NYMEX Light Sweet Crude Oil Future June 2016
Trading Metrics calculated at close of trading on 07-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2016 |
07-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
40.25 |
38.38 |
-1.87 |
-4.6% |
41.11 |
High |
40.25 |
38.49 |
-1.76 |
-4.4% |
41.25 |
Low |
38.07 |
36.37 |
-1.70 |
-4.5% |
39.62 |
Close |
38.16 |
37.58 |
-0.58 |
-1.5% |
40.71 |
Range |
2.18 |
2.12 |
-0.06 |
-2.8% |
1.63 |
ATR |
1.45 |
1.50 |
0.05 |
3.3% |
0.00 |
Volume |
44,196 |
46,620 |
2,424 |
5.5% |
62,527 |
|
Daily Pivots for day following 07-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
43.84 |
42.83 |
38.75 |
|
R3 |
41.72 |
40.71 |
38.16 |
|
R2 |
39.60 |
39.60 |
37.97 |
|
R1 |
38.59 |
38.59 |
37.77 |
38.04 |
PP |
37.48 |
37.48 |
37.48 |
37.20 |
S1 |
36.47 |
36.47 |
37.39 |
35.92 |
S2 |
35.36 |
35.36 |
37.19 |
|
S3 |
33.24 |
34.35 |
37.00 |
|
S4 |
31.12 |
32.23 |
36.41 |
|
|
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 |
36.37 |
5.70 |
15.2% |
1.81 |
4.8% |
21% |
False |
True |
37,020 |
10 |
42.07 |
36.37 |
5.70 |
15.2% |
1.51 |
4.0% |
21% |
False |
True |
27,736 |
20 |
43.51 |
36.37 |
7.14 |
19.0% |
1.38 |
3.7% |
17% |
False |
True |
34,385 |
40 |
49.02 |
36.37 |
12.65 |
33.7% |
1.43 |
3.8% |
10% |
False |
True |
32,946 |
60 |
52.04 |
36.37 |
15.67 |
41.7% |
1.41 |
3.8% |
8% |
False |
True |
30,594 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
47.50 |
2.618 |
44.04 |
1.618 |
41.92 |
1.000 |
40.61 |
0.618 |
39.80 |
HIGH |
38.49 |
0.618 |
37.68 |
0.500 |
37.43 |
0.382 |
37.18 |
LOW |
36.37 |
0.618 |
35.06 |
1.000 |
34.25 |
1.618 |
32.94 |
2.618 |
30.82 |
4.250 |
27.36 |
|
|
Fisher Pivots for day following 07-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
37.53 |
38.65 |
PP |
37.48 |
38.29 |
S1 |
37.43 |
37.94 |
|