NYMEX Light Sweet Crude Oil Future April 2016
Trading Metrics calculated at close of trading on 22-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2016 |
22-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
32.70 |
31.96 |
-0.74 |
-2.3% |
31.30 |
High |
32.99 |
33.84 |
0.85 |
2.6% |
34.21 |
Low |
31.34 |
31.61 |
0.27 |
0.9% |
30.66 |
Close |
31.75 |
33.39 |
1.64 |
5.2% |
31.75 |
Range |
1.65 |
2.23 |
0.58 |
35.2% |
3.55 |
ATR |
2.20 |
2.20 |
0.00 |
0.1% |
0.00 |
Volume |
510,897 |
521,016 |
10,119 |
2.0% |
1,882,982 |
|
Daily Pivots for day following 22-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
39.64 |
38.74 |
34.62 |
|
R3 |
37.41 |
36.51 |
34.00 |
|
R2 |
35.18 |
35.18 |
33.80 |
|
R1 |
34.28 |
34.28 |
33.59 |
34.73 |
PP |
32.95 |
32.95 |
32.95 |
33.17 |
S1 |
32.05 |
32.05 |
33.19 |
32.50 |
S2 |
30.72 |
30.72 |
32.98 |
|
S3 |
28.49 |
29.82 |
32.78 |
|
S4 |
26.26 |
27.59 |
32.16 |
|
|
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 |
30.66 |
3.55 |
10.6% |
2.32 |
7.0% |
77% |
False |
False |
480,799 |
10 |
34.21 |
28.74 |
5.47 |
16.4% |
2.16 |
6.5% |
85% |
False |
False |
435,582 |
20 |
36.28 |
28.74 |
7.54 |
22.6% |
2.32 |
7.0% |
62% |
False |
False |
316,600 |
40 |
40.50 |
28.74 |
11.76 |
35.2% |
2.06 |
6.2% |
40% |
False |
False |
198,549 |
60 |
46.78 |
28.74 |
18.04 |
54.0% |
1.86 |
5.6% |
26% |
False |
False |
145,114 |
80 |
51.29 |
28.74 |
22.55 |
67.5% |
1.76 |
5.3% |
21% |
False |
False |
113,707 |
100 |
53.35 |
28.74 |
24.61 |
73.7% |
1.70 |
5.1% |
19% |
False |
False |
93,358 |
120 |
53.50 |
28.74 |
24.76 |
74.2% |
1.74 |
5.2% |
19% |
False |
False |
79,231 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
43.32 |
2.618 |
39.68 |
1.618 |
37.45 |
1.000 |
36.07 |
0.618 |
35.22 |
HIGH |
33.84 |
0.618 |
32.99 |
0.500 |
32.73 |
0.382 |
32.46 |
LOW |
31.61 |
0.618 |
30.23 |
1.000 |
29.38 |
1.618 |
28.00 |
2.618 |
25.77 |
4.250 |
22.13 |
|
|
Fisher Pivots for day following 22-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
33.17 |
33.19 |
PP |
32.95 |
32.98 |
S1 |
32.73 |
32.78 |
|