NYMEX Light Sweet Crude Oil Future July 2016
Trading Metrics calculated at close of trading on 25-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2016 |
25-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
35.48 |
36.46 |
0.98 |
2.8% |
35.73 |
High |
36.57 |
37.35 |
0.78 |
2.1% |
38.03 |
Low |
34.74 |
35.44 |
0.70 |
2.0% |
34.74 |
Close |
36.44 |
37.05 |
0.61 |
1.7% |
35.50 |
Range |
1.83 |
1.91 |
0.08 |
4.4% |
3.29 |
ATR |
2.01 |
2.00 |
-0.01 |
-0.3% |
0.00 |
Volume |
33,468 |
36,166 |
2,698 |
8.1% |
137,589 |
|
Daily Pivots for day following 25-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
42.34 |
41.61 |
38.10 |
|
R3 |
40.43 |
39.70 |
37.58 |
|
R2 |
38.52 |
38.52 |
37.40 |
|
R1 |
37.79 |
37.79 |
37.23 |
38.16 |
PP |
36.61 |
36.61 |
36.61 |
36.80 |
S1 |
35.88 |
35.88 |
36.87 |
36.25 |
S2 |
34.70 |
34.70 |
36.70 |
|
S3 |
32.79 |
33.97 |
36.52 |
|
S4 |
30.88 |
32.06 |
36.00 |
|
|
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 |
37.35 |
34.74 |
2.61 |
7.0% |
1.77 |
4.8% |
89% |
True |
False |
33,781 |
10 |
38.03 |
33.14 |
4.89 |
13.2% |
2.01 |
5.4% |
80% |
False |
False |
35,668 |
20 |
39.39 |
33.14 |
6.25 |
16.9% |
2.00 |
5.4% |
63% |
False |
False |
35,818 |
40 |
42.64 |
31.61 |
11.03 |
29.8% |
1.93 |
5.2% |
49% |
False |
False |
26,405 |
60 |
47.40 |
31.61 |
15.79 |
42.6% |
1.69 |
4.5% |
34% |
False |
False |
20,707 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
45.47 |
2.618 |
42.35 |
1.618 |
40.44 |
1.000 |
39.26 |
0.618 |
38.53 |
HIGH |
37.35 |
0.618 |
36.62 |
0.500 |
36.40 |
0.382 |
36.17 |
LOW |
35.44 |
0.618 |
34.26 |
1.000 |
33.53 |
1.618 |
32.35 |
2.618 |
30.44 |
4.250 |
27.32 |
|
|
Fisher Pivots for day following 25-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
36.83 |
36.72 |
PP |
36.61 |
36.38 |
S1 |
36.40 |
36.05 |
|