NYMEX Light Sweet Crude Oil Future April 2016
Trading Metrics calculated at close of trading on 11-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2016 |
11-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
30.22 |
29.67 |
-0.55 |
-1.8% |
35.46 |
High |
31.17 |
30.10 |
-1.07 |
-3.4% |
35.81 |
Low |
29.43 |
28.74 |
-0.69 |
-2.3% |
31.14 |
Close |
29.66 |
28.83 |
-0.83 |
-2.8% |
32.72 |
Range |
1.74 |
1.36 |
-0.38 |
-21.8% |
4.67 |
ATR |
2.15 |
2.09 |
-0.06 |
-2.6% |
0.00 |
Volume |
442,451 |
437,444 |
-5,007 |
-1.1% |
1,115,272 |
|
Daily Pivots for day following 11-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
33.30 |
32.43 |
29.58 |
|
R3 |
31.94 |
31.07 |
29.20 |
|
R2 |
30.58 |
30.58 |
29.08 |
|
R1 |
29.71 |
29.71 |
28.95 |
29.47 |
PP |
29.22 |
29.22 |
29.22 |
29.10 |
S1 |
28.35 |
28.35 |
28.71 |
28.11 |
S2 |
27.86 |
27.86 |
28.58 |
|
S3 |
26.50 |
26.99 |
28.46 |
|
S4 |
25.14 |
25.63 |
28.08 |
|
|
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 |
34.18 |
28.74 |
5.44 |
18.9% |
1.90 |
6.6% |
2% |
False |
True |
351,885 |
10 |
35.93 |
28.74 |
7.19 |
24.9% |
2.09 |
7.3% |
1% |
False |
True |
281,937 |
20 |
36.28 |
28.74 |
7.54 |
26.2% |
2.27 |
7.9% |
1% |
False |
True |
216,094 |
40 |
41.01 |
28.74 |
12.27 |
42.6% |
1.90 |
6.6% |
1% |
False |
True |
134,643 |
60 |
46.78 |
28.74 |
18.04 |
62.6% |
1.77 |
6.1% |
0% |
False |
True |
100,329 |
80 |
51.29 |
28.74 |
22.55 |
78.2% |
1.67 |
5.8% |
0% |
False |
True |
79,500 |
100 |
53.35 |
28.74 |
24.61 |
85.4% |
1.64 |
5.7% |
0% |
False |
True |
65,642 |
120 |
53.50 |
28.74 |
24.76 |
85.9% |
1.72 |
6.0% |
0% |
False |
True |
56,024 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
35.88 |
2.618 |
33.66 |
1.618 |
32.30 |
1.000 |
31.46 |
0.618 |
30.94 |
HIGH |
30.10 |
0.618 |
29.58 |
0.500 |
29.42 |
0.382 |
29.26 |
LOW |
28.74 |
0.618 |
27.90 |
1.000 |
27.38 |
1.618 |
26.54 |
2.618 |
25.18 |
4.250 |
22.96 |
|
|
Fisher Pivots for day following 11-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
29.42 |
30.61 |
PP |
29.22 |
30.02 |
S1 |
29.03 |
29.42 |
|