NYMEX Light Sweet Crude Oil Future April 2016
Trading Metrics calculated at close of trading on 01-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2016 |
01-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
35.20 |
35.46 |
0.26 |
0.7% |
33.55 |
High |
35.93 |
35.81 |
-0.12 |
-0.3% |
36.28 |
Low |
34.29 |
33.03 |
-1.26 |
-3.7% |
30.70 |
Close |
35.28 |
33.36 |
-1.92 |
-5.4% |
35.28 |
Range |
1.64 |
2.78 |
1.14 |
69.5% |
5.58 |
ATR |
2.08 |
2.13 |
0.05 |
2.4% |
0.00 |
Volume |
178,457 |
165,432 |
-13,025 |
-7.3% |
860,916 |
|
Daily Pivots for day following 01-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
42.41 |
40.66 |
34.89 |
|
R3 |
39.63 |
37.88 |
34.12 |
|
R2 |
36.85 |
36.85 |
33.87 |
|
R1 |
35.10 |
35.10 |
33.61 |
34.59 |
PP |
34.07 |
34.07 |
34.07 |
33.81 |
S1 |
32.32 |
32.32 |
33.11 |
31.81 |
S2 |
31.29 |
31.29 |
32.85 |
|
S3 |
28.51 |
29.54 |
32.60 |
|
S4 |
25.73 |
26.76 |
31.83 |
|
|
Weekly Pivots for week ending 29-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
50.83 |
48.63 |
38.35 |
|
R3 |
45.25 |
43.05 |
36.81 |
|
R2 |
39.67 |
39.67 |
36.30 |
|
R1 |
37.47 |
37.47 |
35.79 |
38.57 |
PP |
34.09 |
34.09 |
34.09 |
34.64 |
S1 |
31.89 |
31.89 |
34.77 |
32.99 |
S2 |
28.51 |
28.51 |
34.26 |
|
S3 |
22.93 |
26.31 |
33.75 |
|
S4 |
17.35 |
20.73 |
32.21 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
36.28 |
30.70 |
5.58 |
16.7% |
2.65 |
7.9% |
48% |
False |
False |
174,722 |
10 |
36.28 |
28.76 |
7.52 |
22.5% |
2.53 |
7.6% |
61% |
False |
False |
161,544 |
20 |
40.50 |
28.76 |
11.74 |
35.2% |
2.22 |
6.7% |
39% |
False |
False |
123,752 |
40 |
45.29 |
28.76 |
16.53 |
49.6% |
1.82 |
5.5% |
28% |
False |
False |
81,941 |
60 |
51.29 |
28.76 |
22.53 |
67.5% |
1.68 |
5.0% |
20% |
False |
False |
61,640 |
80 |
53.35 |
28.76 |
24.59 |
73.7% |
1.62 |
4.9% |
19% |
False |
False |
49,736 |
100 |
53.35 |
28.76 |
24.59 |
73.7% |
1.61 |
4.8% |
19% |
False |
False |
41,505 |
120 |
53.50 |
28.76 |
24.74 |
74.2% |
1.66 |
5.0% |
19% |
False |
False |
35,970 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
47.63 |
2.618 |
43.09 |
1.618 |
40.31 |
1.000 |
38.59 |
0.618 |
37.53 |
HIGH |
35.81 |
0.618 |
34.75 |
0.500 |
34.42 |
0.382 |
34.09 |
LOW |
33.03 |
0.618 |
31.31 |
1.000 |
30.25 |
1.618 |
28.53 |
2.618 |
25.75 |
4.250 |
21.22 |
|
|
Fisher Pivots for day following 01-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
34.42 |
34.66 |
PP |
34.07 |
34.22 |
S1 |
33.71 |
33.79 |
|