NYMEX Light Sweet Crude Oil Future June 2016
Trading Metrics calculated at close of trading on 05-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2016 |
05-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
41.15 |
40.85 |
-0.30 |
-0.7% |
41.11 |
High |
42.07 |
40.92 |
-1.15 |
-2.7% |
41.25 |
Low |
40.15 |
39.72 |
-0.43 |
-1.1% |
39.62 |
Close |
40.55 |
39.94 |
-0.61 |
-1.5% |
40.71 |
Range |
1.92 |
1.20 |
-0.72 |
-37.5% |
1.63 |
ATR |
1.41 |
1.40 |
-0.02 |
-1.1% |
0.00 |
Volume |
35,888 |
36,682 |
794 |
2.2% |
62,527 |
|
Daily Pivots for day following 05-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
43.79 |
43.07 |
40.60 |
|
R3 |
42.59 |
41.87 |
40.27 |
|
R2 |
41.39 |
41.39 |
40.16 |
|
R1 |
40.67 |
40.67 |
40.05 |
40.43 |
PP |
40.19 |
40.19 |
40.19 |
40.08 |
S1 |
39.47 |
39.47 |
39.83 |
39.23 |
S2 |
38.99 |
38.99 |
39.72 |
|
S3 |
37.79 |
38.27 |
39.61 |
|
S4 |
36.59 |
37.07 |
39.28 |
|
|
Weekly Pivots for week ending 01-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
45.42 |
44.69 |
41.61 |
|
R3 |
43.79 |
43.06 |
41.16 |
|
R2 |
42.16 |
42.16 |
41.01 |
|
R1 |
41.43 |
41.43 |
40.86 |
40.98 |
PP |
40.53 |
40.53 |
40.53 |
40.30 |
S1 |
39.80 |
39.80 |
40.56 |
39.35 |
S2 |
38.90 |
38.90 |
40.41 |
|
S3 |
37.27 |
38.17 |
40.26 |
|
S4 |
35.64 |
36.54 |
39.81 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
42.07 |
39.62 |
2.45 |
6.1% |
1.37 |
3.4% |
13% |
False |
False |
24,198 |
10 |
42.07 |
38.89 |
3.18 |
8.0% |
1.22 |
3.0% |
33% |
False |
False |
24,640 |
20 |
44.83 |
38.89 |
5.94 |
14.9% |
1.35 |
3.4% |
18% |
False |
False |
36,259 |
40 |
49.73 |
38.89 |
10.84 |
27.1% |
1.38 |
3.5% |
10% |
False |
False |
32,109 |
60 |
53.77 |
38.89 |
14.88 |
37.3% |
1.41 |
3.5% |
7% |
False |
False |
30,357 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
46.02 |
2.618 |
44.06 |
1.618 |
42.86 |
1.000 |
42.12 |
0.618 |
41.66 |
HIGH |
40.92 |
0.618 |
40.46 |
0.500 |
40.32 |
0.382 |
40.18 |
LOW |
39.72 |
0.618 |
38.98 |
1.000 |
38.52 |
1.618 |
37.78 |
2.618 |
36.58 |
4.250 |
34.62 |
|
|
Fisher Pivots for day following 05-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
40.32 |
40.85 |
PP |
40.19 |
40.54 |
S1 |
40.07 |
40.24 |
|