NYMEX Light Sweet Crude Oil Future May 2016
Trading Metrics calculated at close of trading on 19-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2016 |
19-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
35.13 |
34.37 |
-0.76 |
-2.2% |
33.29 |
High |
35.83 |
34.62 |
-1.21 |
-3.4% |
35.83 |
Low |
34.08 |
33.04 |
-1.04 |
-3.1% |
32.36 |
Close |
34.55 |
33.39 |
-1.16 |
-3.4% |
33.39 |
Range |
1.75 |
1.58 |
-0.17 |
-9.7% |
3.47 |
ATR |
2.21 |
2.16 |
-0.04 |
-2.0% |
0.00 |
Volume |
113,097 |
113,852 |
755 |
0.7% |
549,830 |
|
Daily Pivots for day following 19-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
38.42 |
37.49 |
34.26 |
|
R3 |
36.84 |
35.91 |
33.82 |
|
R2 |
35.26 |
35.26 |
33.68 |
|
R1 |
34.33 |
34.33 |
33.53 |
34.01 |
PP |
33.68 |
33.68 |
33.68 |
33.52 |
S1 |
32.75 |
32.75 |
33.25 |
32.43 |
S2 |
32.10 |
32.10 |
33.10 |
|
S3 |
30.52 |
31.17 |
32.96 |
|
S4 |
28.94 |
29.59 |
32.52 |
|
|
Weekly Pivots for week ending 19-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
44.27 |
42.30 |
35.30 |
|
R3 |
40.80 |
38.83 |
34.34 |
|
R2 |
37.33 |
37.33 |
34.03 |
|
R1 |
35.36 |
35.36 |
33.71 |
36.35 |
PP |
33.86 |
33.86 |
33.86 |
34.35 |
S1 |
31.89 |
31.89 |
33.07 |
32.88 |
S2 |
30.39 |
30.39 |
32.75 |
|
S3 |
26.92 |
28.42 |
32.44 |
|
S4 |
23.45 |
24.95 |
31.48 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
35.83 |
31.71 |
4.12 |
12.3% |
2.33 |
7.0% |
41% |
False |
False |
142,865 |
10 |
35.83 |
30.67 |
5.16 |
15.5% |
2.09 |
6.3% |
53% |
False |
False |
149,081 |
20 |
37.52 |
30.67 |
6.85 |
20.5% |
2.30 |
6.9% |
40% |
False |
False |
120,507 |
40 |
41.35 |
29.85 |
11.50 |
34.4% |
1.98 |
5.9% |
31% |
False |
False |
79,264 |
60 |
47.45 |
29.85 |
17.60 |
52.7% |
1.79 |
5.4% |
20% |
False |
False |
60,374 |
80 |
51.63 |
29.85 |
21.78 |
65.2% |
1.69 |
5.1% |
16% |
False |
False |
48,287 |
100 |
53.22 |
29.85 |
23.37 |
70.0% |
1.60 |
4.8% |
15% |
False |
False |
40,289 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
41.34 |
2.618 |
38.76 |
1.618 |
37.18 |
1.000 |
36.20 |
0.618 |
35.60 |
HIGH |
34.62 |
0.618 |
34.02 |
0.500 |
33.83 |
0.382 |
33.64 |
LOW |
33.04 |
0.618 |
32.06 |
1.000 |
31.46 |
1.618 |
30.48 |
2.618 |
28.90 |
4.250 |
26.33 |
|
|
Fisher Pivots for day following 19-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
33.83 |
34.16 |
PP |
33.68 |
33.90 |
S1 |
33.54 |
33.65 |
|