NYMEX Light Sweet Crude Oil Future June 2016
Trading Metrics calculated at close of trading on 22-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2016 |
22-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
31.94 |
33.25 |
1.31 |
4.1% |
32.94 |
High |
33.53 |
35.74 |
2.21 |
6.6% |
35.74 |
Low |
31.26 |
32.80 |
1.54 |
4.9% |
30.79 |
Close |
32.86 |
35.65 |
2.79 |
8.5% |
35.65 |
Range |
2.27 |
2.94 |
0.67 |
29.5% |
4.95 |
ATR |
1.73 |
1.81 |
0.09 |
5.0% |
0.00 |
Volume |
86,715 |
81,742 |
-4,973 |
-5.7% |
323,263 |
|
Daily Pivots for day following 22-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
43.55 |
42.54 |
37.27 |
|
R3 |
40.61 |
39.60 |
36.46 |
|
R2 |
37.67 |
37.67 |
36.19 |
|
R1 |
36.66 |
36.66 |
35.92 |
37.17 |
PP |
34.73 |
34.73 |
34.73 |
34.98 |
S1 |
33.72 |
33.72 |
35.38 |
34.23 |
S2 |
31.79 |
31.79 |
35.11 |
|
S3 |
28.85 |
30.78 |
34.84 |
|
S4 |
25.91 |
27.84 |
34.03 |
|
|
Weekly Pivots for week ending 22-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
48.91 |
47.23 |
38.37 |
|
R3 |
43.96 |
42.28 |
37.01 |
|
R2 |
39.01 |
39.01 |
36.56 |
|
R1 |
37.33 |
37.33 |
36.10 |
38.17 |
PP |
34.06 |
34.06 |
34.06 |
34.48 |
S1 |
32.38 |
32.38 |
35.20 |
33.22 |
S2 |
29.11 |
29.11 |
34.74 |
|
S3 |
24.16 |
27.43 |
34.29 |
|
S4 |
19.21 |
22.48 |
32.93 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
35.74 |
30.79 |
4.95 |
13.9% |
2.25 |
6.3% |
98% |
True |
False |
74,638 |
10 |
38.59 |
30.79 |
7.80 |
21.9% |
2.04 |
5.7% |
62% |
False |
False |
68,526 |
20 |
42.07 |
30.79 |
11.28 |
31.6% |
1.77 |
5.0% |
43% |
False |
False |
48,131 |
40 |
48.02 |
30.79 |
17.23 |
48.3% |
1.58 |
4.4% |
28% |
False |
False |
42,891 |
60 |
52.04 |
30.79 |
21.25 |
59.6% |
1.55 |
4.4% |
23% |
False |
False |
38,101 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
48.24 |
2.618 |
43.44 |
1.618 |
40.50 |
1.000 |
38.68 |
0.618 |
37.56 |
HIGH |
35.74 |
0.618 |
34.62 |
0.500 |
34.27 |
0.382 |
33.92 |
LOW |
32.80 |
0.618 |
30.98 |
1.000 |
29.86 |
1.618 |
28.04 |
2.618 |
25.10 |
4.250 |
20.31 |
|
|
Fisher Pivots for day following 22-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
35.19 |
34.86 |
PP |
34.73 |
34.06 |
S1 |
34.27 |
33.27 |
|