NYMEX Light Sweet Crude Oil Future June 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 |
35.43 |
36.00 |
0.57 |
1.6% |
34.80 |
| High |
36.50 |
37.65 |
1.15 |
3.2% |
37.65 |
| Low |
34.42 |
35.68 |
1.26 |
3.7% |
33.76 |
| Close |
36.12 |
35.83 |
-0.29 |
-0.8% |
35.83 |
| Range |
2.08 |
1.97 |
-0.11 |
-5.3% |
3.89 |
| ATR |
2.09 |
2.08 |
-0.01 |
-0.4% |
0.00 |
| Volume |
110,402 |
108,111 |
-2,291 |
-2.1% |
503,285 |
|
| Daily Pivots for day following 26-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
42.30 |
41.03 |
36.91 |
|
| R3 |
40.33 |
39.06 |
36.37 |
|
| R2 |
38.36 |
38.36 |
36.19 |
|
| R1 |
37.09 |
37.09 |
36.01 |
36.74 |
| PP |
36.39 |
36.39 |
36.39 |
36.21 |
| S1 |
35.12 |
35.12 |
35.65 |
34.77 |
| S2 |
34.42 |
34.42 |
35.47 |
|
| S3 |
32.45 |
33.15 |
35.29 |
|
| S4 |
30.48 |
31.18 |
34.75 |
|
|
| Weekly Pivots for week ending 26-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
47.42 |
45.51 |
37.97 |
|
| R3 |
43.53 |
41.62 |
36.90 |
|
| R2 |
39.64 |
39.64 |
36.54 |
|
| R1 |
37.73 |
37.73 |
36.19 |
38.69 |
| PP |
35.75 |
35.75 |
35.75 |
36.22 |
| S1 |
33.84 |
33.84 |
35.47 |
34.80 |
| S2 |
31.86 |
31.86 |
35.12 |
|
| S3 |
27.97 |
29.95 |
34.76 |
|
| S4 |
24.08 |
26.06 |
33.69 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
37.65 |
33.76 |
3.89 |
10.9% |
2.00 |
5.6% |
53% |
True |
False |
100,657 |
| 10 |
37.65 |
33.14 |
4.51 |
12.6% |
2.15 |
6.0% |
60% |
True |
False |
95,896 |
| 20 |
38.46 |
32.10 |
6.36 |
17.8% |
2.05 |
5.7% |
59% |
False |
False |
98,544 |
| 40 |
42.07 |
30.79 |
11.28 |
31.5% |
2.06 |
5.7% |
45% |
False |
False |
79,765 |
| 60 |
46.54 |
30.79 |
15.75 |
44.0% |
1.83 |
5.1% |
32% |
False |
False |
65,403 |
| 80 |
52.04 |
30.79 |
21.25 |
59.3% |
1.73 |
4.8% |
24% |
False |
False |
55,866 |
| 100 |
53.77 |
30.79 |
22.98 |
64.1% |
1.69 |
4.7% |
22% |
False |
False |
50,506 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
46.02 |
|
2.618 |
42.81 |
|
1.618 |
40.84 |
|
1.000 |
39.62 |
|
0.618 |
38.87 |
|
HIGH |
37.65 |
|
0.618 |
36.90 |
|
0.500 |
36.67 |
|
0.382 |
36.43 |
|
LOW |
35.68 |
|
0.618 |
34.46 |
|
1.000 |
33.71 |
|
1.618 |
32.49 |
|
2.618 |
30.52 |
|
4.250 |
27.31 |
|
|
| Fisher Pivots for day following 26-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
36.67 |
35.79 |
| PP |
36.39 |
35.75 |
| S1 |
36.11 |
35.71 |
|