NYMEX Light Sweet Crude Oil Future March 2016
Trading Metrics calculated at close of trading on 11-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2016 |
11-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
28.36 |
27.34 |
-1.02 |
-3.6% |
33.83 |
High |
29.22 |
27.48 |
-1.74 |
-6.0% |
34.18 |
Low |
27.24 |
26.05 |
-1.19 |
-4.4% |
29.40 |
Close |
27.45 |
26.21 |
-1.24 |
-4.5% |
30.89 |
Range |
1.98 |
1.43 |
-0.55 |
-27.8% |
4.78 |
ATR |
2.22 |
2.16 |
-0.06 |
-2.5% |
0.00 |
Volume |
781,280 |
795,965 |
14,685 |
1.9% |
3,323,127 |
|
Daily Pivots for day following 11-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
30.87 |
29.97 |
27.00 |
|
R3 |
29.44 |
28.54 |
26.60 |
|
R2 |
28.01 |
28.01 |
26.47 |
|
R1 |
27.11 |
27.11 |
26.34 |
26.85 |
PP |
26.58 |
26.58 |
26.58 |
26.45 |
S1 |
25.68 |
25.68 |
26.08 |
25.42 |
S2 |
25.15 |
25.15 |
25.95 |
|
S3 |
23.72 |
24.25 |
25.82 |
|
S4 |
22.29 |
22.82 |
25.42 |
|
|
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 |
32.45 |
26.05 |
6.40 |
24.4% |
1.98 |
7.6% |
3% |
False |
True |
707,128 |
10 |
34.40 |
26.05 |
8.35 |
31.9% |
2.19 |
8.4% |
2% |
False |
True |
686,034 |
20 |
34.82 |
26.05 |
8.77 |
33.5% |
2.34 |
8.9% |
2% |
False |
True |
660,640 |
40 |
40.18 |
26.05 |
14.13 |
53.9% |
1.95 |
7.4% |
1% |
False |
True |
401,866 |
60 |
45.93 |
26.05 |
19.88 |
75.8% |
1.83 |
7.0% |
1% |
False |
True |
295,555 |
80 |
50.70 |
26.05 |
24.65 |
94.0% |
1.74 |
6.6% |
1% |
False |
True |
231,748 |
100 |
53.01 |
26.05 |
26.96 |
102.9% |
1.73 |
6.6% |
1% |
False |
True |
191,465 |
120 |
53.08 |
26.05 |
27.03 |
103.1% |
1.83 |
7.0% |
1% |
False |
True |
163,721 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
33.56 |
2.618 |
31.22 |
1.618 |
29.79 |
1.000 |
28.91 |
0.618 |
28.36 |
HIGH |
27.48 |
0.618 |
26.93 |
0.500 |
26.77 |
0.382 |
26.60 |
LOW |
26.05 |
0.618 |
25.17 |
1.000 |
24.62 |
1.618 |
23.74 |
2.618 |
22.31 |
4.250 |
19.97 |
|
|
Fisher Pivots for day following 11-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
26.77 |
28.33 |
PP |
26.58 |
27.62 |
S1 |
26.40 |
26.92 |
|