NYMEX Light Sweet Crude Oil Future March 2016
Trading Metrics calculated at close of trading on 09-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2016 |
09-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
30.97 |
30.17 |
-0.80 |
-2.6% |
33.83 |
High |
31.38 |
30.61 |
-0.77 |
-2.5% |
34.18 |
Low |
29.57 |
27.74 |
-1.83 |
-6.2% |
29.40 |
Close |
29.69 |
27.94 |
-1.75 |
-5.9% |
30.89 |
Range |
1.81 |
2.87 |
1.06 |
58.6% |
4.78 |
ATR |
2.19 |
2.24 |
0.05 |
2.2% |
0.00 |
Volume |
603,646 |
738,219 |
134,573 |
22.3% |
3,323,127 |
|
Daily Pivots for day following 09-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
37.37 |
35.53 |
29.52 |
|
R3 |
34.50 |
32.66 |
28.73 |
|
R2 |
31.63 |
31.63 |
28.47 |
|
R1 |
29.79 |
29.79 |
28.20 |
29.28 |
PP |
28.76 |
28.76 |
28.76 |
28.51 |
S1 |
26.92 |
26.92 |
27.68 |
26.41 |
S2 |
25.89 |
25.89 |
27.41 |
|
S3 |
23.02 |
24.05 |
27.15 |
|
S4 |
20.15 |
21.18 |
26.36 |
|
|
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 |
27.74 |
5.86 |
21.0% |
2.38 |
8.5% |
3% |
False |
True |
693,363 |
10 |
34.82 |
27.74 |
7.08 |
25.3% |
2.43 |
8.7% |
3% |
False |
True |
685,503 |
20 |
34.82 |
27.56 |
7.26 |
26.0% |
2.36 |
8.5% |
5% |
False |
False |
614,044 |
40 |
40.18 |
27.56 |
12.62 |
45.2% |
1.95 |
7.0% |
3% |
False |
False |
369,005 |
60 |
46.20 |
27.56 |
18.64 |
66.7% |
1.83 |
6.5% |
2% |
False |
False |
271,138 |
80 |
50.70 |
27.56 |
23.14 |
82.8% |
1.73 |
6.2% |
2% |
False |
False |
212,736 |
100 |
53.01 |
27.56 |
25.45 |
91.1% |
1.73 |
6.2% |
1% |
False |
False |
176,173 |
120 |
53.08 |
27.56 |
25.52 |
91.3% |
1.83 |
6.6% |
1% |
False |
False |
151,112 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
42.81 |
2.618 |
38.12 |
1.618 |
35.25 |
1.000 |
33.48 |
0.618 |
32.38 |
HIGH |
30.61 |
0.618 |
29.51 |
0.500 |
29.18 |
0.382 |
28.84 |
LOW |
27.74 |
0.618 |
25.97 |
1.000 |
24.87 |
1.618 |
23.10 |
2.618 |
20.23 |
4.250 |
15.54 |
|
|
Fisher Pivots for day following 09-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
29.18 |
30.10 |
PP |
28.76 |
29.38 |
S1 |
28.35 |
28.66 |
|