NYMEX Light Sweet Crude Oil Future June 2016
Trading Metrics calculated at close of trading on 14-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2016 |
14-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
34.79 |
34.30 |
-0.49 |
-1.4% |
41.15 |
High |
35.42 |
35.28 |
-0.14 |
-0.4% |
42.07 |
Low |
33.84 |
33.82 |
-0.02 |
-0.1% |
36.37 |
Close |
34.12 |
34.96 |
0.84 |
2.5% |
37.49 |
Range |
1.58 |
1.46 |
-0.12 |
-7.6% |
5.70 |
ATR |
1.62 |
1.61 |
-0.01 |
-0.7% |
0.00 |
Volume |
64,309 |
78,634 |
14,325 |
22.3% |
213,118 |
|
Daily Pivots for day following 14-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
39.07 |
38.47 |
35.76 |
|
R3 |
37.61 |
37.01 |
35.36 |
|
R2 |
36.15 |
36.15 |
35.23 |
|
R1 |
35.55 |
35.55 |
35.09 |
35.85 |
PP |
34.69 |
34.69 |
34.69 |
34.84 |
S1 |
34.09 |
34.09 |
34.83 |
34.39 |
S2 |
33.23 |
33.23 |
34.69 |
|
S3 |
31.77 |
32.63 |
34.56 |
|
S4 |
30.31 |
31.17 |
34.16 |
|
|
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 |
33.82 |
4.77 |
13.6% |
1.84 |
5.3% |
24% |
False |
True |
62,415 |
10 |
42.07 |
33.82 |
8.25 |
23.6% |
1.82 |
5.2% |
14% |
False |
True |
49,718 |
20 |
42.07 |
33.82 |
8.25 |
23.6% |
1.47 |
4.2% |
14% |
False |
True |
37,446 |
40 |
48.02 |
33.82 |
14.20 |
40.6% |
1.47 |
4.2% |
8% |
False |
True |
36,856 |
60 |
52.04 |
33.82 |
18.22 |
52.1% |
1.45 |
4.2% |
6% |
False |
True |
33,700 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
41.49 |
2.618 |
39.10 |
1.618 |
37.64 |
1.000 |
36.74 |
0.618 |
36.18 |
HIGH |
35.28 |
0.618 |
34.72 |
0.500 |
34.55 |
0.382 |
34.38 |
LOW |
33.82 |
0.618 |
32.92 |
1.000 |
32.36 |
1.618 |
31.46 |
2.618 |
30.00 |
4.250 |
27.62 |
|
|
Fisher Pivots for day following 14-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
34.82 |
35.15 |
PP |
34.69 |
35.08 |
S1 |
34.55 |
35.02 |
|