NYMEX Light Sweet Crude Oil Future March 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 |
33.83 |
31.37 |
-2.46 |
-7.3% |
32.05 |
| High |
34.18 |
31.53 |
-2.65 |
-7.8% |
34.82 |
| Low |
31.29 |
29.57 |
-1.72 |
-5.5% |
29.25 |
| Close |
31.62 |
29.88 |
-1.74 |
-5.5% |
33.62 |
| Range |
2.89 |
1.96 |
-0.93 |
-32.2% |
5.57 |
| ATR |
2.19 |
2.18 |
-0.01 |
-0.4% |
0.00 |
| Volume |
595,612 |
602,564 |
6,952 |
1.2% |
3,439,363 |
|
| Daily Pivots for day following 02-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
36.21 |
35.00 |
30.96 |
|
| R3 |
34.25 |
33.04 |
30.42 |
|
| R2 |
32.29 |
32.29 |
30.24 |
|
| R1 |
31.08 |
31.08 |
30.06 |
30.71 |
| PP |
30.33 |
30.33 |
30.33 |
30.14 |
| S1 |
29.12 |
29.12 |
29.70 |
28.75 |
| S2 |
28.37 |
28.37 |
29.52 |
|
| S3 |
26.41 |
27.16 |
29.34 |
|
| S4 |
24.45 |
25.20 |
28.80 |
|
|
| 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 |
29.57 |
5.25 |
17.6% |
2.48 |
8.3% |
6% |
False |
True |
677,643 |
| 10 |
34.82 |
27.56 |
7.26 |
24.3% |
2.60 |
8.7% |
32% |
False |
False |
665,819 |
| 20 |
38.31 |
27.56 |
10.75 |
36.0% |
2.27 |
7.6% |
22% |
False |
False |
498,735 |
| 40 |
44.45 |
27.56 |
16.89 |
56.5% |
1.88 |
6.3% |
14% |
False |
False |
298,642 |
| 60 |
48.99 |
27.56 |
21.43 |
71.7% |
1.74 |
5.8% |
11% |
False |
False |
217,583 |
| 80 |
53.01 |
27.56 |
25.45 |
85.2% |
1.70 |
5.7% |
9% |
False |
False |
171,596 |
| 100 |
53.01 |
27.56 |
25.45 |
85.2% |
1.70 |
5.7% |
9% |
False |
False |
142,788 |
| 120 |
53.08 |
27.56 |
25.52 |
85.4% |
1.78 |
5.9% |
9% |
False |
False |
123,108 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
39.86 |
|
2.618 |
36.66 |
|
1.618 |
34.70 |
|
1.000 |
33.49 |
|
0.618 |
32.74 |
|
HIGH |
31.53 |
|
0.618 |
30.78 |
|
0.500 |
30.55 |
|
0.382 |
30.32 |
|
LOW |
29.57 |
|
0.618 |
28.36 |
|
1.000 |
27.61 |
|
1.618 |
26.40 |
|
2.618 |
24.44 |
|
4.250 |
21.24 |
|
|
| Fisher Pivots for day following 02-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
30.55 |
31.99 |
| PP |
30.33 |
31.28 |
| S1 |
30.10 |
30.58 |
|