NYMEX Light Sweet Crude Oil Future April 2016
| Trading Metrics calculated at close of trading on 24-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2016 |
24-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
33.34 |
31.28 |
-2.06 |
-6.2% |
31.30 |
| High |
33.53 |
32.40 |
-1.13 |
-3.4% |
34.21 |
| Low |
31.22 |
30.56 |
-0.66 |
-2.1% |
30.66 |
| Close |
31.87 |
32.15 |
0.28 |
0.9% |
31.75 |
| Range |
2.31 |
1.84 |
-0.47 |
-20.3% |
3.55 |
| ATR |
2.21 |
2.18 |
-0.03 |
-1.2% |
0.00 |
| Volume |
539,379 |
652,245 |
112,866 |
20.9% |
1,882,982 |
|
| Daily Pivots for day following 24-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
37.22 |
36.53 |
33.16 |
|
| R3 |
35.38 |
34.69 |
32.66 |
|
| R2 |
33.54 |
33.54 |
32.49 |
|
| R1 |
32.85 |
32.85 |
32.32 |
33.20 |
| PP |
31.70 |
31.70 |
31.70 |
31.88 |
| S1 |
31.01 |
31.01 |
31.98 |
31.36 |
| S2 |
29.86 |
29.86 |
31.81 |
|
| S3 |
28.02 |
29.17 |
31.64 |
|
| S4 |
26.18 |
27.33 |
31.14 |
|
|
| Weekly Pivots for week ending 19-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
42.86 |
40.85 |
33.70 |
|
| R3 |
39.31 |
37.30 |
32.73 |
|
| R2 |
35.76 |
35.76 |
32.40 |
|
| R1 |
33.75 |
33.75 |
32.08 |
34.76 |
| PP |
32.21 |
32.21 |
32.21 |
32.71 |
| S1 |
30.20 |
30.20 |
31.42 |
31.21 |
| S2 |
28.66 |
28.66 |
31.10 |
|
| S3 |
25.11 |
26.65 |
30.77 |
|
| S4 |
21.56 |
23.10 |
29.80 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
34.21 |
30.56 |
3.65 |
11.4% |
1.96 |
6.1% |
44% |
False |
True |
531,132 |
| 10 |
34.21 |
28.74 |
5.47 |
17.0% |
2.11 |
6.6% |
62% |
False |
False |
490,170 |
| 20 |
36.28 |
28.74 |
7.54 |
23.5% |
2.23 |
6.9% |
45% |
False |
False |
361,151 |
| 40 |
40.50 |
28.74 |
11.76 |
36.6% |
2.10 |
6.5% |
29% |
False |
False |
226,734 |
| 60 |
46.46 |
28.74 |
17.72 |
55.1% |
1.88 |
5.8% |
19% |
False |
False |
164,274 |
| 80 |
51.29 |
28.74 |
22.55 |
70.1% |
1.77 |
5.5% |
15% |
False |
False |
128,162 |
| 100 |
53.35 |
28.74 |
24.61 |
76.5% |
1.72 |
5.3% |
14% |
False |
False |
105,166 |
| 120 |
53.35 |
28.74 |
24.61 |
76.5% |
1.69 |
5.3% |
14% |
False |
False |
88,954 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
40.22 |
|
2.618 |
37.22 |
|
1.618 |
35.38 |
|
1.000 |
34.24 |
|
0.618 |
33.54 |
|
HIGH |
32.40 |
|
0.618 |
31.70 |
|
0.500 |
31.48 |
|
0.382 |
31.26 |
|
LOW |
30.56 |
|
0.618 |
29.42 |
|
1.000 |
28.72 |
|
1.618 |
27.58 |
|
2.618 |
25.74 |
|
4.250 |
22.74 |
|
|
| Fisher Pivots for day following 24-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
31.93 |
32.20 |
| PP |
31.70 |
32.18 |
| S1 |
31.48 |
32.17 |
|