NYMEX Light Sweet Crude Oil Future May 2016
| Trading Metrics calculated at close of trading on 16-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2016 |
16-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
31.97 |
33.29 |
1.32 |
4.1% |
34.52 |
| High |
33.93 |
35.68 |
1.75 |
5.2% |
35.06 |
| Low |
31.71 |
32.36 |
0.65 |
2.0% |
30.67 |
| Close |
33.85 |
32.64 |
-1.21 |
-3.6% |
33.85 |
| Range |
2.22 |
3.32 |
1.10 |
49.5% |
4.39 |
| ATR |
2.11 |
2.20 |
0.09 |
4.1% |
0.00 |
| Volume |
164,498 |
172,830 |
8,332 |
5.1% |
814,234 |
|
| Daily Pivots for day following 16-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
43.52 |
41.40 |
34.47 |
|
| R3 |
40.20 |
38.08 |
33.55 |
|
| R2 |
36.88 |
36.88 |
33.25 |
|
| R1 |
34.76 |
34.76 |
32.94 |
34.16 |
| PP |
33.56 |
33.56 |
33.56 |
33.26 |
| S1 |
31.44 |
31.44 |
32.34 |
30.84 |
| S2 |
30.24 |
30.24 |
32.03 |
|
| S3 |
26.92 |
28.12 |
31.73 |
|
| S4 |
23.60 |
24.80 |
30.81 |
|
|
| 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 |
35.68 |
30.67 |
5.01 |
15.3% |
2.30 |
7.1% |
39% |
True |
False |
171,697 |
| 10 |
36.49 |
30.67 |
5.82 |
17.8% |
2.17 |
6.6% |
34% |
False |
False |
144,336 |
| 20 |
37.52 |
29.85 |
7.67 |
23.5% |
2.31 |
7.1% |
36% |
False |
False |
112,701 |
| 40 |
41.35 |
29.85 |
11.50 |
35.2% |
1.90 |
5.8% |
24% |
False |
False |
71,143 |
| 60 |
47.45 |
29.85 |
17.60 |
53.9% |
1.75 |
5.3% |
16% |
False |
False |
54,943 |
| 80 |
51.63 |
29.85 |
21.78 |
66.7% |
1.65 |
5.0% |
13% |
False |
False |
43,898 |
| 100 |
53.22 |
29.85 |
23.37 |
71.6% |
1.58 |
4.8% |
12% |
False |
False |
36,713 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
49.79 |
|
2.618 |
44.37 |
|
1.618 |
41.05 |
|
1.000 |
39.00 |
|
0.618 |
37.73 |
|
HIGH |
35.68 |
|
0.618 |
34.41 |
|
0.500 |
34.02 |
|
0.382 |
33.63 |
|
LOW |
32.36 |
|
0.618 |
30.31 |
|
1.000 |
29.04 |
|
1.618 |
26.99 |
|
2.618 |
23.67 |
|
4.250 |
18.25 |
|
|
| Fisher Pivots for day following 16-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
34.02 |
33.18 |
| PP |
33.56 |
33.00 |
| S1 |
33.10 |
32.82 |
|