NYMEX Light Sweet Crude Oil Future July 2016
Trading Metrics calculated at close of trading on 22-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2016 |
22-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
36.40 |
35.60 |
-0.80 |
-2.2% |
35.73 |
High |
36.72 |
37.26 |
0.54 |
1.5% |
38.03 |
Low |
35.25 |
35.59 |
0.34 |
1.0% |
34.74 |
Close |
35.50 |
37.04 |
1.54 |
4.3% |
35.50 |
Range |
1.47 |
1.67 |
0.20 |
13.6% |
3.29 |
ATR |
2.05 |
2.03 |
-0.02 |
-1.0% |
0.00 |
Volume |
29,375 |
43,186 |
13,811 |
47.0% |
137,589 |
|
Daily Pivots for day following 22-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
41.64 |
41.01 |
37.96 |
|
R3 |
39.97 |
39.34 |
37.50 |
|
R2 |
38.30 |
38.30 |
37.35 |
|
R1 |
37.67 |
37.67 |
37.19 |
37.99 |
PP |
36.63 |
36.63 |
36.63 |
36.79 |
S1 |
36.00 |
36.00 |
36.89 |
36.32 |
S2 |
34.96 |
34.96 |
36.73 |
|
S3 |
33.29 |
34.33 |
36.58 |
|
S4 |
31.62 |
32.66 |
36.12 |
|
|
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 |
34.74 |
3.29 |
8.9% |
2.16 |
5.8% |
70% |
False |
False |
36,155 |
10 |
38.03 |
33.14 |
4.89 |
13.2% |
2.04 |
5.5% |
80% |
False |
False |
39,048 |
20 |
39.39 |
33.14 |
6.25 |
16.9% |
2.10 |
5.7% |
62% |
False |
False |
34,996 |
40 |
42.64 |
31.61 |
11.03 |
29.8% |
1.87 |
5.1% |
49% |
False |
False |
24,323 |
60 |
48.35 |
31.61 |
16.74 |
45.2% |
1.65 |
4.5% |
32% |
False |
False |
19,458 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
44.36 |
2.618 |
41.63 |
1.618 |
39.96 |
1.000 |
38.93 |
0.618 |
38.29 |
HIGH |
37.26 |
0.618 |
36.62 |
0.500 |
36.43 |
0.382 |
36.23 |
LOW |
35.59 |
0.618 |
34.56 |
1.000 |
33.92 |
1.618 |
32.89 |
2.618 |
31.22 |
4.250 |
28.49 |
|
|
Fisher Pivots for day following 22-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
36.84 |
36.89 |
PP |
36.63 |
36.74 |
S1 |
36.43 |
36.59 |
|