NYMEX Light Sweet Crude Oil Future March 2016
Trading Metrics calculated at close of trading on 10-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2016 |
10-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
30.17 |
28.36 |
-1.81 |
-6.0% |
33.83 |
High |
30.61 |
29.22 |
-1.39 |
-4.5% |
34.18 |
Low |
27.74 |
27.24 |
-0.50 |
-1.8% |
29.40 |
Close |
27.94 |
27.45 |
-0.49 |
-1.8% |
30.89 |
Range |
2.87 |
1.98 |
-0.89 |
-31.0% |
4.78 |
ATR |
2.24 |
2.22 |
-0.02 |
-0.8% |
0.00 |
Volume |
738,219 |
781,280 |
43,061 |
5.8% |
3,323,127 |
|
Daily Pivots for day following 10-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
33.91 |
32.66 |
28.54 |
|
R3 |
31.93 |
30.68 |
27.99 |
|
R2 |
29.95 |
29.95 |
27.81 |
|
R1 |
28.70 |
28.70 |
27.63 |
28.34 |
PP |
27.97 |
27.97 |
27.97 |
27.79 |
S1 |
26.72 |
26.72 |
27.27 |
26.36 |
S2 |
25.99 |
25.99 |
27.09 |
|
S3 |
24.01 |
24.74 |
26.91 |
|
S4 |
22.03 |
22.76 |
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 |
27.24 |
6.36 |
23.2% |
2.11 |
7.7% |
3% |
False |
True |
687,279 |
10 |
34.82 |
27.24 |
7.58 |
27.6% |
2.36 |
8.6% |
3% |
False |
True |
689,776 |
20 |
34.82 |
27.24 |
7.58 |
27.6% |
2.35 |
8.6% |
3% |
False |
True |
638,754 |
40 |
40.18 |
27.24 |
12.94 |
47.1% |
1.96 |
7.1% |
2% |
False |
True |
384,974 |
60 |
45.93 |
27.24 |
18.69 |
68.1% |
1.83 |
6.7% |
1% |
False |
True |
283,306 |
80 |
50.70 |
27.24 |
23.46 |
85.5% |
1.74 |
6.3% |
1% |
False |
True |
222,156 |
100 |
53.01 |
27.24 |
25.77 |
93.9% |
1.74 |
6.3% |
1% |
False |
True |
183,727 |
120 |
53.08 |
27.24 |
25.84 |
94.1% |
1.83 |
6.7% |
1% |
False |
True |
157,393 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
37.64 |
2.618 |
34.40 |
1.618 |
32.42 |
1.000 |
31.20 |
0.618 |
30.44 |
HIGH |
29.22 |
0.618 |
28.46 |
0.500 |
28.23 |
0.382 |
28.00 |
LOW |
27.24 |
0.618 |
26.02 |
1.000 |
25.26 |
1.618 |
24.04 |
2.618 |
22.06 |
4.250 |
18.83 |
|
|
Fisher Pivots for day following 10-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
28.23 |
29.31 |
PP |
27.97 |
28.69 |
S1 |
27.71 |
28.07 |
|