NYMEX Light Sweet Crude Oil Future April 2016
Trading Metrics calculated at close of trading on 24-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2016 |
24-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
33.34 |
31.28 |
-2.06 |
-6.2% |
31.30 |
High |
33.53 |
32.40 |
-1.13 |
-3.4% |
34.21 |
Low |
31.22 |
30.56 |
-0.66 |
-2.1% |
30.66 |
Close |
31.87 |
32.15 |
0.28 |
0.9% |
31.75 |
Range |
2.31 |
1.84 |
-0.47 |
-20.3% |
3.55 |
ATR |
2.21 |
2.18 |
-0.03 |
-1.2% |
0.00 |
Volume |
539,379 |
652,245 |
112,866 |
20.9% |
1,882,982 |
|
Daily Pivots for day following 24-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
37.22 |
36.53 |
33.16 |
|
R3 |
35.38 |
34.69 |
32.66 |
|
R2 |
33.54 |
33.54 |
32.49 |
|
R1 |
32.85 |
32.85 |
32.32 |
33.20 |
PP |
31.70 |
31.70 |
31.70 |
31.88 |
S1 |
31.01 |
31.01 |
31.98 |
31.36 |
S2 |
29.86 |
29.86 |
31.81 |
|
S3 |
28.02 |
29.17 |
31.64 |
|
S4 |
26.18 |
27.33 |
31.14 |
|
|
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 |
30.56 |
3.65 |
11.4% |
1.96 |
6.1% |
44% |
False |
True |
531,132 |
10 |
34.21 |
28.74 |
5.47 |
17.0% |
2.11 |
6.6% |
62% |
False |
False |
490,170 |
20 |
36.28 |
28.74 |
7.54 |
23.5% |
2.23 |
6.9% |
45% |
False |
False |
361,151 |
40 |
40.50 |
28.74 |
11.76 |
36.6% |
2.10 |
6.5% |
29% |
False |
False |
226,734 |
60 |
46.46 |
28.74 |
17.72 |
55.1% |
1.88 |
5.8% |
19% |
False |
False |
164,274 |
80 |
51.29 |
28.74 |
22.55 |
70.1% |
1.77 |
5.5% |
15% |
False |
False |
128,162 |
100 |
53.35 |
28.74 |
24.61 |
76.5% |
1.72 |
5.3% |
14% |
False |
False |
105,166 |
120 |
53.35 |
28.74 |
24.61 |
76.5% |
1.69 |
5.3% |
14% |
False |
False |
88,954 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
40.22 |
2.618 |
37.22 |
1.618 |
35.38 |
1.000 |
34.24 |
0.618 |
33.54 |
HIGH |
32.40 |
0.618 |
31.70 |
0.500 |
31.48 |
0.382 |
31.26 |
LOW |
30.56 |
0.618 |
29.42 |
1.000 |
28.72 |
1.618 |
27.58 |
2.618 |
25.74 |
4.250 |
22.74 |
|
|
Fisher Pivots for day following 24-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
31.93 |
32.20 |
PP |
31.70 |
32.18 |
S1 |
31.48 |
32.17 |
|