NYMEX Light Sweet Crude Oil Future April 2016
Trading Metrics calculated at close of trading on 23-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2016 |
23-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
31.96 |
33.34 |
1.38 |
4.3% |
31.30 |
High |
33.84 |
33.53 |
-0.31 |
-0.9% |
34.21 |
Low |
31.61 |
31.22 |
-0.39 |
-1.2% |
30.66 |
Close |
33.39 |
31.87 |
-1.52 |
-4.6% |
31.75 |
Range |
2.23 |
2.31 |
0.08 |
3.6% |
3.55 |
ATR |
2.20 |
2.21 |
0.01 |
0.4% |
0.00 |
Volume |
521,016 |
539,379 |
18,363 |
3.5% |
1,882,982 |
|
Daily Pivots for day following 23-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
39.14 |
37.81 |
33.14 |
|
R3 |
36.83 |
35.50 |
32.51 |
|
R2 |
34.52 |
34.52 |
32.29 |
|
R1 |
33.19 |
33.19 |
32.08 |
32.70 |
PP |
32.21 |
32.21 |
32.21 |
31.96 |
S1 |
30.88 |
30.88 |
31.66 |
30.39 |
S2 |
29.90 |
29.90 |
31.45 |
|
S3 |
27.59 |
28.57 |
31.23 |
|
S4 |
25.28 |
26.26 |
30.60 |
|
|
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 |
30.81 |
3.40 |
10.7% |
2.16 |
6.8% |
31% |
False |
False |
492,420 |
10 |
34.21 |
28.74 |
5.47 |
17.2% |
2.21 |
6.9% |
57% |
False |
False |
461,395 |
20 |
36.28 |
28.74 |
7.54 |
23.7% |
2.29 |
7.2% |
42% |
False |
False |
335,932 |
40 |
40.50 |
28.74 |
11.76 |
36.9% |
2.08 |
6.5% |
27% |
False |
False |
210,951 |
60 |
46.66 |
28.74 |
17.92 |
56.2% |
1.87 |
5.9% |
17% |
False |
False |
153,730 |
80 |
51.29 |
28.74 |
22.55 |
70.8% |
1.78 |
5.6% |
14% |
False |
False |
120,293 |
100 |
53.35 |
28.74 |
24.61 |
77.2% |
1.71 |
5.4% |
13% |
False |
False |
98,694 |
120 |
53.35 |
28.74 |
24.61 |
77.2% |
1.71 |
5.4% |
13% |
False |
False |
83,604 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
43.35 |
2.618 |
39.58 |
1.618 |
37.27 |
1.000 |
35.84 |
0.618 |
34.96 |
HIGH |
33.53 |
0.618 |
32.65 |
0.500 |
32.38 |
0.382 |
32.10 |
LOW |
31.22 |
0.618 |
29.79 |
1.000 |
28.91 |
1.618 |
27.48 |
2.618 |
25.17 |
4.250 |
21.40 |
|
|
Fisher Pivots for day following 23-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
32.38 |
32.53 |
PP |
32.21 |
32.31 |
S1 |
32.04 |
32.09 |
|