NYMEX Light Sweet Crude Oil Future May 2016
Trading Metrics calculated at close of trading on 24-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2016 |
24-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
35.06 |
33.10 |
-1.96 |
-5.6% |
33.29 |
High |
35.23 |
34.30 |
-0.93 |
-2.6% |
35.83 |
Low |
33.04 |
32.42 |
-0.62 |
-1.9% |
32.36 |
Close |
33.60 |
34.07 |
0.47 |
1.4% |
33.39 |
Range |
2.19 |
1.88 |
-0.31 |
-14.2% |
3.47 |
ATR |
2.16 |
2.14 |
-0.02 |
-0.9% |
0.00 |
Volume |
123,409 |
162,270 |
38,861 |
31.5% |
549,830 |
|
Daily Pivots for day following 24-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
39.24 |
38.53 |
35.10 |
|
R3 |
37.36 |
36.65 |
34.59 |
|
R2 |
35.48 |
35.48 |
34.41 |
|
R1 |
34.77 |
34.77 |
34.24 |
35.13 |
PP |
33.60 |
33.60 |
33.60 |
33.77 |
S1 |
32.89 |
32.89 |
33.90 |
33.25 |
S2 |
31.72 |
31.72 |
33.73 |
|
S3 |
29.84 |
31.01 |
33.55 |
|
S4 |
27.96 |
29.13 |
33.04 |
|
|
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 |
32.42 |
3.41 |
10.0% |
1.90 |
5.6% |
48% |
False |
True |
134,418 |
10 |
35.83 |
30.67 |
5.16 |
15.1% |
2.09 |
6.1% |
66% |
False |
False |
152,593 |
20 |
37.52 |
30.67 |
6.85 |
20.1% |
2.18 |
6.4% |
50% |
False |
False |
131,183 |
40 |
41.35 |
29.85 |
11.50 |
33.8% |
2.05 |
6.0% |
37% |
False |
False |
88,877 |
60 |
47.11 |
29.85 |
17.26 |
50.7% |
1.82 |
5.3% |
24% |
False |
False |
66,794 |
80 |
51.63 |
29.85 |
21.78 |
63.9% |
1.70 |
5.0% |
19% |
False |
False |
53,499 |
100 |
53.22 |
29.85 |
23.37 |
68.6% |
1.63 |
4.8% |
18% |
False |
False |
44,605 |
120 |
53.22 |
29.85 |
23.37 |
68.6% |
1.59 |
4.7% |
18% |
False |
False |
37,927 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
42.29 |
2.618 |
39.22 |
1.618 |
37.34 |
1.000 |
36.18 |
0.618 |
35.46 |
HIGH |
34.30 |
0.618 |
33.58 |
0.500 |
33.36 |
0.382 |
33.14 |
LOW |
32.42 |
0.618 |
31.26 |
1.000 |
30.54 |
1.618 |
29.38 |
2.618 |
27.50 |
4.250 |
24.43 |
|
|
Fisher Pivots for day following 24-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
33.83 |
34.01 |
PP |
33.60 |
33.95 |
S1 |
33.36 |
33.90 |
|