NYMEX Light Sweet Crude Oil Future June 2016
Trading Metrics calculated at close of trading on 20-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2016 |
20-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
32.94 |
32.55 |
-0.39 |
-1.2% |
37.36 |
High |
34.09 |
32.55 |
-1.54 |
-4.5% |
37.37 |
Low |
32.01 |
30.79 |
-1.22 |
-3.8% |
32.87 |
Close |
32.57 |
31.77 |
-0.80 |
-2.5% |
33.15 |
Range |
2.08 |
1.76 |
-0.32 |
-15.4% |
4.50 |
ATR |
1.68 |
1.69 |
0.01 |
0.4% |
0.00 |
Volume |
71,572 |
83,234 |
11,662 |
16.3% |
312,273 |
|
Daily Pivots for day following 20-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
36.98 |
36.14 |
32.74 |
|
R3 |
35.22 |
34.38 |
32.25 |
|
R2 |
33.46 |
33.46 |
32.09 |
|
R1 |
32.62 |
32.62 |
31.93 |
32.16 |
PP |
31.70 |
31.70 |
31.70 |
31.48 |
S1 |
30.86 |
30.86 |
31.61 |
30.40 |
S2 |
29.94 |
29.94 |
31.45 |
|
S3 |
28.18 |
29.10 |
31.29 |
|
S4 |
26.42 |
27.34 |
30.80 |
|
|
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 |
35.42 |
30.79 |
4.63 |
14.6% |
1.81 |
5.7% |
21% |
False |
True |
69,535 |
10 |
40.25 |
30.79 |
9.46 |
29.8% |
1.95 |
6.1% |
10% |
False |
True |
60,762 |
20 |
42.07 |
30.79 |
11.28 |
35.5% |
1.58 |
5.0% |
9% |
False |
True |
42,701 |
40 |
48.02 |
30.79 |
17.23 |
54.2% |
1.54 |
4.8% |
6% |
False |
True |
39,928 |
60 |
52.04 |
30.79 |
21.25 |
66.9% |
1.51 |
4.7% |
5% |
False |
True |
35,948 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
40.03 |
2.618 |
37.16 |
1.618 |
35.40 |
1.000 |
34.31 |
0.618 |
33.64 |
HIGH |
32.55 |
0.618 |
31.88 |
0.500 |
31.67 |
0.382 |
31.46 |
LOW |
30.79 |
0.618 |
29.70 |
1.000 |
29.03 |
1.618 |
27.94 |
2.618 |
26.18 |
4.250 |
23.31 |
|
|
Fisher Pivots for day following 20-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
31.74 |
32.92 |
PP |
31.70 |
32.54 |
S1 |
31.67 |
32.15 |
|