NYMEX Light Sweet Crude Oil Future July 2016
Trading Metrics calculated at close of trading on 23-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2016 |
23-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
35.60 |
37.19 |
1.59 |
4.5% |
35.73 |
High |
37.26 |
37.29 |
0.03 |
0.1% |
38.03 |
Low |
35.59 |
35.31 |
-0.28 |
-0.8% |
34.74 |
Close |
37.04 |
35.78 |
-1.26 |
-3.4% |
35.50 |
Range |
1.67 |
1.98 |
0.31 |
18.6% |
3.29 |
ATR |
2.03 |
2.02 |
0.00 |
-0.2% |
0.00 |
Volume |
43,186 |
26,712 |
-16,474 |
-38.1% |
137,589 |
|
Daily Pivots for day following 23-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
42.07 |
40.90 |
36.87 |
|
R3 |
40.09 |
38.92 |
36.32 |
|
R2 |
38.11 |
38.11 |
36.14 |
|
R1 |
36.94 |
36.94 |
35.96 |
36.54 |
PP |
36.13 |
36.13 |
36.13 |
35.92 |
S1 |
34.96 |
34.96 |
35.60 |
34.56 |
S2 |
34.15 |
34.15 |
35.42 |
|
S3 |
32.17 |
32.98 |
35.24 |
|
S4 |
30.19 |
31.00 |
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 |
37.93 |
34.77 |
3.16 |
8.8% |
1.90 |
5.3% |
32% |
False |
False |
33,351 |
10 |
38.03 |
33.14 |
4.89 |
13.7% |
2.08 |
5.8% |
54% |
False |
False |
38,142 |
20 |
39.39 |
33.14 |
6.25 |
17.5% |
2.08 |
5.8% |
42% |
False |
False |
35,134 |
40 |
42.64 |
31.61 |
11.03 |
30.8% |
1.89 |
5.3% |
38% |
False |
False |
24,784 |
60 |
48.35 |
31.61 |
16.74 |
46.8% |
1.67 |
4.7% |
25% |
False |
False |
19,752 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
45.71 |
2.618 |
42.47 |
1.618 |
40.49 |
1.000 |
39.27 |
0.618 |
38.51 |
HIGH |
37.29 |
0.618 |
36.53 |
0.500 |
36.30 |
0.382 |
36.07 |
LOW |
35.31 |
0.618 |
34.09 |
1.000 |
33.33 |
1.618 |
32.11 |
2.618 |
30.13 |
4.250 |
26.90 |
|
|
Fisher Pivots for day following 23-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
36.30 |
36.27 |
PP |
36.13 |
36.11 |
S1 |
35.95 |
35.94 |
|