NYMEX Light Sweet Crude Oil Future April 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 |
31.30 |
31.19 |
-0.11 |
-0.4% |
32.79 |
| High |
33.78 |
33.66 |
-0.12 |
-0.4% |
33.28 |
| Low |
30.66 |
30.81 |
0.15 |
0.5% |
28.74 |
| Close |
30.97 |
32.98 |
2.01 |
6.5% |
31.91 |
| Range |
3.12 |
2.85 |
-0.27 |
-8.7% |
4.54 |
| ATR |
2.23 |
2.28 |
0.04 |
2.0% |
0.00 |
| Volume |
481,273 |
458,686 |
-22,587 |
-4.7% |
1,951,830 |
|
| Daily Pivots for day following 17-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
41.03 |
39.86 |
34.55 |
|
| R3 |
38.18 |
37.01 |
33.76 |
|
| R2 |
35.33 |
35.33 |
33.50 |
|
| R1 |
34.16 |
34.16 |
33.24 |
34.75 |
| PP |
32.48 |
32.48 |
32.48 |
32.78 |
| S1 |
31.31 |
31.31 |
32.72 |
31.90 |
| S2 |
29.63 |
29.63 |
32.46 |
|
| S3 |
26.78 |
28.46 |
32.20 |
|
| S4 |
23.93 |
25.61 |
31.41 |
|
|
| Weekly Pivots for week ending 12-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
44.93 |
42.96 |
34.41 |
|
| R3 |
40.39 |
38.42 |
33.16 |
|
| R2 |
35.85 |
35.85 |
32.74 |
|
| R1 |
33.88 |
33.88 |
32.33 |
32.60 |
| PP |
31.31 |
31.31 |
31.31 |
30.67 |
| S1 |
29.34 |
29.34 |
31.49 |
28.06 |
| S2 |
26.77 |
26.77 |
31.08 |
|
| S3 |
22.23 |
24.80 |
30.66 |
|
| S4 |
17.69 |
20.26 |
29.41 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
33.78 |
28.74 |
5.04 |
15.3% |
2.25 |
6.8% |
84% |
False |
False |
449,207 |
| 10 |
35.08 |
28.74 |
6.34 |
19.2% |
2.27 |
6.9% |
67% |
False |
False |
365,599 |
| 20 |
36.28 |
28.74 |
7.54 |
22.9% |
2.40 |
7.3% |
56% |
False |
False |
266,728 |
| 40 |
40.50 |
28.74 |
11.76 |
35.7% |
1.99 |
6.0% |
36% |
False |
False |
164,599 |
| 60 |
46.78 |
28.74 |
18.04 |
54.7% |
1.83 |
5.6% |
24% |
False |
False |
122,079 |
| 80 |
51.29 |
28.74 |
22.55 |
68.4% |
1.73 |
5.3% |
19% |
False |
False |
96,035 |
| 100 |
53.35 |
28.74 |
24.61 |
74.6% |
1.67 |
5.1% |
17% |
False |
False |
79,056 |
| 120 |
53.50 |
28.74 |
24.76 |
75.1% |
1.76 |
5.3% |
17% |
False |
False |
67,231 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
45.77 |
|
2.618 |
41.12 |
|
1.618 |
38.27 |
|
1.000 |
36.51 |
|
0.618 |
35.42 |
|
HIGH |
33.66 |
|
0.618 |
32.57 |
|
0.500 |
32.24 |
|
0.382 |
31.90 |
|
LOW |
30.81 |
|
0.618 |
29.05 |
|
1.000 |
27.96 |
|
1.618 |
26.20 |
|
2.618 |
23.35 |
|
4.250 |
18.70 |
|
|
| Fisher Pivots for day following 17-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
32.73 |
32.58 |
| PP |
32.48 |
32.18 |
| S1 |
32.24 |
31.78 |
|