2.17 |
6.1% |
38% |
False |
False |
33,943 |
40 |
42.64 |
31.61 |
11.03 |
31.1% |
1.84 |
5.2% |
35% |
False |
False |
23,427 |
60 |
48.35 |
31.61 |
16.74 |
47.2% |
1.66 |
4.7% |
23% |
False |
False |
18,845 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
42.97 |
2.618 |
40.57 |
1.618 |
39.10 |
1.000 |
38.19 |
0.618 |
37.63 |
HIGH |
36.72 |
0.618 |
36.16 |
0.500 |
35.99 |
0.382 |
35.81 |
LOW |
35.25 |
0.618 |
34.34 |
1.000 |
33.78 |
1.618 |
32.87 |
2.618 |
31.40 |
4.250 |
29.00 |
|
|
Fisher Pivots for day following 19-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
35.99 |
36.35 |
PP |
35.82 |
36.07 |
S1 |
35.66 |
35.78 |
|