NYMEX Light Sweet Crude Oil Future April 2016
Trading Metrics calculated at close of trading on 19-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2016 |
19-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
33.55 |
32.70 |
-0.85 |
-2.5% |
31.30 |
High |
34.21 |
32.99 |
-1.22 |
-3.6% |
34.21 |
Low |
32.45 |
31.34 |
-1.11 |
-3.4% |
30.66 |
Close |
32.93 |
31.75 |
-1.18 |
-3.6% |
31.75 |
Range |
1.76 |
1.65 |
-0.11 |
-6.3% |
3.55 |
ATR |
2.24 |
2.20 |
-0.04 |
-1.9% |
0.00 |
Volume |
432,126 |
510,897 |
78,771 |
18.2% |
1,882,982 |
|
Daily Pivots for day following 19-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
36.98 |
36.01 |
32.66 |
|
R3 |
35.33 |
34.36 |
32.20 |
|
R2 |
33.68 |
33.68 |
32.05 |
|
R1 |
32.71 |
32.71 |
31.90 |
32.37 |
PP |
32.03 |
32.03 |
32.03 |
31.86 |
S1 |
31.06 |
31.06 |
31.60 |
30.72 |
S2 |
30.38 |
30.38 |
31.45 |
|
S3 |
28.73 |
29.41 |
31.30 |
|
S4 |
27.08 |
27.76 |
30.84 |
|
|
Weekly Pivots for week ending 19-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
42.86 |
40.85 |
33.70 |
|
R3 |
39.31 |
37.30 |
32.73 |
|
R2 |
35.76 |
35.76 |
32.40 |
|
R1 |
33.75 |
33.75 |
32.08 |
34.76 |
PP |
32.21 |
32.21 |
32.21 |
32.71 |
S1 |
30.20 |
30.20 |
31.42 |
31.21 |
S2 |
28.66 |
28.66 |
31.10 |
|
S3 |
25.11 |
26.65 |
30.77 |
|
S4 |
21.56 |
23.10 |
29.80 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
34.21 |
29.78 |
4.43 |
14.0% |
2.32 |
7.3% |
44% |
False |
False |
461,833 |
10 |
34.21 |
28.74 |
5.47 |
17.2% |
2.11 |
6.6% |
55% |
False |
False |
406,859 |
20 |
36.28 |
28.74 |
7.54 |
23.7% |
2.35 |
7.4% |
40% |
False |
False |
298,168 |
40 |
40.50 |
28.74 |
11.76 |
37.0% |
2.03 |
6.4% |
26% |
False |
False |
186,678 |
60 |
46.78 |
28.74 |
18.04 |
56.8% |
1.85 |
5.8% |
17% |
False |
False |
136,962 |
80 |
51.29 |
28.74 |
22.55 |
71.0% |
1.75 |
5.5% |
13% |
False |
False |
107,380 |
100 |
53.35 |
28.74 |
24.61 |
77.5% |
1.68 |
5.3% |
12% |
False |
False |
88,244 |
120 |
53.50 |
28.74 |
24.76 |
78.0% |
1.75 |
5.5% |
12% |
False |
False |
74,986 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
40.00 |
2.618 |
37.31 |
1.618 |
35.66 |
1.000 |
34.64 |
0.618 |
34.01 |
HIGH |
32.99 |
0.618 |
32.36 |
0.500 |
32.17 |
0.382 |
31.97 |
LOW |
31.34 |
0.618 |
30.32 |
1.000 |
29.69 |
1.618 |
28.67 |
2.618 |
27.02 |
4.250 |
24.33 |
|
|
Fisher Pivots for day following 19-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
32.17 |
32.51 |
PP |
32.03 |
32.26 |
S1 |
31.89 |
32.00 |
|