NYMEX Light Sweet Crude Oil Future March 2016
Trading Metrics calculated at close of trading on 12-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2016 |
12-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
27.34 |
27.30 |
-0.04 |
-0.1% |
30.97 |
High |
27.48 |
29.66 |
2.18 |
7.9% |
31.38 |
Low |
26.05 |
26.95 |
0.90 |
3.5% |
26.05 |
Close |
26.21 |
29.44 |
3.23 |
12.3% |
29.44 |
Range |
1.43 |
2.71 |
1.28 |
89.5% |
5.33 |
ATR |
2.16 |
2.25 |
0.09 |
4.3% |
0.00 |
Volume |
795,965 |
675,157 |
-120,808 |
-15.2% |
3,594,267 |
|
Daily Pivots for day following 12-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
36.81 |
35.84 |
30.93 |
|
R3 |
34.10 |
33.13 |
30.19 |
|
R2 |
31.39 |
31.39 |
29.94 |
|
R1 |
30.42 |
30.42 |
29.69 |
30.91 |
PP |
28.68 |
28.68 |
28.68 |
28.93 |
S1 |
27.71 |
27.71 |
29.19 |
28.20 |
S2 |
25.97 |
25.97 |
28.94 |
|
S3 |
23.26 |
25.00 |
28.69 |
|
S4 |
20.55 |
22.29 |
27.95 |
|
|
Weekly Pivots for week ending 12-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
44.95 |
42.52 |
32.37 |
|
R3 |
39.62 |
37.19 |
30.91 |
|
R2 |
34.29 |
34.29 |
30.42 |
|
R1 |
31.86 |
31.86 |
29.93 |
30.41 |
PP |
28.96 |
28.96 |
28.96 |
28.23 |
S1 |
26.53 |
26.53 |
28.95 |
25.08 |
S2 |
23.63 |
23.63 |
28.46 |
|
S3 |
18.30 |
21.20 |
27.97 |
|
S4 |
12.97 |
15.87 |
26.51 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
31.38 |
26.05 |
5.33 |
18.1% |
2.16 |
7.3% |
64% |
False |
False |
718,853 |
10 |
34.18 |
26.05 |
8.13 |
27.6% |
2.29 |
7.8% |
42% |
False |
False |
691,739 |
20 |
34.82 |
26.05 |
8.77 |
29.8% |
2.41 |
8.2% |
39% |
False |
False |
674,016 |
40 |
39.56 |
26.05 |
13.51 |
45.9% |
1.97 |
6.7% |
25% |
False |
False |
415,372 |
60 |
45.93 |
26.05 |
19.88 |
67.5% |
1.84 |
6.3% |
17% |
False |
False |
305,604 |
80 |
50.70 |
26.05 |
24.65 |
83.7% |
1.76 |
6.0% |
14% |
False |
False |
239,799 |
100 |
53.01 |
26.05 |
26.96 |
91.6% |
1.74 |
5.9% |
13% |
False |
False |
198,059 |
120 |
53.08 |
26.05 |
27.03 |
91.8% |
1.84 |
6.3% |
13% |
False |
False |
169,148 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
41.18 |
2.618 |
36.75 |
1.618 |
34.04 |
1.000 |
32.37 |
0.618 |
31.33 |
HIGH |
29.66 |
0.618 |
28.62 |
0.500 |
28.31 |
0.382 |
27.99 |
LOW |
26.95 |
0.618 |
25.28 |
1.000 |
24.24 |
1.618 |
22.57 |
2.618 |
19.86 |
4.250 |
15.43 |
|
|
Fisher Pivots for day following 12-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
29.06 |
28.91 |
PP |
28.68 |
28.38 |
S1 |
28.31 |
27.86 |
|