NYMEX Light Sweet Crude Oil Future March 2016
Trading Metrics calculated at close of trading on 08-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2016 |
08-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
31.64 |
30.97 |
-0.67 |
-2.1% |
33.83 |
High |
32.45 |
31.38 |
-1.07 |
-3.3% |
34.18 |
Low |
30.63 |
29.57 |
-1.06 |
-3.5% |
29.40 |
Close |
30.89 |
29.69 |
-1.20 |
-3.9% |
30.89 |
Range |
1.82 |
1.81 |
-0.01 |
-0.5% |
4.78 |
ATR |
2.22 |
2.19 |
-0.03 |
-1.3% |
0.00 |
Volume |
616,531 |
603,646 |
-12,885 |
-2.1% |
3,323,127 |
|
Daily Pivots for day following 08-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
35.64 |
34.48 |
30.69 |
|
R3 |
33.83 |
32.67 |
30.19 |
|
R2 |
32.02 |
32.02 |
30.02 |
|
R1 |
30.86 |
30.86 |
29.86 |
30.54 |
PP |
30.21 |
30.21 |
30.21 |
30.05 |
S1 |
29.05 |
29.05 |
29.52 |
28.73 |
S2 |
28.40 |
28.40 |
29.36 |
|
S3 |
26.59 |
27.24 |
29.19 |
|
S4 |
24.78 |
25.43 |
28.69 |
|
|
Weekly Pivots for week ending 05-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
45.83 |
43.14 |
33.52 |
|
R3 |
41.05 |
38.36 |
32.20 |
|
R2 |
36.27 |
36.27 |
31.77 |
|
R1 |
33.58 |
33.58 |
31.33 |
32.54 |
PP |
31.49 |
31.49 |
31.49 |
30.97 |
S1 |
28.80 |
28.80 |
30.45 |
27.76 |
S2 |
26.71 |
26.71 |
30.01 |
|
S3 |
21.93 |
24.02 |
29.58 |
|
S4 |
17.15 |
19.24 |
28.26 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
33.60 |
29.40 |
4.20 |
14.1% |
2.20 |
7.4% |
7% |
False |
False |
666,232 |
10 |
34.82 |
29.25 |
5.57 |
18.8% |
2.46 |
8.3% |
8% |
False |
False |
675,924 |
20 |
34.82 |
27.56 |
7.26 |
24.5% |
2.33 |
7.9% |
29% |
False |
False |
592,321 |
40 |
40.37 |
27.56 |
12.81 |
43.1% |
1.90 |
6.4% |
17% |
False |
False |
353,657 |
60 |
47.16 |
27.56 |
19.60 |
66.0% |
1.80 |
6.1% |
11% |
False |
False |
259,738 |
80 |
50.70 |
27.56 |
23.14 |
77.9% |
1.71 |
5.8% |
9% |
False |
False |
203,806 |
100 |
53.01 |
27.56 |
25.45 |
85.7% |
1.72 |
5.8% |
8% |
False |
False |
169,066 |
120 |
53.08 |
27.56 |
25.52 |
86.0% |
1.82 |
6.1% |
8% |
False |
False |
145,139 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
39.07 |
2.618 |
36.12 |
1.618 |
34.31 |
1.000 |
33.19 |
0.618 |
32.50 |
HIGH |
31.38 |
0.618 |
30.69 |
0.500 |
30.48 |
0.382 |
30.26 |
LOW |
29.57 |
0.618 |
28.45 |
1.000 |
27.76 |
1.618 |
26.64 |
2.618 |
24.83 |
4.250 |
21.88 |
|
|
Fisher Pivots for day following 08-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
30.48 |
31.59 |
PP |
30.21 |
30.95 |
S1 |
29.95 |
30.32 |
|