NYMEX Light Sweet Crude Oil Future May 2016
Trading Metrics calculated at close of trading on 12-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2016 |
12-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
31.57 |
31.97 |
0.40 |
1.3% |
34.52 |
High |
32.05 |
33.93 |
1.88 |
5.9% |
35.06 |
Low |
30.67 |
31.71 |
1.04 |
3.4% |
30.67 |
Close |
30.76 |
33.85 |
3.09 |
10.0% |
33.85 |
Range |
1.38 |
2.22 |
0.84 |
60.9% |
4.39 |
ATR |
2.03 |
2.11 |
0.08 |
4.0% |
0.00 |
Volume |
179,754 |
164,498 |
-15,256 |
-8.5% |
814,234 |
|
Daily Pivots for day following 12-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
39.82 |
39.06 |
35.07 |
|
R3 |
37.60 |
36.84 |
34.46 |
|
R2 |
35.38 |
35.38 |
34.26 |
|
R1 |
34.62 |
34.62 |
34.05 |
35.00 |
PP |
33.16 |
33.16 |
33.16 |
33.36 |
S1 |
32.40 |
32.40 |
33.65 |
32.78 |
S2 |
30.94 |
30.94 |
33.44 |
|
S3 |
28.72 |
30.18 |
33.24 |
|
S4 |
26.50 |
27.96 |
32.63 |
|
|
Weekly Pivots for week ending 12-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
46.36 |
44.50 |
36.26 |
|
R3 |
41.97 |
40.11 |
35.06 |
|
R2 |
37.58 |
37.58 |
34.65 |
|
R1 |
35.72 |
35.72 |
34.25 |
34.46 |
PP |
33.19 |
33.19 |
33.19 |
32.56 |
S1 |
31.33 |
31.33 |
33.45 |
30.07 |
S2 |
28.80 |
28.80 |
33.05 |
|
S3 |
24.41 |
26.94 |
32.64 |
|
S4 |
20.02 |
22.55 |
31.44 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
35.06 |
30.67 |
4.39 |
13.0% |
1.98 |
5.8% |
72% |
False |
False |
162,846 |
10 |
37.27 |
30.67 |
6.60 |
19.5% |
2.10 |
6.2% |
48% |
False |
False |
134,904 |
20 |
37.52 |
29.85 |
7.67 |
22.7% |
2.25 |
6.6% |
52% |
False |
False |
105,970 |
40 |
41.35 |
29.85 |
11.50 |
34.0% |
1.86 |
5.5% |
35% |
False |
False |
67,536 |
60 |
47.45 |
29.85 |
17.60 |
52.0% |
1.71 |
5.1% |
23% |
False |
False |
52,221 |
80 |
51.63 |
29.85 |
21.78 |
64.3% |
1.61 |
4.8% |
18% |
False |
False |
41,858 |
100 |
53.22 |
29.85 |
23.37 |
69.0% |
1.56 |
4.6% |
17% |
False |
False |
35,024 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
43.37 |
2.618 |
39.74 |
1.618 |
37.52 |
1.000 |
36.15 |
0.618 |
35.30 |
HIGH |
33.93 |
0.618 |
33.08 |
0.500 |
32.82 |
0.382 |
32.56 |
LOW |
31.71 |
0.618 |
30.34 |
1.000 |
29.49 |
1.618 |
28.12 |
2.618 |
25.90 |
4.250 |
22.28 |
|
|
Fisher Pivots for day following 12-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
33.51 |
33.33 |
PP |
33.16 |
32.82 |
S1 |
32.82 |
32.30 |
|