NYMEX Light Sweet Crude Oil Future March 2016
Trading Metrics calculated at close of trading on 19-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2016 |
19-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
31.35 |
30.60 |
-0.75 |
-2.4% |
29.08 |
High |
31.98 |
30.73 |
-1.25 |
-3.9% |
31.98 |
Low |
30.27 |
29.05 |
-1.22 |
-4.0% |
28.70 |
Close |
30.77 |
29.64 |
-1.13 |
-3.7% |
29.64 |
Range |
1.71 |
1.68 |
-0.03 |
-1.8% |
3.28 |
ATR |
2.28 |
2.24 |
-0.04 |
-1.8% |
0.00 |
Volume |
225,497 |
103,202 |
-122,295 |
-54.2% |
1,559,294 |
|
Daily Pivots for day following 19-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
34.85 |
33.92 |
30.56 |
|
R3 |
33.17 |
32.24 |
30.10 |
|
R2 |
31.49 |
31.49 |
29.95 |
|
R1 |
30.56 |
30.56 |
29.79 |
30.19 |
PP |
29.81 |
29.81 |
29.81 |
29.62 |
S1 |
28.88 |
28.88 |
29.49 |
28.51 |
S2 |
28.13 |
28.13 |
29.33 |
|
S3 |
26.45 |
27.20 |
29.18 |
|
S4 |
24.77 |
25.52 |
28.72 |
|
|
Weekly Pivots for week ending 19-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
39.95 |
38.07 |
31.44 |
|
R3 |
36.67 |
34.79 |
30.54 |
|
R2 |
33.39 |
33.39 |
30.24 |
|
R1 |
31.51 |
31.51 |
29.94 |
32.45 |
PP |
30.11 |
30.11 |
30.11 |
30.58 |
S1 |
28.23 |
28.23 |
29.34 |
29.17 |
S2 |
26.83 |
26.83 |
29.04 |
|
S3 |
23.55 |
24.95 |
28.74 |
|
S4 |
20.27 |
21.67 |
27.84 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
31.98 |
26.95 |
5.03 |
17.0% |
2.34 |
7.9% |
53% |
False |
False |
446,890 |
10 |
32.45 |
26.05 |
6.40 |
21.6% |
2.16 |
7.3% |
56% |
False |
False |
577,009 |
20 |
34.82 |
26.05 |
8.77 |
29.6% |
2.42 |
8.2% |
41% |
False |
False |
627,631 |
40 |
39.53 |
26.05 |
13.48 |
45.5% |
2.08 |
7.0% |
27% |
False |
False |
445,601 |
60 |
45.93 |
26.05 |
19.88 |
67.1% |
1.91 |
6.4% |
18% |
False |
False |
328,057 |
80 |
50.70 |
26.05 |
24.65 |
83.2% |
1.81 |
6.1% |
15% |
False |
False |
257,394 |
100 |
53.01 |
26.05 |
26.96 |
91.0% |
1.77 |
6.0% |
13% |
False |
False |
212,540 |
120 |
53.08 |
26.05 |
27.03 |
91.2% |
1.84 |
6.2% |
13% |
False |
False |
181,373 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
37.87 |
2.618 |
35.13 |
1.618 |
33.45 |
1.000 |
32.41 |
0.618 |
31.77 |
HIGH |
30.73 |
0.618 |
30.09 |
0.500 |
29.89 |
0.382 |
29.69 |
LOW |
29.05 |
0.618 |
28.01 |
1.000 |
27.37 |
1.618 |
26.33 |
2.618 |
24.65 |
4.250 |
21.91 |
|
|
Fisher Pivots for day following 19-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
29.89 |
30.36 |
PP |
29.81 |
30.12 |
S1 |
29.72 |
29.88 |
|