NYMEX Light Sweet Crude Oil Future April 2016
Trading Metrics calculated at close of trading on 10-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2016 |
10-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
32.04 |
30.22 |
-1.82 |
-5.7% |
35.46 |
High |
32.48 |
31.17 |
-1.31 |
-4.0% |
35.81 |
Low |
29.57 |
29.43 |
-0.14 |
-0.5% |
31.14 |
Close |
29.74 |
29.66 |
-0.08 |
-0.3% |
32.72 |
Range |
2.91 |
1.74 |
-1.17 |
-40.2% |
4.67 |
ATR |
2.18 |
2.15 |
-0.03 |
-1.4% |
0.00 |
Volume |
364,500 |
442,451 |
77,951 |
21.4% |
1,115,272 |
|
Daily Pivots for day following 10-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
35.31 |
34.22 |
30.62 |
|
R3 |
33.57 |
32.48 |
30.14 |
|
R2 |
31.83 |
31.83 |
29.98 |
|
R1 |
30.74 |
30.74 |
29.82 |
30.42 |
PP |
30.09 |
30.09 |
30.09 |
29.92 |
S1 |
29.00 |
29.00 |
29.50 |
28.68 |
S2 |
28.35 |
28.35 |
29.34 |
|
S3 |
26.61 |
27.26 |
29.18 |
|
S4 |
24.87 |
25.52 |
28.70 |
|
|
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 |
29.43 |
5.65 |
19.0% |
2.01 |
6.8% |
4% |
False |
True |
312,662 |
10 |
36.28 |
29.43 |
6.85 |
23.1% |
2.26 |
7.6% |
3% |
False |
True |
258,451 |
20 |
36.28 |
28.76 |
7.52 |
25.4% |
2.28 |
7.7% |
12% |
False |
False |
200,008 |
40 |
41.01 |
28.76 |
12.25 |
41.3% |
1.91 |
6.4% |
7% |
False |
False |
124,793 |
60 |
46.78 |
28.76 |
18.02 |
60.8% |
1.77 |
6.0% |
5% |
False |
False |
93,442 |
80 |
51.29 |
28.76 |
22.53 |
76.0% |
1.67 |
5.6% |
4% |
False |
False |
74,165 |
100 |
53.35 |
28.76 |
24.59 |
82.9% |
1.65 |
5.6% |
4% |
False |
False |
61,334 |
120 |
53.50 |
28.76 |
24.74 |
83.4% |
1.72 |
5.8% |
4% |
False |
False |
52,480 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
38.57 |
2.618 |
35.73 |
1.618 |
33.99 |
1.000 |
32.91 |
0.618 |
32.25 |
HIGH |
31.17 |
0.618 |
30.51 |
0.500 |
30.30 |
0.382 |
30.09 |
LOW |
29.43 |
0.618 |
28.35 |
1.000 |
27.69 |
1.618 |
26.61 |
2.618 |
24.87 |
4.250 |
22.04 |
|
|
Fisher Pivots for day following 10-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
30.30 |
31.36 |
PP |
30.09 |
30.79 |
S1 |
29.87 |
30.23 |
|