NYMEX Light Sweet Crude Oil Future March 2016
| Trading Metrics calculated at close of trading on 17-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2016 |
17-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
29.08 |
29.14 |
0.06 |
0.2% |
30.97 |
| High |
31.53 |
31.49 |
-0.04 |
-0.1% |
31.38 |
| Low |
28.70 |
28.73 |
0.03 |
0.1% |
26.05 |
| Close |
29.04 |
30.66 |
1.62 |
5.6% |
29.44 |
| Range |
2.83 |
2.76 |
-0.07 |
-2.5% |
5.33 |
| ATR |
2.29 |
2.33 |
0.03 |
1.4% |
0.00 |
| Volume |
651,956 |
578,639 |
-73,317 |
-11.2% |
3,594,267 |
|
| Daily Pivots for day following 17-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
38.57 |
37.38 |
32.18 |
|
| R3 |
35.81 |
34.62 |
31.42 |
|
| R2 |
33.05 |
33.05 |
31.17 |
|
| R1 |
31.86 |
31.86 |
30.91 |
32.46 |
| PP |
30.29 |
30.29 |
30.29 |
30.59 |
| S1 |
29.10 |
29.10 |
30.41 |
29.70 |
| S2 |
27.53 |
27.53 |
30.15 |
|
| S3 |
24.77 |
26.34 |
29.90 |
|
| S4 |
22.01 |
23.58 |
29.14 |
|
|
| Weekly Pivots for week ending 12-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
44.95 |
42.52 |
32.37 |
|
| R3 |
39.62 |
37.19 |
30.91 |
|
| R2 |
34.29 |
34.29 |
30.42 |
|
| R1 |
31.86 |
31.86 |
29.93 |
30.41 |
| PP |
28.96 |
28.96 |
28.96 |
28.23 |
| S1 |
26.53 |
26.53 |
28.95 |
25.08 |
| S2 |
23.63 |
23.63 |
28.46 |
|
| S3 |
18.30 |
21.20 |
27.97 |
|
| S4 |
12.97 |
15.87 |
26.51 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
31.53 |
26.05 |
5.48 |
17.9% |
2.34 |
7.6% |
84% |
False |
False |
696,599 |
| 10 |
33.60 |
26.05 |
7.55 |
24.6% |
2.36 |
7.7% |
61% |
False |
False |
694,981 |
| 20 |
34.82 |
26.05 |
8.77 |
28.6% |
2.48 |
8.1% |
53% |
False |
False |
680,400 |
| 40 |
39.53 |
26.05 |
13.48 |
44.0% |
2.04 |
6.7% |
34% |
False |
False |
440,863 |
| 60 |
45.93 |
26.05 |
19.88 |
64.8% |
1.89 |
6.2% |
23% |
False |
False |
324,435 |
| 80 |
50.70 |
26.05 |
24.65 |
80.4% |
1.80 |
5.9% |
19% |
False |
False |
254,232 |
| 100 |
53.01 |
26.05 |
26.96 |
87.9% |
1.76 |
5.7% |
17% |
False |
False |
209,781 |
| 120 |
53.08 |
26.05 |
27.03 |
88.2% |
1.86 |
6.1% |
17% |
False |
False |
179,016 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
43.22 |
|
2.618 |
38.72 |
|
1.618 |
35.96 |
|
1.000 |
34.25 |
|
0.618 |
33.20 |
|
HIGH |
31.49 |
|
0.618 |
30.44 |
|
0.500 |
30.11 |
|
0.382 |
29.78 |
|
LOW |
28.73 |
|
0.618 |
27.02 |
|
1.000 |
25.97 |
|
1.618 |
24.26 |
|
2.618 |
21.50 |
|
4.250 |
17.00 |
|
|
| Fisher Pivots for day following 17-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
30.48 |
30.19 |
| PP |
30.29 |
29.71 |
| S1 |
30.11 |
29.24 |
|