NYMEX Light Sweet Crude Oil Future May 2016
Trading Metrics calculated at close of trading on 25-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2016 |
25-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
33.10 |
34.08 |
0.98 |
3.0% |
33.29 |
High |
34.30 |
35.24 |
0.94 |
2.7% |
35.83 |
Low |
32.42 |
33.03 |
0.61 |
1.9% |
32.36 |
Close |
34.07 |
34.83 |
0.76 |
2.2% |
33.39 |
Range |
1.88 |
2.21 |
0.33 |
17.6% |
3.47 |
ATR |
2.14 |
2.14 |
0.01 |
0.2% |
0.00 |
Volume |
162,270 |
161,130 |
-1,140 |
-0.7% |
549,830 |
|
Daily Pivots for day following 25-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
41.00 |
40.12 |
36.05 |
|
R3 |
38.79 |
37.91 |
35.44 |
|
R2 |
36.58 |
36.58 |
35.24 |
|
R1 |
35.70 |
35.70 |
35.03 |
36.14 |
PP |
34.37 |
34.37 |
34.37 |
34.59 |
S1 |
33.49 |
33.49 |
34.63 |
33.93 |
S2 |
32.16 |
32.16 |
34.42 |
|
S3 |
29.95 |
31.28 |
34.22 |
|
S4 |
27.74 |
29.07 |
33.61 |
|
|
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 |
35.37 |
32.42 |
2.95 |
8.5% |
1.99 |
5.7% |
82% |
False |
False |
144,024 |
10 |
35.83 |
30.67 |
5.16 |
14.8% |
2.14 |
6.1% |
81% |
False |
False |
150,035 |
20 |
37.52 |
30.67 |
6.85 |
19.7% |
2.16 |
6.2% |
61% |
False |
False |
134,383 |
40 |
41.35 |
29.85 |
11.50 |
33.0% |
2.08 |
6.0% |
43% |
False |
False |
92,618 |
60 |
46.46 |
29.85 |
16.61 |
47.7% |
1.83 |
5.3% |
30% |
False |
False |
69,358 |
80 |
51.63 |
29.85 |
21.78 |
62.5% |
1.71 |
4.9% |
23% |
False |
False |
55,411 |
100 |
53.22 |
29.85 |
23.37 |
67.1% |
1.63 |
4.7% |
21% |
False |
False |
46,153 |
120 |
53.22 |
29.85 |
23.37 |
67.1% |
1.59 |
4.6% |
21% |
False |
False |
39,238 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
44.63 |
2.618 |
41.03 |
1.618 |
38.82 |
1.000 |
37.45 |
0.618 |
36.61 |
HIGH |
35.24 |
0.618 |
34.40 |
0.500 |
34.14 |
0.382 |
33.87 |
LOW |
33.03 |
0.618 |
31.66 |
1.000 |
30.82 |
1.618 |
29.45 |
2.618 |
27.24 |
4.250 |
23.64 |
|
|
Fisher Pivots for day following 25-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
34.60 |
34.50 |
PP |
34.37 |
34.16 |
S1 |
34.14 |
33.83 |
|