NYMEX Light Sweet Crude Oil Future April 2016
Trading Metrics calculated at close of trading on 12-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2016 |
12-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
29.67 |
30.05 |
0.38 |
1.3% |
32.79 |
High |
30.10 |
31.98 |
1.88 |
6.2% |
33.28 |
Low |
28.74 |
29.78 |
1.04 |
3.6% |
28.74 |
Close |
28.83 |
31.91 |
3.08 |
10.7% |
31.91 |
Range |
1.36 |
2.20 |
0.84 |
61.8% |
4.54 |
ATR |
2.09 |
2.17 |
0.08 |
3.6% |
0.00 |
Volume |
437,444 |
426,183 |
-11,261 |
-2.6% |
1,951,830 |
|
Daily Pivots for day following 12-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
37.82 |
37.07 |
33.12 |
|
R3 |
35.62 |
34.87 |
32.52 |
|
R2 |
33.42 |
33.42 |
32.31 |
|
R1 |
32.67 |
32.67 |
32.11 |
33.05 |
PP |
31.22 |
31.22 |
31.22 |
31.41 |
S1 |
30.47 |
30.47 |
31.71 |
30.85 |
S2 |
29.02 |
29.02 |
31.51 |
|
S3 |
26.82 |
28.27 |
31.31 |
|
S4 |
24.62 |
26.07 |
30.70 |
|
|
Weekly Pivots for week ending 12-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
44.93 |
42.96 |
34.41 |
|
R3 |
40.39 |
38.42 |
33.16 |
|
R2 |
35.85 |
35.85 |
32.74 |
|
R1 |
33.88 |
33.88 |
32.33 |
32.60 |
PP |
31.31 |
31.31 |
31.31 |
30.67 |
S1 |
29.34 |
29.34 |
31.49 |
28.06 |
S2 |
26.77 |
26.77 |
31.08 |
|
S3 |
22.23 |
24.80 |
30.66 |
|
S4 |
17.69 |
20.26 |
29.41 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
33.28 |
28.74 |
4.54 |
14.2% |
2.00 |
6.3% |
70% |
False |
False |
390,366 |
10 |
35.81 |
28.74 |
7.07 |
22.2% |
2.15 |
6.7% |
45% |
False |
False |
306,710 |
20 |
36.28 |
28.74 |
7.54 |
23.6% |
2.31 |
7.2% |
42% |
False |
False |
229,873 |
40 |
40.50 |
28.74 |
11.76 |
36.9% |
1.91 |
6.0% |
27% |
False |
False |
143,667 |
60 |
46.78 |
28.74 |
18.04 |
56.5% |
1.78 |
5.6% |
18% |
False |
False |
107,031 |
80 |
51.29 |
28.74 |
22.55 |
70.7% |
1.68 |
5.3% |
14% |
False |
False |
84,666 |
100 |
53.35 |
28.74 |
24.61 |
77.1% |
1.65 |
5.2% |
13% |
False |
False |
69,859 |
120 |
53.50 |
28.74 |
24.76 |
77.6% |
1.73 |
5.4% |
13% |
False |
False |
59,523 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
41.33 |
2.618 |
37.74 |
1.618 |
35.54 |
1.000 |
34.18 |
0.618 |
33.34 |
HIGH |
31.98 |
0.618 |
31.14 |
0.500 |
30.88 |
0.382 |
30.62 |
LOW |
29.78 |
0.618 |
28.42 |
1.000 |
27.58 |
1.618 |
26.22 |
2.618 |
24.02 |
4.250 |
20.43 |
|
|
Fisher Pivots for day following 12-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
31.57 |
31.39 |
PP |
31.22 |
30.88 |
S1 |
30.88 |
30.36 |
|