NYMEX Light Sweet Crude Oil Future May 2016
Trading Metrics calculated at close of trading on 09-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2016 |
09-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
34.52 |
33.67 |
-0.85 |
-2.5% |
36.92 |
High |
35.06 |
34.20 |
-0.86 |
-2.5% |
37.27 |
Low |
33.35 |
31.28 |
-2.07 |
-6.2% |
32.75 |
Close |
33.43 |
31.41 |
-2.02 |
-6.0% |
34.47 |
Range |
1.71 |
2.92 |
1.21 |
70.8% |
4.52 |
ATR |
2.05 |
2.11 |
0.06 |
3.0% |
0.00 |
Volume |
128,578 |
154,695 |
26,117 |
20.3% |
534,808 |
|
Daily Pivots for day following 09-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
41.06 |
39.15 |
33.02 |
|
R3 |
38.14 |
36.23 |
32.21 |
|
R2 |
35.22 |
35.22 |
31.95 |
|
R1 |
33.31 |
33.31 |
31.68 |
32.81 |
PP |
32.30 |
32.30 |
32.30 |
32.04 |
S1 |
30.39 |
30.39 |
31.14 |
29.89 |
S2 |
29.38 |
29.38 |
30.87 |
|
S3 |
26.46 |
27.47 |
30.61 |
|
S4 |
23.54 |
24.55 |
29.80 |
|
|
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 |
31.28 |
5.21 |
16.6% |
2.22 |
7.1% |
2% |
False |
True |
131,128 |
10 |
37.52 |
31.28 |
6.24 |
19.9% |
2.27 |
7.2% |
2% |
False |
True |
109,772 |
20 |
37.52 |
29.85 |
7.67 |
24.4% |
2.25 |
7.2% |
20% |
False |
False |
88,788 |
40 |
41.66 |
29.85 |
11.81 |
37.6% |
1.84 |
5.9% |
13% |
False |
False |
56,289 |
60 |
47.45 |
29.85 |
17.60 |
56.0% |
1.70 |
5.4% |
9% |
False |
False |
44,013 |
80 |
51.63 |
29.85 |
21.78 |
69.3% |
1.59 |
5.1% |
7% |
False |
False |
35,496 |
100 |
53.22 |
29.85 |
23.37 |
74.4% |
1.54 |
4.9% |
7% |
False |
False |
29,815 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
46.61 |
2.618 |
41.84 |
1.618 |
38.92 |
1.000 |
37.12 |
0.618 |
36.00 |
HIGH |
34.20 |
0.618 |
33.08 |
0.500 |
32.74 |
0.382 |
32.40 |
LOW |
31.28 |
0.618 |
29.48 |
1.000 |
28.36 |
1.618 |
26.56 |
2.618 |
23.64 |
4.250 |
18.87 |
|
|
Fisher Pivots for day following 09-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
32.74 |
33.55 |
PP |
32.30 |
32.83 |
S1 |
31.85 |
32.12 |
|