NYMEX Light Sweet Crude Oil Future April 2016
Trading Metrics calculated at close of trading on 26-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2016 |
26-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
32.19 |
33.04 |
0.85 |
2.6% |
31.96 |
High |
33.49 |
34.69 |
1.20 |
3.6% |
34.69 |
Low |
31.07 |
32.64 |
1.57 |
5.1% |
30.56 |
Close |
33.07 |
32.78 |
-0.29 |
-0.9% |
32.78 |
Range |
2.42 |
2.05 |
-0.37 |
-15.3% |
4.13 |
ATR |
2.20 |
2.19 |
-0.01 |
-0.5% |
0.00 |
Volume |
611,874 |
646,294 |
34,420 |
5.6% |
2,970,808 |
|
Daily Pivots for day following 26-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
39.52 |
38.20 |
33.91 |
|
R3 |
37.47 |
36.15 |
33.34 |
|
R2 |
35.42 |
35.42 |
33.16 |
|
R1 |
34.10 |
34.10 |
32.97 |
33.74 |
PP |
33.37 |
33.37 |
33.37 |
33.19 |
S1 |
32.05 |
32.05 |
32.59 |
31.69 |
S2 |
31.32 |
31.32 |
32.40 |
|
S3 |
29.27 |
30.00 |
32.22 |
|
S4 |
27.22 |
27.95 |
31.65 |
|
|
Weekly Pivots for week ending 26-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
45.07 |
43.05 |
35.05 |
|
R3 |
40.94 |
38.92 |
33.92 |
|
R2 |
36.81 |
36.81 |
33.54 |
|
R1 |
34.79 |
34.79 |
33.16 |
35.80 |
PP |
32.68 |
32.68 |
32.68 |
33.18 |
S1 |
30.66 |
30.66 |
32.40 |
31.67 |
S2 |
28.55 |
28.55 |
32.02 |
|
S3 |
24.42 |
26.53 |
31.64 |
|
S4 |
20.29 |
22.40 |
30.51 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
34.69 |
30.56 |
4.13 |
12.6% |
2.17 |
6.6% |
54% |
True |
False |
594,161 |
10 |
34.69 |
29.78 |
4.91 |
15.0% |
2.24 |
6.8% |
61% |
True |
False |
527,997 |
20 |
35.93 |
28.74 |
7.19 |
21.9% |
2.17 |
6.6% |
56% |
False |
False |
404,967 |
40 |
40.50 |
28.74 |
11.76 |
35.9% |
2.15 |
6.5% |
34% |
False |
False |
257,189 |
60 |
45.29 |
28.74 |
16.55 |
50.5% |
1.91 |
5.8% |
24% |
False |
False |
184,753 |
80 |
51.29 |
28.74 |
22.55 |
68.8% |
1.79 |
5.5% |
18% |
False |
False |
143,497 |
100 |
53.35 |
28.74 |
24.61 |
75.1% |
1.73 |
5.3% |
16% |
False |
False |
117,510 |
120 |
53.35 |
28.74 |
24.61 |
75.1% |
1.69 |
5.2% |
16% |
False |
False |
99,287 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
43.40 |
2.618 |
40.06 |
1.618 |
38.01 |
1.000 |
36.74 |
0.618 |
35.96 |
HIGH |
34.69 |
0.618 |
33.91 |
0.500 |
33.67 |
0.382 |
33.42 |
LOW |
32.64 |
0.618 |
31.37 |
1.000 |
30.59 |
1.618 |
29.32 |
2.618 |
27.27 |
4.250 |
23.93 |
|
|
Fisher Pivots for day following 26-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
33.67 |
32.73 |
PP |
33.37 |
32.68 |
S1 |
33.08 |
32.63 |
|