NYMEX Light Sweet Crude Oil Future May 2016
| Trading Metrics calculated at close of trading on 29-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2016 |
29-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
34.64 |
34.55 |
-0.09 |
-0.3% |
33.54 |
| High |
36.43 |
35.81 |
-0.62 |
-1.7% |
36.43 |
| Low |
34.45 |
34.22 |
-0.23 |
-0.7% |
32.42 |
| Close |
34.58 |
35.58 |
1.00 |
2.9% |
34.58 |
| Range |
1.98 |
1.59 |
-0.39 |
-19.7% |
4.01 |
| ATR |
2.13 |
2.09 |
-0.04 |
-1.8% |
0.00 |
| Volume |
149,859 |
132,233 |
-17,626 |
-11.8% |
756,130 |
|
| Daily Pivots for day following 29-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
39.97 |
39.37 |
36.45 |
|
| R3 |
38.38 |
37.78 |
36.02 |
|
| R2 |
36.79 |
36.79 |
35.87 |
|
| R1 |
36.19 |
36.19 |
35.73 |
36.49 |
| PP |
35.20 |
35.20 |
35.20 |
35.36 |
| S1 |
34.60 |
34.60 |
35.43 |
34.90 |
| S2 |
33.61 |
33.61 |
35.29 |
|
| S3 |
32.02 |
33.01 |
35.14 |
|
| S4 |
30.43 |
31.42 |
34.71 |
|
|
| Weekly Pivots for week ending 26-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
46.51 |
44.55 |
36.79 |
|
| R3 |
42.50 |
40.54 |
35.68 |
|
| R2 |
38.49 |
38.49 |
35.32 |
|
| R1 |
36.53 |
36.53 |
34.95 |
37.51 |
| PP |
34.48 |
34.48 |
34.48 |
34.97 |
| S1 |
32.52 |
32.52 |
34.21 |
33.50 |
| S2 |
30.47 |
30.47 |
33.84 |
|
| S3 |
26.46 |
28.51 |
33.48 |
|
| S4 |
22.45 |
24.50 |
32.37 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
36.43 |
32.42 |
4.01 |
11.3% |
1.97 |
5.5% |
79% |
False |
False |
145,780 |
| 10 |
36.43 |
32.36 |
4.07 |
11.4% |
2.14 |
6.0% |
79% |
False |
False |
143,819 |
| 20 |
37.27 |
30.67 |
6.60 |
18.5% |
2.12 |
6.0% |
74% |
False |
False |
139,361 |
| 40 |
41.35 |
29.85 |
11.50 |
32.3% |
2.11 |
5.9% |
50% |
False |
False |
99,115 |
| 60 |
46.00 |
29.85 |
16.15 |
45.4% |
1.86 |
5.2% |
35% |
False |
False |
73,548 |
| 80 |
51.63 |
29.85 |
21.78 |
61.2% |
1.73 |
4.9% |
26% |
False |
False |
58,729 |
| 100 |
53.22 |
29.85 |
23.37 |
65.7% |
1.64 |
4.6% |
25% |
False |
False |
48,844 |
| 120 |
53.22 |
29.85 |
23.37 |
65.7% |
1.60 |
4.5% |
25% |
False |
False |
41,501 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
42.57 |
|
2.618 |
39.97 |
|
1.618 |
38.38 |
|
1.000 |
37.40 |
|
0.618 |
36.79 |
|
HIGH |
35.81 |
|
0.618 |
35.20 |
|
0.500 |
35.02 |
|
0.382 |
34.83 |
|
LOW |
34.22 |
|
0.618 |
33.24 |
|
1.000 |
32.63 |
|
1.618 |
31.65 |
|
2.618 |
30.06 |
|
4.250 |
27.46 |
|
|
| Fisher Pivots for day following 29-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
35.39 |
35.30 |
| PP |
35.20 |
35.01 |
| S1 |
35.02 |
34.73 |
|