NYMEX Light Sweet Crude Oil Future March 2016
| Trading Metrics calculated at close of trading on 01-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2016 |
01-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
33.70 |
33.83 |
0.13 |
0.4% |
32.05 |
| High |
34.40 |
34.18 |
-0.22 |
-0.6% |
34.82 |
| Low |
32.65 |
31.29 |
-1.36 |
-4.2% |
29.25 |
| Close |
33.62 |
31.62 |
-2.00 |
-5.9% |
33.62 |
| Range |
1.75 |
2.89 |
1.14 |
65.1% |
5.57 |
| ATR |
2.13 |
2.19 |
0.05 |
2.5% |
0.00 |
| Volume |
618,110 |
595,612 |
-22,498 |
-3.6% |
3,439,363 |
|
| Daily Pivots for day following 01-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
41.03 |
39.22 |
33.21 |
|
| R3 |
38.14 |
36.33 |
32.41 |
|
| R2 |
35.25 |
35.25 |
32.15 |
|
| R1 |
33.44 |
33.44 |
31.88 |
32.90 |
| PP |
32.36 |
32.36 |
32.36 |
32.10 |
| S1 |
30.55 |
30.55 |
31.36 |
30.01 |
| S2 |
29.47 |
29.47 |
31.09 |
|
| S3 |
26.58 |
27.66 |
30.83 |
|
| S4 |
23.69 |
24.77 |
30.03 |
|
|
| Weekly Pivots for week ending 29-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
49.27 |
47.02 |
36.68 |
|
| R3 |
43.70 |
41.45 |
35.15 |
|
| R2 |
38.13 |
38.13 |
34.64 |
|
| R1 |
35.88 |
35.88 |
34.13 |
37.01 |
| PP |
32.56 |
32.56 |
32.56 |
33.13 |
| S1 |
30.31 |
30.31 |
33.11 |
31.44 |
| S2 |
26.99 |
26.99 |
32.60 |
|
| S3 |
21.42 |
24.74 |
32.09 |
|
| S4 |
15.85 |
19.17 |
30.56 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
34.82 |
29.25 |
5.57 |
17.6% |
2.72 |
8.6% |
43% |
False |
False |
685,616 |
| 10 |
34.82 |
27.56 |
7.26 |
23.0% |
2.60 |
8.2% |
56% |
False |
False |
679,955 |
| 20 |
39.53 |
27.56 |
11.97 |
37.9% |
2.27 |
7.2% |
34% |
False |
False |
474,020 |
| 40 |
44.45 |
27.56 |
16.89 |
53.4% |
1.87 |
5.9% |
24% |
False |
False |
285,262 |
| 60 |
50.67 |
27.56 |
23.11 |
73.1% |
1.74 |
5.5% |
18% |
False |
False |
208,074 |
| 80 |
53.01 |
27.56 |
25.45 |
80.5% |
1.70 |
5.4% |
16% |
False |
False |
164,619 |
| 100 |
53.01 |
27.56 |
25.45 |
80.5% |
1.70 |
5.4% |
16% |
False |
False |
136,917 |
| 120 |
53.08 |
27.56 |
25.52 |
80.7% |
1.78 |
5.6% |
16% |
False |
False |
118,271 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
46.46 |
|
2.618 |
41.75 |
|
1.618 |
38.86 |
|
1.000 |
37.07 |
|
0.618 |
35.97 |
|
HIGH |
34.18 |
|
0.618 |
33.08 |
|
0.500 |
32.74 |
|
0.382 |
32.39 |
|
LOW |
31.29 |
|
0.618 |
29.50 |
|
1.000 |
28.40 |
|
1.618 |
26.61 |
|
2.618 |
23.72 |
|
4.250 |
19.01 |
|
|
| Fisher Pivots for day following 01-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
32.74 |
33.06 |
| PP |
32.36 |
32.58 |
| S1 |
31.99 |
32.10 |
|