NYMEX Light Sweet Crude Oil Future May 2016
Trading Metrics calculated at close of trading on 05-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2016 |
05-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
35.76 |
34.92 |
-0.84 |
-2.3% |
36.92 |
High |
36.49 |
35.81 |
-0.68 |
-1.9% |
37.27 |
Low |
34.69 |
34.21 |
-0.48 |
-1.4% |
32.75 |
Close |
34.95 |
34.47 |
-0.48 |
-1.4% |
34.47 |
Range |
1.80 |
1.60 |
-0.20 |
-11.1% |
4.52 |
ATR |
2.12 |
2.08 |
-0.04 |
-1.7% |
0.00 |
Volume |
121,133 |
126,751 |
5,618 |
4.6% |
534,808 |
|
Daily Pivots for day following 05-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
39.63 |
38.65 |
35.35 |
|
R3 |
38.03 |
37.05 |
34.91 |
|
R2 |
36.43 |
36.43 |
34.76 |
|
R1 |
35.45 |
35.45 |
34.62 |
35.14 |
PP |
34.83 |
34.83 |
34.83 |
34.68 |
S1 |
33.85 |
33.85 |
34.32 |
33.54 |
S2 |
33.23 |
33.23 |
34.18 |
|
S3 |
31.63 |
32.25 |
34.03 |
|
S4 |
30.03 |
30.65 |
33.59 |
|
|
Weekly Pivots for week ending 05-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
48.39 |
45.95 |
36.96 |
|
R3 |
43.87 |
41.43 |
35.71 |
|
R2 |
39.35 |
39.35 |
35.30 |
|
R1 |
36.91 |
36.91 |
34.88 |
35.87 |
PP |
34.83 |
34.83 |
34.83 |
34.31 |
S1 |
32.39 |
32.39 |
34.06 |
31.35 |
S2 |
30.31 |
30.31 |
33.64 |
|
S3 |
25.79 |
27.87 |
33.23 |
|
S4 |
21.27 |
23.35 |
31.98 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
37.27 |
32.75 |
4.52 |
13.1% |
2.22 |
6.4% |
38% |
False |
False |
106,961 |
10 |
37.52 |
32.05 |
5.47 |
15.9% |
2.39 |
6.9% |
44% |
False |
False |
97,155 |
20 |
37.55 |
29.85 |
7.70 |
22.3% |
2.20 |
6.4% |
60% |
False |
False |
78,440 |
40 |
42.98 |
29.85 |
13.13 |
38.1% |
1.79 |
5.2% |
35% |
False |
False |
50,621 |
60 |
48.60 |
29.85 |
18.75 |
54.4% |
1.67 |
4.8% |
25% |
False |
False |
39,711 |
80 |
51.63 |
29.85 |
21.78 |
63.2% |
1.55 |
4.5% |
21% |
False |
False |
32,163 |
100 |
53.22 |
29.85 |
23.37 |
67.8% |
1.52 |
4.4% |
20% |
False |
False |
27,092 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
42.61 |
2.618 |
40.00 |
1.618 |
38.40 |
1.000 |
37.41 |
0.618 |
36.80 |
HIGH |
35.81 |
0.618 |
35.20 |
0.500 |
35.01 |
0.382 |
34.82 |
LOW |
34.21 |
0.618 |
33.22 |
1.000 |
32.61 |
1.618 |
31.62 |
2.618 |
30.02 |
4.250 |
27.41 |
|
|
Fisher Pivots for day following 05-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
35.01 |
34.62 |
PP |
34.83 |
34.57 |
S1 |
34.65 |
34.52 |
|