NYMEX Light Sweet Crude Oil Future May 2016
Trading Metrics calculated at close of trading on 26-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2016 |
26-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
34.08 |
34.64 |
0.56 |
1.6% |
33.54 |
High |
35.24 |
36.43 |
1.19 |
3.4% |
36.43 |
Low |
33.03 |
34.45 |
1.42 |
4.3% |
32.42 |
Close |
34.83 |
34.58 |
-0.25 |
-0.7% |
34.58 |
Range |
2.21 |
1.98 |
-0.23 |
-10.4% |
4.01 |
ATR |
2.14 |
2.13 |
-0.01 |
-0.5% |
0.00 |
Volume |
161,130 |
149,859 |
-11,271 |
-7.0% |
756,130 |
|
Daily Pivots for day following 26-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
41.09 |
39.82 |
35.67 |
|
R3 |
39.11 |
37.84 |
35.12 |
|
R2 |
37.13 |
37.13 |
34.94 |
|
R1 |
35.86 |
35.86 |
34.76 |
35.51 |
PP |
35.15 |
35.15 |
35.15 |
34.98 |
S1 |
33.88 |
33.88 |
34.40 |
33.53 |
S2 |
33.17 |
33.17 |
34.22 |
|
S3 |
31.19 |
31.90 |
34.04 |
|
S4 |
29.21 |
29.92 |
33.49 |
|
|
Weekly Pivots for week ending 26-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
46.51 |
44.55 |
36.79 |
|
R3 |
42.50 |
40.54 |
35.68 |
|
R2 |
38.49 |
38.49 |
35.32 |
|
R1 |
36.53 |
36.53 |
34.95 |
37.51 |
PP |
34.48 |
34.48 |
34.48 |
34.97 |
S1 |
32.52 |
32.52 |
34.21 |
33.50 |
S2 |
30.47 |
30.47 |
33.84 |
|
S3 |
26.46 |
28.51 |
33.48 |
|
S4 |
22.45 |
24.50 |
32.37 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
36.43 |
32.42 |
4.01 |
11.6% |
2.07 |
6.0% |
54% |
True |
False |
151,226 |
10 |
36.43 |
31.71 |
4.72 |
13.6% |
2.20 |
6.4% |
61% |
True |
False |
147,045 |
20 |
37.29 |
30.67 |
6.62 |
19.1% |
2.12 |
6.1% |
59% |
False |
False |
137,059 |
40 |
41.35 |
29.85 |
11.50 |
33.3% |
2.10 |
6.1% |
41% |
False |
False |
96,087 |
60 |
46.00 |
29.85 |
16.15 |
46.7% |
1.85 |
5.3% |
29% |
False |
False |
71,570 |
80 |
51.63 |
29.85 |
21.78 |
63.0% |
1.72 |
5.0% |
22% |
False |
False |
57,166 |
100 |
53.22 |
29.85 |
23.37 |
67.6% |
1.64 |
4.7% |
20% |
False |
False |
47,570 |
120 |
53.22 |
29.85 |
23.37 |
67.6% |
1.60 |
4.6% |
20% |
False |
False |
40,427 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
44.85 |
2.618 |
41.61 |
1.618 |
39.63 |
1.000 |
38.41 |
0.618 |
37.65 |
HIGH |
36.43 |
0.618 |
35.67 |
0.500 |
35.44 |
0.382 |
35.21 |
LOW |
34.45 |
0.618 |
33.23 |
1.000 |
32.47 |
1.618 |
31.25 |
2.618 |
29.27 |
4.250 |
26.04 |
|
|
Fisher Pivots for day following 26-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
35.44 |
34.53 |
PP |
35.15 |
34.48 |
S1 |
34.87 |
34.43 |
|