NYMEX Light Sweet Crude Oil Future April 2016
Trading Metrics calculated at close of trading on 18-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2016 |
18-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
31.19 |
33.55 |
2.36 |
7.6% |
32.79 |
High |
33.66 |
34.21 |
0.55 |
1.6% |
33.28 |
Low |
30.81 |
32.45 |
1.64 |
5.3% |
28.74 |
Close |
32.98 |
32.93 |
-0.05 |
-0.2% |
31.91 |
Range |
2.85 |
1.76 |
-1.09 |
-38.2% |
4.54 |
ATR |
2.28 |
2.24 |
-0.04 |
-1.6% |
0.00 |
Volume |
458,686 |
432,126 |
-26,560 |
-5.8% |
1,951,830 |
|
Daily Pivots for day following 18-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
38.48 |
37.46 |
33.90 |
|
R3 |
36.72 |
35.70 |
33.41 |
|
R2 |
34.96 |
34.96 |
33.25 |
|
R1 |
33.94 |
33.94 |
33.09 |
33.57 |
PP |
33.20 |
33.20 |
33.20 |
33.01 |
S1 |
32.18 |
32.18 |
32.77 |
31.81 |
S2 |
31.44 |
31.44 |
32.61 |
|
S3 |
29.68 |
30.42 |
32.45 |
|
S4 |
27.92 |
28.66 |
31.96 |
|
|
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 |
34.21 |
28.74 |
5.47 |
16.6% |
2.26 |
6.9% |
77% |
True |
False |
447,142 |
10 |
35.08 |
28.74 |
6.34 |
19.3% |
2.13 |
6.5% |
66% |
False |
False |
379,902 |
20 |
36.28 |
28.74 |
7.54 |
22.9% |
2.39 |
7.2% |
56% |
False |
False |
280,206 |
40 |
40.50 |
28.74 |
11.76 |
35.7% |
2.00 |
6.1% |
36% |
False |
False |
174,742 |
60 |
46.78 |
28.74 |
18.04 |
54.8% |
1.85 |
5.6% |
23% |
False |
False |
128,875 |
80 |
51.29 |
28.74 |
22.55 |
68.5% |
1.75 |
5.3% |
19% |
False |
False |
101,213 |
100 |
53.35 |
28.74 |
24.61 |
74.7% |
1.68 |
5.1% |
17% |
False |
False |
83,267 |
120 |
53.50 |
28.74 |
24.76 |
75.2% |
1.77 |
5.4% |
17% |
False |
False |
70,798 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
41.69 |
2.618 |
38.82 |
1.618 |
37.06 |
1.000 |
35.97 |
0.618 |
35.30 |
HIGH |
34.21 |
0.618 |
33.54 |
0.500 |
33.33 |
0.382 |
33.12 |
LOW |
32.45 |
0.618 |
31.36 |
1.000 |
30.69 |
1.618 |
29.60 |
2.618 |
27.84 |
4.250 |
24.97 |
|
|
Fisher Pivots for day following 18-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
33.33 |
32.77 |
PP |
33.20 |
32.60 |
S1 |
33.06 |
32.44 |
|