NYMEX Light Sweet Crude Oil Future May 2016
Trading Metrics calculated at close of trading on 18-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2016 |
18-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
32.83 |
35.13 |
2.30 |
7.0% |
34.52 |
High |
35.26 |
35.83 |
0.57 |
1.6% |
35.06 |
Low |
32.49 |
34.08 |
1.59 |
4.9% |
30.67 |
Close |
34.69 |
34.55 |
-0.14 |
-0.4% |
33.85 |
Range |
2.77 |
1.75 |
-1.02 |
-36.8% |
4.39 |
ATR |
2.24 |
2.21 |
-0.04 |
-1.6% |
0.00 |
Volume |
150,051 |
113,097 |
-36,954 |
-24.6% |
814,234 |
|
Daily Pivots for day following 18-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
40.07 |
39.06 |
35.51 |
|
R3 |
38.32 |
37.31 |
35.03 |
|
R2 |
36.57 |
36.57 |
34.87 |
|
R1 |
35.56 |
35.56 |
34.71 |
35.19 |
PP |
34.82 |
34.82 |
34.82 |
34.64 |
S1 |
33.81 |
33.81 |
34.39 |
33.44 |
S2 |
33.07 |
33.07 |
34.23 |
|
S3 |
31.32 |
32.06 |
34.07 |
|
S4 |
29.57 |
30.31 |
33.59 |
|
|
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 |
35.83 |
30.67 |
5.16 |
14.9% |
2.29 |
6.6% |
75% |
True |
False |
156,046 |
10 |
36.49 |
30.67 |
5.82 |
16.8% |
2.11 |
6.1% |
67% |
False |
False |
149,809 |
20 |
37.52 |
30.35 |
7.17 |
20.8% |
2.34 |
6.8% |
59% |
False |
False |
118,430 |
40 |
41.35 |
29.85 |
11.50 |
33.3% |
1.96 |
5.7% |
41% |
False |
False |
76,837 |
60 |
47.45 |
29.85 |
17.60 |
50.9% |
1.79 |
5.2% |
27% |
False |
False |
58,788 |
80 |
51.63 |
29.85 |
21.78 |
63.0% |
1.68 |
4.9% |
22% |
False |
False |
46,961 |
100 |
53.22 |
29.85 |
23.37 |
67.6% |
1.59 |
4.6% |
20% |
False |
False |
39,210 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
43.27 |
2.618 |
40.41 |
1.618 |
38.66 |
1.000 |
37.58 |
0.618 |
36.91 |
HIGH |
35.83 |
0.618 |
35.16 |
0.500 |
34.96 |
0.382 |
34.75 |
LOW |
34.08 |
0.618 |
33.00 |
1.000 |
32.33 |
1.618 |
31.25 |
2.618 |
29.50 |
4.250 |
26.64 |
|
|
Fisher Pivots for day following 18-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
34.96 |
34.40 |
PP |
34.82 |
34.25 |
S1 |
34.69 |
34.10 |
|