NYMEX Light Sweet Crude Oil Future June 2016
Trading Metrics calculated at close of trading on 19-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2016 |
19-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
35.05 |
32.94 |
-2.11 |
-6.0% |
37.36 |
High |
35.05 |
34.09 |
-0.96 |
-2.7% |
37.37 |
Low |
32.87 |
32.01 |
-0.86 |
-2.6% |
32.87 |
Close |
33.15 |
32.57 |
-0.58 |
-1.7% |
33.15 |
Range |
2.18 |
2.08 |
-0.10 |
-4.6% |
4.50 |
ATR |
1.65 |
1.68 |
0.03 |
1.9% |
0.00 |
Volume |
49,927 |
71,572 |
21,645 |
43.4% |
312,273 |
|
Daily Pivots for day following 19-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
39.13 |
37.93 |
33.71 |
|
R3 |
37.05 |
35.85 |
33.14 |
|
R2 |
34.97 |
34.97 |
32.95 |
|
R1 |
33.77 |
33.77 |
32.76 |
33.33 |
PP |
32.89 |
32.89 |
32.89 |
32.67 |
S1 |
31.69 |
31.69 |
32.38 |
31.25 |
S2 |
30.81 |
30.81 |
32.19 |
|
S3 |
28.73 |
29.61 |
32.00 |
|
S4 |
26.65 |
27.53 |
31.43 |
|
|
Weekly Pivots for week ending 15-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
47.96 |
45.06 |
35.63 |
|
R3 |
43.46 |
40.56 |
34.39 |
|
R2 |
38.96 |
38.96 |
33.98 |
|
R1 |
36.06 |
36.06 |
33.56 |
35.26 |
PP |
34.46 |
34.46 |
34.46 |
34.07 |
S1 |
31.56 |
31.56 |
32.74 |
30.76 |
S2 |
29.96 |
29.96 |
32.33 |
|
S3 |
25.46 |
27.06 |
31.91 |
|
S4 |
20.96 |
22.56 |
30.68 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
36.47 |
32.01 |
4.46 |
13.7% |
1.93 |
5.9% |
13% |
False |
True |
65,186 |
10 |
40.92 |
32.01 |
8.91 |
27.4% |
1.89 |
5.8% |
6% |
False |
True |
56,107 |
20 |
42.07 |
32.01 |
10.06 |
30.9% |
1.55 |
4.8% |
6% |
False |
True |
39,590 |
40 |
48.02 |
32.01 |
16.01 |
49.2% |
1.52 |
4.7% |
3% |
False |
True |
38,544 |
60 |
52.04 |
32.01 |
20.03 |
61.5% |
1.49 |
4.6% |
3% |
False |
True |
34,876 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
42.93 |
2.618 |
39.54 |
1.618 |
37.46 |
1.000 |
36.17 |
0.618 |
35.38 |
HIGH |
34.09 |
0.618 |
33.30 |
0.500 |
33.05 |
0.382 |
32.80 |
LOW |
32.01 |
0.618 |
30.72 |
1.000 |
29.93 |
1.618 |
28.64 |
2.618 |
26.56 |
4.250 |
23.17 |
|
|
Fisher Pivots for day following 19-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
33.05 |
33.65 |
PP |
32.89 |
33.29 |
S1 |
32.73 |
32.93 |
|