NYMEX Light Sweet Crude Oil Future June 2016
Trading Metrics calculated at close of trading on 08-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2016 |
08-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
38.38 |
37.62 |
-0.76 |
-2.0% |
41.15 |
High |
38.49 |
38.59 |
0.10 |
0.3% |
42.07 |
Low |
36.37 |
36.85 |
0.48 |
1.3% |
36.37 |
Close |
37.58 |
37.49 |
-0.09 |
-0.2% |
37.49 |
Range |
2.12 |
1.74 |
-0.38 |
-17.9% |
5.70 |
ATR |
1.50 |
1.52 |
0.02 |
1.1% |
0.00 |
Volume |
46,620 |
49,732 |
3,112 |
6.7% |
213,118 |
|
Daily Pivots for day following 08-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
42.86 |
41.92 |
38.45 |
|
R3 |
41.12 |
40.18 |
37.97 |
|
R2 |
39.38 |
39.38 |
37.81 |
|
R1 |
38.44 |
38.44 |
37.65 |
38.04 |
PP |
37.64 |
37.64 |
37.64 |
37.45 |
S1 |
36.70 |
36.70 |
37.33 |
36.30 |
S2 |
35.90 |
35.90 |
37.17 |
|
S3 |
34.16 |
34.96 |
37.01 |
|
S4 |
32.42 |
33.22 |
36.53 |
|
|
Weekly Pivots for week ending 08-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
55.74 |
52.32 |
40.63 |
|
R3 |
50.04 |
46.62 |
39.06 |
|
R2 |
44.34 |
44.34 |
38.54 |
|
R1 |
40.92 |
40.92 |
38.01 |
39.78 |
PP |
38.64 |
38.64 |
38.64 |
38.08 |
S1 |
35.22 |
35.22 |
36.97 |
34.08 |
S2 |
32.94 |
32.94 |
36.45 |
|
S3 |
27.24 |
29.52 |
35.92 |
|
S4 |
21.54 |
23.82 |
34.36 |
|
|
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% |
1.83 |
4.9% |
20% |
False |
False |
42,623 |
10 |
42.07 |
36.37 |
5.70 |
15.2% |
1.53 |
4.1% |
20% |
False |
False |
29,229 |
20 |
42.73 |
36.37 |
6.36 |
17.0% |
1.38 |
3.7% |
18% |
False |
False |
34,131 |
40 |
48.75 |
36.37 |
12.38 |
33.0% |
1.45 |
3.9% |
9% |
False |
False |
33,754 |
60 |
52.04 |
36.37 |
15.67 |
41.8% |
1.41 |
3.8% |
7% |
False |
False |
30,844 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
45.99 |
2.618 |
43.15 |
1.618 |
41.41 |
1.000 |
40.33 |
0.618 |
39.67 |
HIGH |
38.59 |
0.618 |
37.93 |
0.500 |
37.72 |
0.382 |
37.51 |
LOW |
36.85 |
0.618 |
35.77 |
1.000 |
35.11 |
1.618 |
34.03 |
2.618 |
32.29 |
4.250 |
29.46 |
|
|
Fisher Pivots for day following 08-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
37.72 |
38.31 |
PP |
37.64 |
38.04 |
S1 |
37.57 |
37.76 |
|