NYMEX Light Sweet Crude Oil Future April 2016
Trading Metrics calculated at close of trading on 25-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2016 |
25-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
31.28 |
32.19 |
0.91 |
2.9% |
31.30 |
High |
32.40 |
33.49 |
1.09 |
3.4% |
34.21 |
Low |
30.56 |
31.07 |
0.51 |
1.7% |
30.66 |
Close |
32.15 |
33.07 |
0.92 |
2.9% |
31.75 |
Range |
1.84 |
2.42 |
0.58 |
31.5% |
3.55 |
ATR |
2.18 |
2.20 |
0.02 |
0.8% |
0.00 |
Volume |
652,245 |
611,874 |
-40,371 |
-6.2% |
1,882,982 |
|
Daily Pivots for day following 25-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
39.80 |
38.86 |
34.40 |
|
R3 |
37.38 |
36.44 |
33.74 |
|
R2 |
34.96 |
34.96 |
33.51 |
|
R1 |
34.02 |
34.02 |
33.29 |
34.49 |
PP |
32.54 |
32.54 |
32.54 |
32.78 |
S1 |
31.60 |
31.60 |
32.85 |
32.07 |
S2 |
30.12 |
30.12 |
32.63 |
|
S3 |
27.70 |
29.18 |
32.40 |
|
S4 |
25.28 |
26.76 |
31.74 |
|
|
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 |
33.84 |
30.56 |
3.28 |
9.9% |
2.09 |
6.3% |
77% |
False |
False |
567,082 |
10 |
34.21 |
28.74 |
5.47 |
16.5% |
2.17 |
6.6% |
79% |
False |
False |
507,112 |
20 |
36.28 |
28.74 |
7.54 |
22.8% |
2.22 |
6.7% |
57% |
False |
False |
382,781 |
40 |
40.50 |
28.74 |
11.76 |
35.6% |
2.13 |
6.4% |
37% |
False |
False |
241,543 |
60 |
45.78 |
28.74 |
17.04 |
51.5% |
1.89 |
5.7% |
25% |
False |
False |
174,316 |
80 |
51.29 |
28.74 |
22.55 |
68.2% |
1.78 |
5.4% |
19% |
False |
False |
135,599 |
100 |
53.35 |
28.74 |
24.61 |
74.4% |
1.72 |
5.2% |
18% |
False |
False |
111,166 |
120 |
53.35 |
28.74 |
24.61 |
74.4% |
1.69 |
5.1% |
18% |
False |
False |
93,979 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
43.78 |
2.618 |
39.83 |
1.618 |
37.41 |
1.000 |
35.91 |
0.618 |
34.99 |
HIGH |
33.49 |
0.618 |
32.57 |
0.500 |
32.28 |
0.382 |
31.99 |
LOW |
31.07 |
0.618 |
29.57 |
1.000 |
28.65 |
1.618 |
27.15 |
2.618 |
24.73 |
4.250 |
20.79 |
|
|
Fisher Pivots for day following 25-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
32.81 |
32.73 |
PP |
32.54 |
32.39 |
S1 |
32.28 |
32.05 |
|