NYMEX Light Sweet Crude Oil Future May 2016
Trading Metrics calculated at close of trading on 01-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2016 |
01-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
36.47 |
36.92 |
0.45 |
1.2% |
34.62 |
High |
37.29 |
37.27 |
-0.02 |
-0.1% |
37.52 |
Low |
35.75 |
34.61 |
-1.14 |
-3.2% |
32.05 |
Close |
36.78 |
34.93 |
-1.85 |
-5.0% |
36.78 |
Range |
1.54 |
2.66 |
1.12 |
72.7% |
5.47 |
ATR |
2.02 |
2.07 |
0.05 |
2.2% |
0.00 |
Volume |
86,182 |
78,508 |
-7,674 |
-8.9% |
436,747 |
|
Daily Pivots for day following 01-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
43.58 |
41.92 |
36.39 |
|
R3 |
40.92 |
39.26 |
35.66 |
|
R2 |
38.26 |
38.26 |
35.42 |
|
R1 |
36.60 |
36.60 |
35.17 |
36.10 |
PP |
35.60 |
35.60 |
35.60 |
35.36 |
S1 |
33.94 |
33.94 |
34.69 |
33.44 |
S2 |
32.94 |
32.94 |
34.44 |
|
S3 |
30.28 |
31.28 |
34.20 |
|
S4 |
27.62 |
28.62 |
33.47 |
|
|
Weekly Pivots for week ending 29-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
51.86 |
49.79 |
39.79 |
|
R3 |
46.39 |
44.32 |
38.28 |
|
R2 |
40.92 |
40.92 |
37.78 |
|
R1 |
38.85 |
38.85 |
37.28 |
39.89 |
PP |
35.45 |
35.45 |
35.45 |
35.97 |
S1 |
33.38 |
33.38 |
36.28 |
34.42 |
S2 |
29.98 |
29.98 |
35.78 |
|
S3 |
24.51 |
27.91 |
35.28 |
|
S4 |
19.04 |
22.44 |
33.77 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
37.52 |
32.05 |
5.47 |
15.7% |
2.55 |
7.3% |
53% |
False |
False |
86,952 |
10 |
37.52 |
29.85 |
7.67 |
22.0% |
2.45 |
7.0% |
66% |
False |
False |
81,065 |
20 |
41.35 |
29.85 |
11.50 |
32.9% |
2.17 |
6.2% |
44% |
False |
False |
61,787 |
40 |
46.00 |
29.85 |
16.15 |
46.2% |
1.76 |
5.0% |
31% |
False |
False |
42,071 |
60 |
51.63 |
29.85 |
21.78 |
62.4% |
1.61 |
4.6% |
23% |
False |
False |
32,999 |
80 |
53.22 |
29.85 |
23.37 |
66.9% |
1.52 |
4.4% |
22% |
False |
False |
27,104 |
100 |
53.22 |
29.85 |
23.37 |
66.9% |
1.50 |
4.3% |
22% |
False |
False |
22,691 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
48.58 |
2.618 |
44.23 |
1.618 |
41.57 |
1.000 |
39.93 |
0.618 |
38.91 |
HIGH |
37.27 |
0.618 |
36.25 |
0.500 |
35.94 |
0.382 |
35.63 |
LOW |
34.61 |
0.618 |
32.97 |
1.000 |
31.95 |
1.618 |
30.31 |
2.618 |
27.65 |
4.250 |
23.31 |
|
|
Fisher Pivots for day following 01-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
35.94 |
36.05 |
PP |
35.60 |
35.68 |
S1 |
35.27 |
35.30 |
|