NYMEX Light Sweet Crude Oil Future May 2016
Trading Metrics calculated at close of trading on 08-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2016 |
08-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
34.92 |
34.52 |
-0.40 |
-1.1% |
36.92 |
High |
35.81 |
35.06 |
-0.75 |
-2.1% |
37.27 |
Low |
34.21 |
33.35 |
-0.86 |
-2.5% |
32.75 |
Close |
34.47 |
33.43 |
-1.04 |
-3.0% |
34.47 |
Range |
1.60 |
1.71 |
0.11 |
6.9% |
4.52 |
ATR |
2.08 |
2.05 |
-0.03 |
-1.3% |
0.00 |
Volume |
126,751 |
128,578 |
1,827 |
1.4% |
534,808 |
|
Daily Pivots for day following 08-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
39.08 |
37.96 |
34.37 |
|
R3 |
37.37 |
36.25 |
33.90 |
|
R2 |
35.66 |
35.66 |
33.74 |
|
R1 |
34.54 |
34.54 |
33.59 |
34.25 |
PP |
33.95 |
33.95 |
33.95 |
33.80 |
S1 |
32.83 |
32.83 |
33.27 |
32.54 |
S2 |
32.24 |
32.24 |
33.12 |
|
S3 |
30.53 |
31.12 |
32.96 |
|
S4 |
28.82 |
29.41 |
32.49 |
|
|
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 |
36.49 |
32.75 |
3.74 |
11.2% |
2.03 |
6.1% |
18% |
False |
False |
116,975 |
10 |
37.52 |
32.05 |
5.47 |
16.4% |
2.29 |
6.9% |
25% |
False |
False |
101,963 |
20 |
37.52 |
29.85 |
7.67 |
22.9% |
2.21 |
6.6% |
47% |
False |
False |
82,822 |
40 |
42.11 |
29.85 |
12.26 |
36.7% |
1.79 |
5.4% |
29% |
False |
False |
53,135 |
60 |
48.35 |
29.85 |
18.50 |
55.3% |
1.68 |
5.0% |
19% |
False |
False |
41,676 |
80 |
51.63 |
29.85 |
21.78 |
65.2% |
1.56 |
4.7% |
16% |
False |
False |
33,644 |
100 |
53.22 |
29.85 |
23.37 |
69.9% |
1.53 |
4.6% |
15% |
False |
False |
28,308 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
42.33 |
2.618 |
39.54 |
1.618 |
37.83 |
1.000 |
36.77 |
0.618 |
36.12 |
HIGH |
35.06 |
0.618 |
34.41 |
0.500 |
34.21 |
0.382 |
34.00 |
LOW |
33.35 |
0.618 |
32.29 |
1.000 |
31.64 |
1.618 |
30.58 |
2.618 |
28.87 |
4.250 |
26.08 |
|
|
Fisher Pivots for day following 08-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
34.21 |
34.92 |
PP |
33.95 |
34.42 |
S1 |
33.69 |
33.93 |
|