NYMEX Light Sweet Crude Oil Future April 2016
Trading Metrics calculated at close of trading on 08-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2016 |
08-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
33.35 |
32.79 |
-0.56 |
-1.7% |
35.46 |
High |
34.18 |
33.28 |
-0.90 |
-2.6% |
35.81 |
Low |
32.47 |
31.51 |
-0.96 |
-3.0% |
31.14 |
Close |
32.72 |
31.64 |
-1.08 |
-3.3% |
32.72 |
Range |
1.71 |
1.77 |
0.06 |
3.5% |
4.67 |
ATR |
2.15 |
2.12 |
-0.03 |
-1.3% |
0.00 |
Volume |
233,780 |
281,252 |
47,472 |
20.3% |
1,115,272 |
|
Daily Pivots for day following 08-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
37.45 |
36.32 |
32.61 |
|
R3 |
35.68 |
34.55 |
32.13 |
|
R2 |
33.91 |
33.91 |
31.96 |
|
R1 |
32.78 |
32.78 |
31.80 |
32.46 |
PP |
32.14 |
32.14 |
32.14 |
31.99 |
S1 |
31.01 |
31.01 |
31.48 |
30.69 |
S2 |
30.37 |
30.37 |
31.32 |
|
S3 |
28.60 |
29.24 |
31.15 |
|
S4 |
26.83 |
27.47 |
30.67 |
|
|
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 |
35.08 |
31.14 |
3.94 |
12.5% |
2.10 |
6.6% |
13% |
False |
False |
246,218 |
10 |
36.28 |
30.70 |
5.58 |
17.6% |
2.38 |
7.5% |
17% |
False |
False |
210,470 |
20 |
36.28 |
28.76 |
7.52 |
23.8% |
2.27 |
7.2% |
38% |
False |
False |
166,973 |
40 |
41.31 |
28.76 |
12.55 |
39.7% |
1.85 |
5.8% |
23% |
False |
False |
107,030 |
60 |
47.82 |
28.76 |
19.06 |
60.2% |
1.75 |
5.5% |
15% |
False |
False |
80,751 |
80 |
51.29 |
28.76 |
22.53 |
71.2% |
1.64 |
5.2% |
13% |
False |
False |
64,336 |
100 |
53.35 |
28.76 |
24.59 |
77.7% |
1.64 |
5.2% |
12% |
False |
False |
53,464 |
120 |
53.50 |
28.76 |
24.74 |
78.2% |
1.71 |
5.4% |
12% |
False |
False |
45,864 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
40.80 |
2.618 |
37.91 |
1.618 |
36.14 |
1.000 |
35.05 |
0.618 |
34.37 |
HIGH |
33.28 |
0.618 |
32.60 |
0.500 |
32.40 |
0.382 |
32.19 |
LOW |
31.51 |
0.618 |
30.42 |
1.000 |
29.74 |
1.618 |
28.65 |
2.618 |
26.88 |
4.250 |
23.99 |
|
|
Fisher Pivots for day following 08-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
32.40 |
33.30 |
PP |
32.14 |
32.74 |
S1 |
31.89 |
32.19 |
|