NYMEX Light Sweet Crude Oil Future April 2016
Trading Metrics calculated at close of trading on 02-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2016 |
02-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
35.46 |
33.11 |
-2.35 |
-6.6% |
33.55 |
High |
35.81 |
33.24 |
-2.57 |
-7.2% |
36.28 |
Low |
33.03 |
31.30 |
-1.73 |
-5.2% |
30.70 |
Close |
33.36 |
31.61 |
-1.75 |
-5.2% |
35.28 |
Range |
2.78 |
1.94 |
-0.84 |
-30.2% |
5.58 |
ATR |
2.13 |
2.13 |
-0.01 |
-0.2% |
0.00 |
Volume |
165,432 |
185,630 |
20,198 |
12.2% |
860,916 |
|
Daily Pivots for day following 02-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
37.87 |
36.68 |
32.68 |
|
R3 |
35.93 |
34.74 |
32.14 |
|
R2 |
33.99 |
33.99 |
31.97 |
|
R1 |
32.80 |
32.80 |
31.79 |
32.43 |
PP |
32.05 |
32.05 |
32.05 |
31.86 |
S1 |
30.86 |
30.86 |
31.43 |
30.49 |
S2 |
30.11 |
30.11 |
31.25 |
|
S3 |
28.17 |
28.92 |
31.08 |
|
S4 |
26.23 |
26.98 |
30.54 |
|
|
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 |
31.30 |
4.98 |
15.8% |
2.41 |
7.6% |
6% |
False |
True |
182,271 |
10 |
36.28 |
28.76 |
7.52 |
23.8% |
2.52 |
8.0% |
38% |
False |
False |
167,856 |
20 |
39.31 |
28.76 |
10.55 |
33.4% |
2.22 |
7.0% |
27% |
False |
False |
130,803 |
40 |
45.29 |
28.76 |
16.53 |
52.3% |
1.83 |
5.8% |
17% |
False |
False |
85,949 |
60 |
49.46 |
28.76 |
20.70 |
65.5% |
1.68 |
5.3% |
14% |
False |
False |
64,557 |
80 |
53.35 |
28.76 |
24.59 |
77.8% |
1.63 |
5.1% |
12% |
False |
False |
51,891 |
100 |
53.35 |
28.76 |
24.59 |
77.8% |
1.61 |
5.1% |
12% |
False |
False |
43,316 |
120 |
53.50 |
28.76 |
24.74 |
78.3% |
1.66 |
5.3% |
12% |
False |
False |
37,438 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
41.49 |
2.618 |
38.32 |
1.618 |
36.38 |
1.000 |
35.18 |
0.618 |
34.44 |
HIGH |
33.24 |
0.618 |
32.50 |
0.500 |
32.27 |
0.382 |
32.04 |
LOW |
31.30 |
0.618 |
30.10 |
1.000 |
29.36 |
1.618 |
28.16 |
2.618 |
26.22 |
4.250 |
23.06 |
|
|
Fisher Pivots for day following 02-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
32.27 |
33.62 |
PP |
32.05 |
32.95 |
S1 |
31.83 |
32.28 |
|