NYMEX Light Sweet Crude Oil Future April 2016
Trading Metrics calculated at close of trading on 29-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2016 |
29-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
33.04 |
32.72 |
-0.32 |
-1.0% |
31.96 |
High |
34.69 |
33.98 |
-0.71 |
-2.0% |
34.69 |
Low |
32.64 |
32.32 |
-0.32 |
-1.0% |
30.56 |
Close |
32.78 |
33.75 |
0.97 |
3.0% |
32.78 |
Range |
2.05 |
1.66 |
-0.39 |
-19.0% |
4.13 |
ATR |
2.19 |
2.15 |
-0.04 |
-1.7% |
0.00 |
Volume |
646,294 |
512,468 |
-133,826 |
-20.7% |
2,970,808 |
|
Daily Pivots for day following 29-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
38.33 |
37.70 |
34.66 |
|
R3 |
36.67 |
36.04 |
34.21 |
|
R2 |
35.01 |
35.01 |
34.05 |
|
R1 |
34.38 |
34.38 |
33.90 |
34.70 |
PP |
33.35 |
33.35 |
33.35 |
33.51 |
S1 |
32.72 |
32.72 |
33.60 |
33.04 |
S2 |
31.69 |
31.69 |
33.45 |
|
S3 |
30.03 |
31.06 |
33.29 |
|
S4 |
28.37 |
29.40 |
32.84 |
|
|
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 |
12.2% |
2.06 |
6.1% |
77% |
False |
False |
592,452 |
10 |
34.69 |
30.56 |
4.13 |
12.2% |
2.19 |
6.5% |
77% |
False |
False |
536,625 |
20 |
35.81 |
28.74 |
7.07 |
20.9% |
2.17 |
6.4% |
71% |
False |
False |
421,668 |
40 |
40.50 |
28.74 |
11.76 |
34.8% |
2.17 |
6.4% |
43% |
False |
False |
269,389 |
60 |
45.29 |
28.74 |
16.55 |
49.0% |
1.92 |
5.7% |
30% |
False |
False |
192,941 |
80 |
51.29 |
28.74 |
22.55 |
66.8% |
1.80 |
5.3% |
22% |
False |
False |
149,759 |
100 |
53.35 |
28.74 |
24.61 |
72.9% |
1.73 |
5.1% |
20% |
False |
False |
122,572 |
120 |
53.35 |
28.74 |
24.61 |
72.9% |
1.69 |
5.0% |
20% |
False |
False |
103,520 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
41.04 |
2.618 |
38.33 |
1.618 |
36.67 |
1.000 |
35.64 |
0.618 |
35.01 |
HIGH |
33.98 |
0.618 |
33.35 |
0.500 |
33.15 |
0.382 |
32.95 |
LOW |
32.32 |
0.618 |
31.29 |
1.000 |
30.66 |
1.618 |
29.63 |
2.618 |
27.97 |
4.250 |
25.27 |
|
|
Fisher Pivots for day following 29-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
33.55 |
33.46 |
PP |
33.35 |
33.17 |
S1 |
33.15 |
32.88 |
|