NYMEX Light Sweet Crude Oil Future August 2016
Trading Metrics calculated at close of trading on 29-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2016 |
29-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
37.55 |
37.66 |
0.11 |
0.3% |
36.40 |
High |
39.17 |
38.65 |
-0.52 |
-1.3% |
39.17 |
Low |
37.28 |
37.15 |
-0.13 |
-0.3% |
35.52 |
Close |
37.43 |
38.50 |
1.07 |
2.9% |
37.43 |
Range |
1.89 |
1.50 |
-0.39 |
-20.6% |
3.65 |
ATR |
1.88 |
1.85 |
-0.03 |
-1.4% |
0.00 |
Volume |
29,075 |
16,936 |
-12,139 |
-41.8% |
108,587 |
|
Daily Pivots for day following 29-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
42.60 |
42.05 |
39.33 |
|
R3 |
41.10 |
40.55 |
38.91 |
|
R2 |
39.60 |
39.60 |
38.78 |
|
R1 |
39.05 |
39.05 |
38.64 |
39.33 |
PP |
38.10 |
38.10 |
38.10 |
38.24 |
S1 |
37.55 |
37.55 |
38.36 |
37.83 |
S2 |
36.60 |
36.60 |
38.23 |
|
S3 |
35.10 |
36.05 |
38.09 |
|
S4 |
33.60 |
34.55 |
37.68 |
|
|
Weekly Pivots for week ending 26-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
48.32 |
46.53 |
39.44 |
|
R3 |
44.67 |
42.88 |
38.43 |
|
R2 |
41.02 |
41.02 |
38.10 |
|
R1 |
39.23 |
39.23 |
37.76 |
40.13 |
PP |
37.37 |
37.37 |
37.37 |
37.82 |
S1 |
35.58 |
35.58 |
37.10 |
36.48 |
S2 |
33.72 |
33.72 |
36.76 |
|
S3 |
30.07 |
31.93 |
36.43 |
|
S4 |
26.42 |
28.28 |
35.42 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
39.17 |
35.52 |
3.65 |
9.5% |
1.79 |
4.6% |
82% |
False |
False |
19,661 |
10 |
39.17 |
35.52 |
3.65 |
9.5% |
1.89 |
4.9% |
82% |
False |
False |
19,092 |
20 |
39.50 |
33.98 |
5.52 |
14.3% |
1.80 |
4.7% |
82% |
False |
False |
20,702 |
40 |
43.12 |
32.22 |
10.90 |
28.3% |
1.82 |
4.7% |
58% |
False |
False |
15,368 |
60 |
47.24 |
32.22 |
15.02 |
39.0% |
1.58 |
4.1% |
42% |
False |
False |
12,492 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
45.03 |
2.618 |
42.58 |
1.618 |
41.08 |
1.000 |
40.15 |
0.618 |
39.58 |
HIGH |
38.65 |
0.618 |
38.08 |
0.500 |
37.90 |
0.382 |
37.72 |
LOW |
37.15 |
0.618 |
36.22 |
1.000 |
35.65 |
1.618 |
34.72 |
2.618 |
33.22 |
4.250 |
30.78 |
|
|
Fisher Pivots for day following 29-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
38.30 |
38.23 |
PP |
38.10 |
37.97 |
S1 |
37.90 |
37.70 |
|