NYMEX Light Sweet Crude Oil Future May 2016
Trading Metrics calculated at close of trading on 10-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2016 |
10-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
33.67 |
31.89 |
-1.78 |
-5.3% |
36.92 |
High |
34.20 |
32.93 |
-1.27 |
-3.7% |
37.27 |
Low |
31.28 |
31.26 |
-0.02 |
-0.1% |
32.75 |
Close |
31.41 |
31.52 |
0.11 |
0.4% |
34.47 |
Range |
2.92 |
1.67 |
-1.25 |
-42.8% |
4.52 |
ATR |
2.11 |
2.08 |
-0.03 |
-1.5% |
0.00 |
Volume |
154,695 |
186,709 |
32,014 |
20.7% |
534,808 |
|
Daily Pivots for day following 10-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
36.91 |
35.89 |
32.44 |
|
R3 |
35.24 |
34.22 |
31.98 |
|
R2 |
33.57 |
33.57 |
31.83 |
|
R1 |
32.55 |
32.55 |
31.67 |
32.23 |
PP |
31.90 |
31.90 |
31.90 |
31.74 |
S1 |
30.88 |
30.88 |
31.37 |
30.56 |
S2 |
30.23 |
30.23 |
31.21 |
|
S3 |
28.56 |
29.21 |
31.06 |
|
S4 |
26.89 |
27.54 |
30.60 |
|
|
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 |
31.26 |
5.23 |
16.6% |
1.94 |
6.2% |
5% |
False |
True |
143,573 |
10 |
37.52 |
31.26 |
6.26 |
19.9% |
2.19 |
6.9% |
4% |
False |
True |
118,731 |
20 |
37.52 |
29.85 |
7.67 |
24.3% |
2.22 |
7.0% |
22% |
False |
False |
96,192 |
40 |
41.66 |
29.85 |
11.81 |
37.5% |
1.85 |
5.9% |
14% |
False |
False |
60,256 |
60 |
47.45 |
29.85 |
17.60 |
55.8% |
1.71 |
5.4% |
9% |
False |
False |
46,878 |
80 |
51.63 |
29.85 |
21.78 |
69.1% |
1.59 |
5.1% |
8% |
False |
False |
37,703 |
100 |
53.22 |
29.85 |
23.37 |
74.1% |
1.55 |
4.9% |
7% |
False |
False |
31,639 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
40.03 |
2.618 |
37.30 |
1.618 |
35.63 |
1.000 |
34.60 |
0.618 |
33.96 |
HIGH |
32.93 |
0.618 |
32.29 |
0.500 |
32.10 |
0.382 |
31.90 |
LOW |
31.26 |
0.618 |
30.23 |
1.000 |
29.59 |
1.618 |
28.56 |
2.618 |
26.89 |
4.250 |
24.16 |
|
|
Fisher Pivots for day following 10-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
32.10 |
33.16 |
PP |
31.90 |
32.61 |
S1 |
31.71 |
32.07 |
|