NYMEX Light Sweet Crude Oil Future May 2016
| Trading Metrics calculated at close of trading on 17-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2016 |
17-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
33.29 |
32.83 |
-0.46 |
-1.4% |
34.52 |
| High |
35.68 |
35.26 |
-0.42 |
-1.2% |
35.06 |
| Low |
32.36 |
32.49 |
0.13 |
0.4% |
30.67 |
| Close |
32.64 |
34.69 |
2.05 |
6.3% |
33.85 |
| Range |
3.32 |
2.77 |
-0.55 |
-16.6% |
4.39 |
| ATR |
2.20 |
2.24 |
0.04 |
1.9% |
0.00 |
| Volume |
172,830 |
150,051 |
-22,779 |
-13.2% |
814,234 |
|
| Daily Pivots for day following 17-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
42.46 |
41.34 |
36.21 |
|
| R3 |
39.69 |
38.57 |
35.45 |
|
| R2 |
36.92 |
36.92 |
35.20 |
|
| R1 |
35.80 |
35.80 |
34.94 |
36.36 |
| PP |
34.15 |
34.15 |
34.15 |
34.43 |
| S1 |
33.03 |
33.03 |
34.44 |
33.59 |
| S2 |
31.38 |
31.38 |
34.18 |
|
| S3 |
28.61 |
30.26 |
33.93 |
|
| S4 |
25.84 |
27.49 |
33.17 |
|
|
| 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 |
14.4% |
2.27 |
6.5% |
80% |
False |
False |
170,768 |
| 10 |
36.49 |
30.67 |
5.82 |
16.8% |
2.25 |
6.5% |
69% |
False |
False |
150,948 |
| 20 |
37.52 |
29.85 |
7.67 |
22.1% |
2.35 |
6.8% |
63% |
False |
False |
116,734 |
| 40 |
41.35 |
29.85 |
11.50 |
33.2% |
1.94 |
5.6% |
42% |
False |
False |
74,340 |
| 60 |
47.45 |
29.85 |
17.60 |
50.7% |
1.77 |
5.1% |
28% |
False |
False |
57,205 |
| 80 |
51.63 |
29.85 |
21.78 |
62.8% |
1.67 |
4.8% |
22% |
False |
False |
45,685 |
| 100 |
53.22 |
29.85 |
23.37 |
67.4% |
1.58 |
4.6% |
21% |
False |
False |
38,131 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
47.03 |
|
2.618 |
42.51 |
|
1.618 |
39.74 |
|
1.000 |
38.03 |
|
0.618 |
36.97 |
|
HIGH |
35.26 |
|
0.618 |
34.20 |
|
0.500 |
33.88 |
|
0.382 |
33.55 |
|
LOW |
32.49 |
|
0.618 |
30.78 |
|
1.000 |
29.72 |
|
1.618 |
28.01 |
|
2.618 |
25.24 |
|
4.250 |
20.72 |
|
|
| Fisher Pivots for day following 17-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
34.42 |
34.36 |
| PP |
34.15 |
34.03 |
| S1 |
33.88 |
33.70 |
|