NYMEX Light Sweet Crude Oil Future June 2016
Trading Metrics calculated at close of trading on 13-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2016 |
13-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
35.65 |
34.79 |
-0.86 |
-2.4% |
41.15 |
High |
36.47 |
35.42 |
-1.05 |
-2.9% |
42.07 |
Low |
34.14 |
33.84 |
-0.30 |
-0.9% |
36.37 |
Close |
34.63 |
34.12 |
-0.51 |
-1.5% |
37.49 |
Range |
2.33 |
1.58 |
-0.75 |
-32.2% |
5.70 |
ATR |
1.62 |
1.62 |
0.00 |
-0.2% |
0.00 |
Volume |
61,489 |
64,309 |
2,820 |
4.6% |
213,118 |
|
Daily Pivots for day following 13-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
39.20 |
38.24 |
34.99 |
|
R3 |
37.62 |
36.66 |
34.55 |
|
R2 |
36.04 |
36.04 |
34.41 |
|
R1 |
35.08 |
35.08 |
34.26 |
34.77 |
PP |
34.46 |
34.46 |
34.46 |
34.31 |
S1 |
33.50 |
33.50 |
33.98 |
33.19 |
S2 |
32.88 |
32.88 |
33.83 |
|
S3 |
31.30 |
31.92 |
33.69 |
|
S4 |
29.72 |
30.34 |
33.25 |
|
|
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 |
38.59 |
33.84 |
4.75 |
13.9% |
1.97 |
5.8% |
6% |
False |
True |
56,012 |
10 |
42.07 |
33.84 |
8.23 |
24.1% |
1.76 |
5.2% |
3% |
False |
True |
43,271 |
20 |
42.30 |
33.84 |
8.46 |
24.8% |
1.48 |
4.3% |
3% |
False |
True |
35,679 |
40 |
48.02 |
33.84 |
14.18 |
41.6% |
1.48 |
4.3% |
2% |
False |
True |
35,880 |
60 |
52.04 |
33.84 |
18.20 |
53.3% |
1.45 |
4.3% |
2% |
False |
True |
32,854 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
42.14 |
2.618 |
39.56 |
1.618 |
37.98 |
1.000 |
37.00 |
0.618 |
36.40 |
HIGH |
35.42 |
0.618 |
34.82 |
0.500 |
34.63 |
0.382 |
34.44 |
LOW |
33.84 |
0.618 |
32.86 |
1.000 |
32.26 |
1.618 |
31.28 |
2.618 |
29.70 |
4.250 |
27.13 |
|
|
Fisher Pivots for day following 13-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
34.63 |
35.61 |
PP |
34.46 |
35.11 |
S1 |
34.29 |
34.62 |
|