NYMEX Light Sweet Crude Oil Future April 2016
Trading Metrics calculated at close of trading on 09-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2016 |
09-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
32.79 |
32.04 |
-0.75 |
-2.3% |
35.46 |
High |
33.28 |
32.48 |
-0.80 |
-2.4% |
35.81 |
Low |
31.51 |
29.57 |
-1.94 |
-6.2% |
31.14 |
Close |
31.64 |
29.74 |
-1.90 |
-6.0% |
32.72 |
Range |
1.77 |
2.91 |
1.14 |
64.4% |
4.67 |
ATR |
2.12 |
2.18 |
0.06 |
2.7% |
0.00 |
Volume |
281,252 |
364,500 |
83,248 |
29.6% |
1,115,272 |
|
Daily Pivots for day following 09-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
39.33 |
37.44 |
31.34 |
|
R3 |
36.42 |
34.53 |
30.54 |
|
R2 |
33.51 |
33.51 |
30.27 |
|
R1 |
31.62 |
31.62 |
30.01 |
31.11 |
PP |
30.60 |
30.60 |
30.60 |
30.34 |
S1 |
28.71 |
28.71 |
29.47 |
28.20 |
S2 |
27.69 |
27.69 |
29.21 |
|
S3 |
24.78 |
25.80 |
28.94 |
|
S4 |
21.87 |
22.89 |
28.14 |
|
|
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 |
29.57 |
5.51 |
18.5% |
2.29 |
7.7% |
3% |
False |
True |
281,992 |
10 |
36.28 |
29.57 |
6.71 |
22.6% |
2.35 |
7.9% |
3% |
False |
True |
232,132 |
20 |
36.28 |
28.76 |
7.52 |
25.3% |
2.30 |
7.7% |
13% |
False |
False |
181,595 |
40 |
41.01 |
28.76 |
12.25 |
41.2% |
1.90 |
6.4% |
8% |
False |
False |
115,042 |
60 |
46.78 |
28.76 |
18.02 |
60.6% |
1.77 |
6.0% |
5% |
False |
False |
86,467 |
80 |
51.29 |
28.76 |
22.53 |
75.8% |
1.66 |
5.6% |
4% |
False |
False |
68,789 |
100 |
53.35 |
28.76 |
24.59 |
82.7% |
1.64 |
5.5% |
4% |
False |
False |
57,008 |
120 |
53.50 |
28.76 |
24.74 |
83.2% |
1.73 |
5.8% |
4% |
False |
False |
48,835 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
44.85 |
2.618 |
40.10 |
1.618 |
37.19 |
1.000 |
35.39 |
0.618 |
34.28 |
HIGH |
32.48 |
0.618 |
31.37 |
0.500 |
31.03 |
0.382 |
30.68 |
LOW |
29.57 |
0.618 |
27.77 |
1.000 |
26.66 |
1.618 |
24.86 |
2.618 |
21.95 |
4.250 |
17.20 |
|
|
Fisher Pivots for day following 09-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
31.03 |
31.88 |
PP |
30.60 |
31.16 |
S1 |
30.17 |
30.45 |
|