NYMEX Light Sweet Crude Oil Future July 2016
Trading Metrics calculated at close of trading on 24-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2016 |
24-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
37.19 |
35.48 |
-1.71 |
-4.6% |
35.73 |
High |
37.29 |
36.57 |
-0.72 |
-1.9% |
38.03 |
Low |
35.31 |
34.74 |
-0.57 |
-1.6% |
34.74 |
Close |
35.78 |
36.44 |
0.66 |
1.8% |
35.50 |
Range |
1.98 |
1.83 |
-0.15 |
-7.6% |
3.29 |
ATR |
2.02 |
2.01 |
-0.01 |
-0.7% |
0.00 |
Volume |
26,712 |
33,468 |
6,756 |
25.3% |
137,589 |
|
Daily Pivots for day following 24-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
41.41 |
40.75 |
37.45 |
|
R3 |
39.58 |
38.92 |
36.94 |
|
R2 |
37.75 |
37.75 |
36.78 |
|
R1 |
37.09 |
37.09 |
36.61 |
37.42 |
PP |
35.92 |
35.92 |
35.92 |
36.08 |
S1 |
35.26 |
35.26 |
36.27 |
35.59 |
S2 |
34.09 |
34.09 |
36.10 |
|
S3 |
32.26 |
33.43 |
35.94 |
|
S4 |
30.43 |
31.60 |
35.43 |
|
|
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 |
34.74 |
3.19 |
8.8% |
1.74 |
4.8% |
53% |
False |
True |
32,454 |
10 |
38.03 |
33.14 |
4.89 |
13.4% |
1.98 |
5.4% |
67% |
False |
False |
36,865 |
20 |
39.39 |
33.14 |
6.25 |
17.2% |
2.03 |
5.6% |
53% |
False |
False |
35,572 |
40 |
42.64 |
31.61 |
11.03 |
30.3% |
1.91 |
5.2% |
44% |
False |
False |
25,563 |
60 |
48.29 |
31.61 |
16.68 |
45.8% |
1.68 |
4.6% |
29% |
False |
False |
20,180 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
44.35 |
2.618 |
41.36 |
1.618 |
39.53 |
1.000 |
38.40 |
0.618 |
37.70 |
HIGH |
36.57 |
0.618 |
35.87 |
0.500 |
35.66 |
0.382 |
35.44 |
LOW |
34.74 |
0.618 |
33.61 |
1.000 |
32.91 |
1.618 |
31.78 |
2.618 |
29.95 |
4.250 |
26.96 |
|
|
Fisher Pivots for day following 24-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
36.18 |
36.30 |
PP |
35.92 |
36.16 |
S1 |
35.66 |
36.02 |
|