NYMEX Light Sweet Crude Oil Future May 2016
Trading Metrics calculated at close of trading on 22-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2016 |
22-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
34.37 |
33.54 |
-0.83 |
-2.4% |
33.29 |
High |
34.62 |
35.37 |
0.75 |
2.2% |
35.83 |
Low |
33.04 |
33.27 |
0.23 |
0.7% |
32.36 |
Close |
33.39 |
35.04 |
1.65 |
4.9% |
33.39 |
Range |
1.58 |
2.10 |
0.52 |
32.9% |
3.47 |
ATR |
2.16 |
2.16 |
0.00 |
-0.2% |
0.00 |
Volume |
113,852 |
159,462 |
45,610 |
40.1% |
549,830 |
|
Daily Pivots for day following 22-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
40.86 |
40.05 |
36.20 |
|
R3 |
38.76 |
37.95 |
35.62 |
|
R2 |
36.66 |
36.66 |
35.43 |
|
R1 |
35.85 |
35.85 |
35.23 |
36.26 |
PP |
34.56 |
34.56 |
34.56 |
34.76 |
S1 |
33.75 |
33.75 |
34.85 |
34.16 |
S2 |
32.46 |
32.46 |
34.66 |
|
S3 |
30.36 |
31.65 |
34.46 |
|
S4 |
28.26 |
29.55 |
33.89 |
|
|
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 |
32.36 |
3.47 |
9.9% |
2.30 |
6.6% |
77% |
False |
False |
141,858 |
10 |
35.83 |
30.67 |
5.16 |
14.7% |
2.14 |
6.1% |
85% |
False |
False |
152,352 |
20 |
37.52 |
30.67 |
6.85 |
19.5% |
2.26 |
6.5% |
64% |
False |
False |
124,754 |
40 |
41.35 |
29.85 |
11.50 |
32.8% |
2.01 |
5.7% |
45% |
False |
False |
82,715 |
60 |
47.45 |
29.85 |
17.60 |
50.2% |
1.80 |
5.1% |
29% |
False |
False |
62,654 |
80 |
51.63 |
29.85 |
21.78 |
62.2% |
1.70 |
4.8% |
24% |
False |
False |
50,217 |
100 |
53.22 |
29.85 |
23.37 |
66.7% |
1.61 |
4.6% |
22% |
False |
False |
41,827 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
44.30 |
2.618 |
40.87 |
1.618 |
38.77 |
1.000 |
37.47 |
0.618 |
36.67 |
HIGH |
35.37 |
0.618 |
34.57 |
0.500 |
34.32 |
0.382 |
34.07 |
LOW |
33.27 |
0.618 |
31.97 |
1.000 |
31.17 |
1.618 |
29.87 |
2.618 |
27.77 |
4.250 |
24.35 |
|
|
Fisher Pivots for day following 22-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
34.80 |
34.84 |
PP |
34.56 |
34.64 |
S1 |
34.32 |
34.44 |
|