NYMEX Light Sweet Crude Oil Future May 2016
Trading Metrics calculated at close of trading on 02-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2016 |
02-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
36.92 |
34.69 |
-2.23 |
-6.0% |
34.62 |
High |
37.27 |
34.83 |
-2.44 |
-6.5% |
37.52 |
Low |
34.61 |
32.88 |
-1.73 |
-5.0% |
32.05 |
Close |
34.93 |
33.24 |
-1.69 |
-4.8% |
36.78 |
Range |
2.66 |
1.95 |
-0.71 |
-26.7% |
5.47 |
ATR |
2.07 |
2.07 |
0.00 |
-0.1% |
0.00 |
Volume |
78,508 |
83,933 |
5,425 |
6.9% |
436,747 |
|
Daily Pivots for day following 02-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
39.50 |
38.32 |
34.31 |
|
R3 |
37.55 |
36.37 |
33.78 |
|
R2 |
35.60 |
35.60 |
33.60 |
|
R1 |
34.42 |
34.42 |
33.42 |
34.04 |
PP |
33.65 |
33.65 |
33.65 |
33.46 |
S1 |
32.47 |
32.47 |
33.06 |
32.09 |
S2 |
31.70 |
31.70 |
32.88 |
|
S3 |
29.75 |
30.52 |
32.70 |
|
S4 |
27.80 |
28.57 |
32.17 |
|
|
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 |
32.88 |
4.64 |
14.0% |
2.33 |
7.0% |
8% |
False |
True |
88,417 |
10 |
37.52 |
29.85 |
7.67 |
23.1% |
2.45 |
7.4% |
44% |
False |
False |
82,521 |
20 |
40.21 |
29.85 |
10.36 |
31.2% |
2.17 |
6.5% |
33% |
False |
False |
64,724 |
40 |
46.00 |
29.85 |
16.15 |
48.6% |
1.77 |
5.3% |
21% |
False |
False |
43,733 |
60 |
49.75 |
29.85 |
19.90 |
59.9% |
1.61 |
4.8% |
17% |
False |
False |
34,260 |
80 |
53.22 |
29.85 |
23.37 |
70.3% |
1.53 |
4.6% |
15% |
False |
False |
28,001 |
100 |
53.22 |
29.85 |
23.37 |
70.3% |
1.51 |
4.5% |
15% |
False |
False |
23,498 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
43.12 |
2.618 |
39.94 |
1.618 |
37.99 |
1.000 |
36.78 |
0.618 |
36.04 |
HIGH |
34.83 |
0.618 |
34.09 |
0.500 |
33.86 |
0.382 |
33.62 |
LOW |
32.88 |
0.618 |
31.67 |
1.000 |
30.93 |
1.618 |
29.72 |
2.618 |
27.77 |
4.250 |
24.59 |
|
|
Fisher Pivots for day following 02-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
33.86 |
35.09 |
PP |
33.65 |
34.47 |
S1 |
33.45 |
33.86 |
|