NYMEX Light Sweet Crude Oil Future May 2016
| Trading Metrics calculated at close of trading on 23-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2016 |
23-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
33.54 |
35.06 |
1.52 |
4.5% |
33.29 |
| High |
35.37 |
35.23 |
-0.14 |
-0.4% |
35.83 |
| Low |
33.27 |
33.04 |
-0.23 |
-0.7% |
32.36 |
| Close |
35.04 |
33.60 |
-1.44 |
-4.1% |
33.39 |
| Range |
2.10 |
2.19 |
0.09 |
4.3% |
3.47 |
| ATR |
2.16 |
2.16 |
0.00 |
0.1% |
0.00 |
| Volume |
159,462 |
123,409 |
-36,053 |
-22.6% |
549,830 |
|
| Daily Pivots for day following 23-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
40.53 |
39.25 |
34.80 |
|
| R3 |
38.34 |
37.06 |
34.20 |
|
| R2 |
36.15 |
36.15 |
34.00 |
|
| R1 |
34.87 |
34.87 |
33.80 |
34.42 |
| PP |
33.96 |
33.96 |
33.96 |
33.73 |
| S1 |
32.68 |
32.68 |
33.40 |
32.23 |
| S2 |
31.77 |
31.77 |
33.20 |
|
| S3 |
29.58 |
30.49 |
33.00 |
|
| S4 |
27.39 |
28.30 |
32.40 |
|
|
| Weekly Pivots for week ending 19-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
44.27 |
42.30 |
35.30 |
|
| R3 |
40.80 |
38.83 |
34.34 |
|
| R2 |
37.33 |
37.33 |
34.03 |
|
| R1 |
35.36 |
35.36 |
33.71 |
36.35 |
| PP |
33.86 |
33.86 |
33.86 |
34.35 |
| S1 |
31.89 |
31.89 |
33.07 |
32.88 |
| S2 |
30.39 |
30.39 |
32.75 |
|
| S3 |
26.92 |
28.42 |
32.44 |
|
| S4 |
23.45 |
24.95 |
31.48 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
35.83 |
32.49 |
3.34 |
9.9% |
2.08 |
6.2% |
33% |
False |
False |
131,974 |
| 10 |
35.83 |
30.67 |
5.16 |
15.4% |
2.19 |
6.5% |
57% |
False |
False |
151,835 |
| 20 |
37.52 |
30.67 |
6.85 |
20.4% |
2.24 |
6.7% |
43% |
False |
False |
126,899 |
| 40 |
41.35 |
29.85 |
11.50 |
34.2% |
2.03 |
6.1% |
33% |
False |
False |
85,168 |
| 60 |
47.36 |
29.85 |
17.51 |
52.1% |
1.81 |
5.4% |
21% |
False |
False |
64,389 |
| 80 |
51.63 |
29.85 |
21.78 |
64.8% |
1.71 |
5.1% |
17% |
False |
False |
51,657 |
| 100 |
53.22 |
29.85 |
23.37 |
69.6% |
1.62 |
4.8% |
16% |
False |
False |
43,026 |
| 120 |
53.22 |
29.85 |
23.37 |
69.6% |
1.61 |
4.8% |
16% |
False |
False |
36,635 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
44.54 |
|
2.618 |
40.96 |
|
1.618 |
38.77 |
|
1.000 |
37.42 |
|
0.618 |
36.58 |
|
HIGH |
35.23 |
|
0.618 |
34.39 |
|
0.500 |
34.14 |
|
0.382 |
33.88 |
|
LOW |
33.04 |
|
0.618 |
31.69 |
|
1.000 |
30.85 |
|
1.618 |
29.50 |
|
2.618 |
27.31 |
|
4.250 |
23.73 |
|
|
| Fisher Pivots for day following 23-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
34.14 |
34.21 |
| PP |
33.96 |
34.00 |
| S1 |
33.78 |
33.80 |
|