NYMEX Light Sweet Crude Oil Future March 2016
Trading Metrics calculated at close of trading on 16-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2016 |
16-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
27.30 |
29.08 |
1.78 |
6.5% |
30.97 |
High |
29.66 |
31.53 |
1.87 |
6.3% |
31.38 |
Low |
26.95 |
28.70 |
1.75 |
6.5% |
26.05 |
Close |
29.44 |
29.04 |
-0.40 |
-1.4% |
29.44 |
Range |
2.71 |
2.83 |
0.12 |
4.4% |
5.33 |
ATR |
2.25 |
2.29 |
0.04 |
1.8% |
0.00 |
Volume |
675,157 |
651,956 |
-23,201 |
-3.4% |
3,594,267 |
|
Daily Pivots for day following 16-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
38.25 |
36.47 |
30.60 |
|
R3 |
35.42 |
33.64 |
29.82 |
|
R2 |
32.59 |
32.59 |
29.56 |
|
R1 |
30.81 |
30.81 |
29.30 |
30.29 |
PP |
29.76 |
29.76 |
29.76 |
29.49 |
S1 |
27.98 |
27.98 |
28.78 |
27.46 |
S2 |
26.93 |
26.93 |
28.52 |
|
S3 |
24.10 |
25.15 |
28.26 |
|
S4 |
21.27 |
22.32 |
27.48 |
|
|
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 |
31.53 |
26.05 |
5.48 |
18.9% |
2.36 |
8.1% |
55% |
True |
False |
728,515 |
10 |
33.60 |
26.05 |
7.55 |
26.0% |
2.28 |
7.9% |
40% |
False |
False |
697,373 |
20 |
34.82 |
26.05 |
8.77 |
30.2% |
2.44 |
8.4% |
34% |
False |
False |
688,664 |
40 |
39.53 |
26.05 |
13.48 |
46.4% |
2.00 |
6.9% |
22% |
False |
False |
428,491 |
60 |
45.93 |
26.05 |
19.88 |
68.5% |
1.87 |
6.4% |
15% |
False |
False |
315,802 |
80 |
50.70 |
26.05 |
24.65 |
84.9% |
1.78 |
6.1% |
12% |
False |
False |
247,446 |
100 |
53.01 |
26.05 |
26.96 |
92.8% |
1.75 |
6.0% |
11% |
False |
False |
204,319 |
120 |
53.08 |
26.05 |
27.03 |
93.1% |
1.84 |
6.4% |
11% |
False |
False |
174,340 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
43.56 |
2.618 |
38.94 |
1.618 |
36.11 |
1.000 |
34.36 |
0.618 |
33.28 |
HIGH |
31.53 |
0.618 |
30.45 |
0.500 |
30.12 |
0.382 |
29.78 |
LOW |
28.70 |
0.618 |
26.95 |
1.000 |
25.87 |
1.618 |
24.12 |
2.618 |
21.29 |
4.250 |
16.67 |
|
|
Fisher Pivots for day following 16-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
30.12 |
28.96 |
PP |
29.76 |
28.87 |
S1 |
29.40 |
28.79 |
|