NYMEX Light Sweet Crude Oil Future March 2016
| Trading Metrics calculated at close of trading on 18-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2016 |
18-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
29.14 |
31.35 |
2.21 |
7.6% |
30.97 |
| High |
31.49 |
31.98 |
0.49 |
1.6% |
31.38 |
| Low |
28.73 |
30.27 |
1.54 |
5.4% |
26.05 |
| Close |
30.66 |
30.77 |
0.11 |
0.4% |
29.44 |
| Range |
2.76 |
1.71 |
-1.05 |
-38.0% |
5.33 |
| ATR |
2.33 |
2.28 |
-0.04 |
-1.9% |
0.00 |
| Volume |
578,639 |
225,497 |
-353,142 |
-61.0% |
3,594,267 |
|
| Daily Pivots for day following 18-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
36.14 |
35.16 |
31.71 |
|
| R3 |
34.43 |
33.45 |
31.24 |
|
| R2 |
32.72 |
32.72 |
31.08 |
|
| R1 |
31.74 |
31.74 |
30.93 |
31.38 |
| PP |
31.01 |
31.01 |
31.01 |
30.82 |
| S1 |
30.03 |
30.03 |
30.61 |
29.67 |
| S2 |
29.30 |
29.30 |
30.46 |
|
| S3 |
27.59 |
28.32 |
30.30 |
|
| S4 |
25.88 |
26.61 |
29.83 |
|
|
| 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 |
31.98 |
26.05 |
5.93 |
19.3% |
2.29 |
7.4% |
80% |
True |
False |
585,442 |
| 10 |
33.60 |
26.05 |
7.55 |
24.5% |
2.20 |
7.1% |
63% |
False |
False |
636,361 |
| 20 |
34.82 |
26.05 |
8.77 |
28.5% |
2.46 |
8.0% |
54% |
False |
False |
657,173 |
| 40 |
39.53 |
26.05 |
13.48 |
43.8% |
2.05 |
6.7% |
35% |
False |
False |
444,775 |
| 60 |
45.93 |
26.05 |
19.88 |
64.6% |
1.90 |
6.2% |
24% |
False |
False |
327,282 |
| 80 |
50.70 |
26.05 |
24.65 |
80.1% |
1.81 |
5.9% |
19% |
False |
False |
256,576 |
| 100 |
53.01 |
26.05 |
26.96 |
87.6% |
1.76 |
5.7% |
18% |
False |
False |
211,801 |
| 120 |
53.08 |
26.05 |
27.03 |
87.8% |
1.86 |
6.1% |
17% |
False |
False |
180,744 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
39.25 |
|
2.618 |
36.46 |
|
1.618 |
34.75 |
|
1.000 |
33.69 |
|
0.618 |
33.04 |
|
HIGH |
31.98 |
|
0.618 |
31.33 |
|
0.500 |
31.13 |
|
0.382 |
30.92 |
|
LOW |
30.27 |
|
0.618 |
29.21 |
|
1.000 |
28.56 |
|
1.618 |
27.50 |
|
2.618 |
25.79 |
|
4.250 |
23.00 |
|
|
| Fisher Pivots for day following 18-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
31.13 |
30.63 |
| PP |
31.01 |
30.48 |
| S1 |
30.89 |
30.34 |
|