NYMEX Light Sweet Crude Oil Future July 2016
Trading Metrics calculated at close of trading on 26-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2016 |
26-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
36.46 |
36.75 |
0.29 |
0.8% |
35.60 |
High |
37.35 |
38.48 |
1.13 |
3.0% |
38.48 |
Low |
35.44 |
36.57 |
1.13 |
3.2% |
34.74 |
Close |
37.05 |
36.72 |
-0.33 |
-0.9% |
36.72 |
Range |
1.91 |
1.91 |
0.00 |
0.0% |
3.74 |
ATR |
2.00 |
1.99 |
-0.01 |
-0.3% |
0.00 |
Volume |
36,166 |
35,345 |
-821 |
-2.3% |
174,877 |
|
Daily Pivots for day following 26-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
42.99 |
41.76 |
37.77 |
|
R3 |
41.08 |
39.85 |
37.25 |
|
R2 |
39.17 |
39.17 |
37.07 |
|
R1 |
37.94 |
37.94 |
36.90 |
37.60 |
PP |
37.26 |
37.26 |
37.26 |
37.09 |
S1 |
36.03 |
36.03 |
36.54 |
35.69 |
S2 |
35.35 |
35.35 |
36.37 |
|
S3 |
33.44 |
34.12 |
36.19 |
|
S4 |
31.53 |
32.21 |
35.67 |
|
|
Weekly Pivots for week ending 26-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
47.87 |
46.03 |
38.78 |
|
R3 |
44.13 |
42.29 |
37.75 |
|
R2 |
40.39 |
40.39 |
37.41 |
|
R1 |
38.55 |
38.55 |
37.06 |
39.47 |
PP |
36.65 |
36.65 |
36.65 |
37.11 |
S1 |
34.81 |
34.81 |
36.38 |
35.73 |
S2 |
32.91 |
32.91 |
36.03 |
|
S3 |
29.17 |
31.07 |
35.69 |
|
S4 |
25.43 |
27.33 |
34.66 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
38.48 |
34.74 |
3.74 |
10.2% |
1.86 |
5.1% |
53% |
True |
False |
34,975 |
10 |
38.48 |
34.18 |
4.30 |
11.7% |
2.06 |
5.6% |
59% |
True |
False |
34,432 |
20 |
39.39 |
33.14 |
6.25 |
17.0% |
1.96 |
5.3% |
57% |
False |
False |
36,290 |
40 |
42.64 |
31.61 |
11.03 |
30.0% |
1.95 |
5.3% |
46% |
False |
False |
27,206 |
60 |
46.98 |
31.61 |
15.37 |
41.9% |
1.70 |
4.6% |
33% |
False |
False |
21,223 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
46.60 |
2.618 |
43.48 |
1.618 |
41.57 |
1.000 |
40.39 |
0.618 |
39.66 |
HIGH |
38.48 |
0.618 |
37.75 |
0.500 |
37.53 |
0.382 |
37.30 |
LOW |
36.57 |
0.618 |
35.39 |
1.000 |
34.66 |
1.618 |
33.48 |
2.618 |
31.57 |
4.250 |
28.45 |
|
|
Fisher Pivots for day following 26-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
37.53 |
36.68 |
PP |
37.26 |
36.65 |
S1 |
36.99 |
36.61 |
|