NYMEX Light Sweet Crude Oil Future April 2016
Trading Metrics calculated at close of trading on 05-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2016 |
05-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
34.29 |
33.35 |
-0.94 |
-2.7% |
35.46 |
High |
35.08 |
34.18 |
-0.90 |
-2.6% |
35.81 |
Low |
33.18 |
32.47 |
-0.71 |
-2.1% |
31.14 |
Close |
33.38 |
32.72 |
-0.66 |
-2.0% |
32.72 |
Range |
1.90 |
1.71 |
-0.19 |
-10.0% |
4.67 |
ATR |
2.18 |
2.15 |
-0.03 |
-1.5% |
0.00 |
Volume |
241,329 |
233,780 |
-7,549 |
-3.1% |
1,115,272 |
|
Daily Pivots for day following 05-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
38.25 |
37.20 |
33.66 |
|
R3 |
36.54 |
35.49 |
33.19 |
|
R2 |
34.83 |
34.83 |
33.03 |
|
R1 |
33.78 |
33.78 |
32.88 |
33.45 |
PP |
33.12 |
33.12 |
33.12 |
32.96 |
S1 |
32.07 |
32.07 |
32.56 |
31.74 |
S2 |
31.41 |
31.41 |
32.41 |
|
S3 |
29.70 |
30.36 |
32.25 |
|
S4 |
27.99 |
28.65 |
31.78 |
|
|
Weekly Pivots for week ending 05-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
47.23 |
44.65 |
35.29 |
|
R3 |
42.56 |
39.98 |
34.00 |
|
R2 |
37.89 |
37.89 |
33.58 |
|
R1 |
35.31 |
35.31 |
33.15 |
34.27 |
PP |
33.22 |
33.22 |
33.22 |
32.70 |
S1 |
30.64 |
30.64 |
32.29 |
29.60 |
S2 |
28.55 |
28.55 |
31.86 |
|
S3 |
23.88 |
25.97 |
31.44 |
|
S4 |
19.21 |
21.30 |
30.15 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
35.81 |
31.14 |
4.67 |
14.3% |
2.30 |
7.0% |
34% |
False |
False |
223,054 |
10 |
36.28 |
30.70 |
5.58 |
17.1% |
2.48 |
7.6% |
36% |
False |
False |
197,618 |
20 |
36.67 |
28.76 |
7.91 |
24.2% |
2.27 |
6.9% |
50% |
False |
False |
157,727 |
40 |
42.28 |
28.76 |
13.52 |
41.3% |
1.85 |
5.7% |
29% |
False |
False |
101,389 |
60 |
48.10 |
28.76 |
19.34 |
59.1% |
1.73 |
5.3% |
20% |
False |
False |
76,298 |
80 |
51.29 |
28.76 |
22.53 |
68.9% |
1.63 |
5.0% |
18% |
False |
False |
60,956 |
100 |
53.35 |
28.76 |
24.59 |
75.2% |
1.63 |
5.0% |
16% |
False |
False |
50,759 |
120 |
53.50 |
28.76 |
24.74 |
75.6% |
1.70 |
5.2% |
16% |
False |
False |
43,581 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
41.45 |
2.618 |
38.66 |
1.618 |
36.95 |
1.000 |
35.89 |
0.618 |
35.24 |
HIGH |
34.18 |
0.618 |
33.53 |
0.500 |
33.33 |
0.382 |
33.12 |
LOW |
32.47 |
0.618 |
31.41 |
1.000 |
30.76 |
1.618 |
29.70 |
2.618 |
27.99 |
4.250 |
25.20 |
|
|
Fisher Pivots for day following 05-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
33.33 |
33.11 |
PP |
33.12 |
32.98 |
S1 |
32.92 |
32.85 |
|