NYMEX Light Sweet Crude Oil Future June 2016
Trading Metrics calculated at close of trading on 21-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2016 |
21-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
32.55 |
31.94 |
-0.61 |
-1.9% |
37.36 |
High |
32.55 |
33.53 |
0.98 |
3.0% |
37.37 |
Low |
30.79 |
31.26 |
0.47 |
1.5% |
32.87 |
Close |
31.77 |
32.86 |
1.09 |
3.4% |
33.15 |
Range |
1.76 |
2.27 |
0.51 |
29.0% |
4.50 |
ATR |
1.69 |
1.73 |
0.04 |
2.5% |
0.00 |
Volume |
83,234 |
86,715 |
3,481 |
4.2% |
312,273 |
|
Daily Pivots for day following 21-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
39.36 |
38.38 |
34.11 |
|
R3 |
37.09 |
36.11 |
33.48 |
|
R2 |
34.82 |
34.82 |
33.28 |
|
R1 |
33.84 |
33.84 |
33.07 |
34.33 |
PP |
32.55 |
32.55 |
32.55 |
32.80 |
S1 |
31.57 |
31.57 |
32.65 |
32.06 |
S2 |
30.28 |
30.28 |
32.44 |
|
S3 |
28.01 |
29.30 |
32.24 |
|
S4 |
25.74 |
27.03 |
31.61 |
|
|
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 |
35.28 |
30.79 |
4.49 |
13.7% |
1.95 |
5.9% |
46% |
False |
False |
74,016 |
10 |
38.59 |
30.79 |
7.80 |
23.7% |
1.96 |
6.0% |
27% |
False |
False |
65,014 |
20 |
42.07 |
30.79 |
11.28 |
34.3% |
1.66 |
5.0% |
18% |
False |
False |
45,831 |
40 |
48.02 |
30.79 |
17.23 |
52.4% |
1.56 |
4.8% |
12% |
False |
False |
41,548 |
60 |
52.04 |
30.79 |
21.25 |
64.7% |
1.52 |
4.6% |
10% |
False |
False |
37,044 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
43.18 |
2.618 |
39.47 |
1.618 |
37.20 |
1.000 |
35.80 |
0.618 |
34.93 |
HIGH |
33.53 |
0.618 |
32.66 |
0.500 |
32.40 |
0.382 |
32.13 |
LOW |
31.26 |
0.618 |
29.86 |
1.000 |
28.99 |
1.618 |
27.59 |
2.618 |
25.32 |
4.250 |
21.61 |
|
|
Fisher Pivots for day following 21-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
32.71 |
32.72 |
PP |
32.55 |
32.58 |
S1 |
32.40 |
32.44 |
|