NYMEX Light Sweet Crude Oil Future July 2016
| Trading Metrics calculated at close of trading on 08-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2016 |
08-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
37.59 |
37.12 |
-0.47 |
-1.3% |
38.99 |
| High |
38.30 |
37.53 |
-0.77 |
-2.0% |
39.39 |
| Low |
36.88 |
35.98 |
-0.90 |
-2.4% |
35.40 |
| Close |
37.10 |
36.11 |
-0.99 |
-2.7% |
37.10 |
| Range |
1.42 |
1.55 |
0.13 |
9.2% |
3.99 |
| ATR |
1.92 |
1.89 |
-0.03 |
-1.4% |
0.00 |
| Volume |
30,413 |
35,764 |
5,351 |
17.6% |
173,611 |
|
| Daily Pivots for day following 08-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
41.19 |
40.20 |
36.96 |
|
| R3 |
39.64 |
38.65 |
36.54 |
|
| R2 |
38.09 |
38.09 |
36.39 |
|
| R1 |
37.10 |
37.10 |
36.25 |
36.82 |
| PP |
36.54 |
36.54 |
36.54 |
36.40 |
| S1 |
35.55 |
35.55 |
35.97 |
35.27 |
| S2 |
34.99 |
34.99 |
35.83 |
|
| S3 |
33.44 |
34.00 |
35.68 |
|
| S4 |
31.89 |
32.45 |
35.26 |
|
|
| Weekly Pivots for week ending 05-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
49.27 |
47.17 |
39.29 |
|
| R3 |
45.28 |
43.18 |
38.20 |
|
| R2 |
41.29 |
41.29 |
37.83 |
|
| R1 |
39.19 |
39.19 |
37.47 |
38.25 |
| PP |
37.30 |
37.30 |
37.30 |
36.82 |
| S1 |
35.20 |
35.20 |
36.73 |
34.26 |
| S2 |
33.31 |
33.31 |
36.37 |
|
| S3 |
29.32 |
31.21 |
36.00 |
|
| S4 |
25.33 |
27.22 |
34.91 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
38.61 |
35.40 |
3.21 |
8.9% |
1.78 |
4.9% |
22% |
False |
False |
34,558 |
| 10 |
39.39 |
34.05 |
5.34 |
14.8% |
2.08 |
5.7% |
39% |
False |
False |
32,126 |
| 20 |
39.39 |
31.61 |
7.78 |
21.5% |
2.04 |
5.6% |
58% |
False |
False |
26,289 |
| 40 |
43.19 |
31.61 |
11.58 |
32.1% |
1.63 |
4.5% |
39% |
False |
False |
17,828 |
| 60 |
49.00 |
31.61 |
17.39 |
48.2% |
1.53 |
4.2% |
26% |
False |
False |
14,390 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
44.12 |
|
2.618 |
41.59 |
|
1.618 |
40.04 |
|
1.000 |
39.08 |
|
0.618 |
38.49 |
|
HIGH |
37.53 |
|
0.618 |
36.94 |
|
0.500 |
36.76 |
|
0.382 |
36.57 |
|
LOW |
35.98 |
|
0.618 |
35.02 |
|
1.000 |
34.43 |
|
1.618 |
33.47 |
|
2.618 |
31.92 |
|
4.250 |
29.39 |
|
|
| Fisher Pivots for day following 08-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
36.76 |
37.30 |
| PP |
36.54 |
36.90 |
| S1 |
36.33 |
36.51 |
|