NYMEX Light Sweet Crude Oil Future July 2016
| Trading Metrics calculated at close of trading on 02-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2016 |
02-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
38.99 |
37.05 |
-1.94 |
-5.0% |
36.45 |
| High |
39.39 |
37.05 |
-2.34 |
-5.9% |
39.29 |
| Low |
36.95 |
35.41 |
-1.54 |
-4.2% |
34.05 |
| Close |
37.27 |
35.78 |
-1.49 |
-4.0% |
38.99 |
| Range |
2.44 |
1.64 |
-0.80 |
-32.8% |
5.24 |
| ATR |
1.93 |
1.93 |
-0.01 |
-0.3% |
0.00 |
| Volume |
36,581 |
30,046 |
-6,535 |
-17.9% |
135,831 |
|
| Daily Pivots for day following 02-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
41.00 |
40.03 |
36.68 |
|
| R3 |
39.36 |
38.39 |
36.23 |
|
| R2 |
37.72 |
37.72 |
36.08 |
|
| R1 |
36.75 |
36.75 |
35.93 |
36.42 |
| PP |
36.08 |
36.08 |
36.08 |
35.91 |
| S1 |
35.11 |
35.11 |
35.63 |
34.78 |
| S2 |
34.44 |
34.44 |
35.48 |
|
| S3 |
32.80 |
33.47 |
35.33 |
|
| S4 |
31.16 |
31.83 |
34.88 |
|
|
| Weekly Pivots for week ending 29-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
53.16 |
51.32 |
41.87 |
|
| R3 |
47.92 |
46.08 |
40.43 |
|
| R2 |
42.68 |
42.68 |
39.95 |
|
| R1 |
40.84 |
40.84 |
39.47 |
41.76 |
| PP |
37.44 |
37.44 |
37.44 |
37.91 |
| S1 |
35.60 |
35.60 |
38.51 |
36.52 |
| S2 |
32.20 |
32.20 |
38.03 |
|
| S3 |
26.96 |
30.36 |
37.55 |
|
| S4 |
21.72 |
25.12 |
36.11 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
39.39 |
35.03 |
4.36 |
12.2% |
2.12 |
5.9% |
17% |
False |
False |
30,760 |
| 10 |
39.39 |
31.61 |
7.78 |
21.7% |
2.28 |
6.4% |
54% |
False |
False |
26,980 |
| 20 |
41.62 |
31.61 |
10.01 |
28.0% |
2.00 |
5.6% |
42% |
False |
False |
21,813 |
| 40 |
46.84 |
31.61 |
15.23 |
42.6% |
1.61 |
4.5% |
27% |
False |
False |
15,709 |
| 60 |
50.42 |
31.61 |
18.81 |
52.6% |
1.47 |
4.1% |
22% |
False |
False |
12,280 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
44.02 |
|
2.618 |
41.34 |
|
1.618 |
39.70 |
|
1.000 |
38.69 |
|
0.618 |
38.06 |
|
HIGH |
37.05 |
|
0.618 |
36.42 |
|
0.500 |
36.23 |
|
0.382 |
36.04 |
|
LOW |
35.41 |
|
0.618 |
34.40 |
|
1.000 |
33.77 |
|
1.618 |
32.76 |
|
2.618 |
31.12 |
|
4.250 |
28.44 |
|
|
| Fisher Pivots for day following 02-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
36.23 |
37.40 |
| PP |
36.08 |
36.86 |
| S1 |
35.93 |
36.32 |
|