NYMEX Light Sweet Crude Oil Future April 2016
Trading Metrics calculated at close of trading on 16-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2016 |
16-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
30.05 |
31.30 |
1.25 |
4.2% |
32.79 |
High |
31.98 |
33.78 |
1.80 |
5.6% |
33.28 |
Low |
29.78 |
30.66 |
0.88 |
3.0% |
28.74 |
Close |
31.91 |
30.97 |
-0.94 |
-2.9% |
31.91 |
Range |
2.20 |
3.12 |
0.92 |
41.8% |
4.54 |
ATR |
2.17 |
2.23 |
0.07 |
3.1% |
0.00 |
Volume |
426,183 |
481,273 |
55,090 |
12.9% |
1,951,830 |
|
Daily Pivots for day following 16-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
41.16 |
39.19 |
32.69 |
|
R3 |
38.04 |
36.07 |
31.83 |
|
R2 |
34.92 |
34.92 |
31.54 |
|
R1 |
32.95 |
32.95 |
31.26 |
32.38 |
PP |
31.80 |
31.80 |
31.80 |
31.52 |
S1 |
29.83 |
29.83 |
30.68 |
29.26 |
S2 |
28.68 |
28.68 |
30.40 |
|
S3 |
25.56 |
26.71 |
30.11 |
|
S4 |
22.44 |
23.59 |
29.25 |
|
|
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 |
33.78 |
28.74 |
5.04 |
16.3% |
2.27 |
7.3% |
44% |
True |
False |
430,370 |
10 |
35.08 |
28.74 |
6.34 |
20.5% |
2.18 |
7.0% |
35% |
False |
False |
338,294 |
20 |
36.28 |
28.74 |
7.54 |
24.3% |
2.36 |
7.6% |
30% |
False |
False |
249,919 |
40 |
40.50 |
28.74 |
11.76 |
38.0% |
1.94 |
6.3% |
19% |
False |
False |
154,105 |
60 |
46.78 |
28.74 |
18.04 |
58.2% |
1.81 |
5.8% |
12% |
False |
False |
114,738 |
80 |
51.29 |
28.74 |
22.55 |
72.8% |
1.71 |
5.5% |
10% |
False |
False |
90,455 |
100 |
53.35 |
28.74 |
24.61 |
79.5% |
1.67 |
5.4% |
9% |
False |
False |
74,599 |
120 |
53.50 |
28.74 |
24.76 |
79.9% |
1.74 |
5.6% |
9% |
False |
False |
63,449 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
47.04 |
2.618 |
41.95 |
1.618 |
38.83 |
1.000 |
36.90 |
0.618 |
35.71 |
HIGH |
33.78 |
0.618 |
32.59 |
0.500 |
32.22 |
0.382 |
31.85 |
LOW |
30.66 |
0.618 |
28.73 |
1.000 |
27.54 |
1.618 |
25.61 |
2.618 |
22.49 |
4.250 |
17.40 |
|
|
Fisher Pivots for day following 16-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
32.22 |
31.26 |
PP |
31.80 |
31.16 |
S1 |
31.39 |
31.07 |
|