NYMEX Light Sweet Crude Oil Future March 2016
Trading Metrics calculated at close of trading on 22-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2016 |
22-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
30.60 |
29.72 |
-0.88 |
-2.9% |
29.08 |
High |
30.73 |
32.05 |
1.32 |
4.3% |
31.98 |
Low |
29.05 |
29.48 |
0.43 |
1.5% |
28.70 |
Close |
29.64 |
31.48 |
1.84 |
6.2% |
29.64 |
Range |
1.68 |
2.57 |
0.89 |
53.0% |
3.28 |
ATR |
2.24 |
2.27 |
0.02 |
1.0% |
0.00 |
Volume |
103,202 |
21,222 |
-81,980 |
-79.4% |
1,559,294 |
|
Daily Pivots for day following 22-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
38.71 |
37.67 |
32.89 |
|
R3 |
36.14 |
35.10 |
32.19 |
|
R2 |
33.57 |
33.57 |
31.95 |
|
R1 |
32.53 |
32.53 |
31.72 |
33.05 |
PP |
31.00 |
31.00 |
31.00 |
31.27 |
S1 |
29.96 |
29.96 |
31.24 |
30.48 |
S2 |
28.43 |
28.43 |
31.01 |
|
S3 |
25.86 |
27.39 |
30.77 |
|
S4 |
23.29 |
24.82 |
30.07 |
|
|
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 |
32.05 |
28.70 |
3.35 |
10.6% |
2.31 |
7.3% |
83% |
True |
False |
316,103 |
10 |
32.05 |
26.05 |
6.00 |
19.1% |
2.24 |
7.1% |
91% |
True |
False |
517,478 |
20 |
34.82 |
26.05 |
8.77 |
27.9% |
2.41 |
7.7% |
62% |
False |
False |
596,863 |
40 |
39.53 |
26.05 |
13.48 |
42.8% |
2.12 |
6.7% |
40% |
False |
False |
443,950 |
60 |
45.93 |
26.05 |
19.88 |
63.2% |
1.92 |
6.1% |
27% |
False |
False |
327,150 |
80 |
50.70 |
26.05 |
24.65 |
78.3% |
1.83 |
5.8% |
22% |
False |
False |
257,228 |
100 |
53.01 |
26.05 |
26.96 |
85.6% |
1.78 |
5.7% |
20% |
False |
False |
212,494 |
120 |
53.08 |
26.05 |
27.03 |
85.9% |
1.83 |
5.8% |
20% |
False |
False |
181,291 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
42.97 |
2.618 |
38.78 |
1.618 |
36.21 |
1.000 |
34.62 |
0.618 |
33.64 |
HIGH |
32.05 |
0.618 |
31.07 |
0.500 |
30.77 |
0.382 |
30.46 |
LOW |
29.48 |
0.618 |
27.89 |
1.000 |
26.91 |
1.618 |
25.32 |
2.618 |
22.75 |
4.250 |
18.56 |
|
|
Fisher Pivots for day following 22-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
31.24 |
31.17 |
PP |
31.00 |
30.86 |
S1 |
30.77 |
30.55 |
|