NYMEX Light Sweet Crude Oil Future June 2016
| Trading Metrics calculated at close of trading on 25-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2016 |
25-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
33.25 |
35.61 |
2.36 |
7.1% |
32.94 |
| High |
35.74 |
36.24 |
0.50 |
1.4% |
35.74 |
| Low |
32.80 |
33.70 |
0.90 |
2.7% |
30.79 |
| Close |
35.65 |
34.21 |
-1.44 |
-4.0% |
35.65 |
| Range |
2.94 |
2.54 |
-0.40 |
-13.6% |
4.95 |
| ATR |
1.81 |
1.87 |
0.05 |
2.9% |
0.00 |
| Volume |
81,742 |
77,662 |
-4,080 |
-5.0% |
323,263 |
|
| Daily Pivots for day following 25-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
42.34 |
40.81 |
35.61 |
|
| R3 |
39.80 |
38.27 |
34.91 |
|
| R2 |
37.26 |
37.26 |
34.68 |
|
| R1 |
35.73 |
35.73 |
34.44 |
35.23 |
| PP |
34.72 |
34.72 |
34.72 |
34.46 |
| S1 |
33.19 |
33.19 |
33.98 |
32.69 |
| S2 |
32.18 |
32.18 |
33.74 |
|
| S3 |
29.64 |
30.65 |
33.51 |
|
| S4 |
27.10 |
28.11 |
32.81 |
|
|
| 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 |
36.24 |
30.79 |
5.45 |
15.9% |
2.32 |
6.8% |
63% |
True |
False |
80,185 |
| 10 |
37.37 |
30.79 |
6.58 |
19.2% |
2.12 |
6.2% |
52% |
False |
False |
71,319 |
| 20 |
42.07 |
30.79 |
11.28 |
33.0% |
1.83 |
5.3% |
30% |
False |
False |
50,274 |
| 40 |
48.02 |
30.79 |
17.23 |
50.4% |
1.61 |
4.7% |
20% |
False |
False |
43,959 |
| 60 |
52.04 |
30.79 |
21.25 |
62.1% |
1.58 |
4.6% |
16% |
False |
False |
38,939 |
| 80 |
53.77 |
30.79 |
22.98 |
67.2% |
1.56 |
4.5% |
15% |
False |
False |
36,266 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
47.04 |
|
2.618 |
42.89 |
|
1.618 |
40.35 |
|
1.000 |
38.78 |
|
0.618 |
37.81 |
|
HIGH |
36.24 |
|
0.618 |
35.27 |
|
0.500 |
34.97 |
|
0.382 |
34.67 |
|
LOW |
33.70 |
|
0.618 |
32.13 |
|
1.000 |
31.16 |
|
1.618 |
29.59 |
|
2.618 |
27.05 |
|
4.250 |
22.91 |
|
|
| Fisher Pivots for day following 25-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
34.97 |
34.06 |
| PP |
34.72 |
33.90 |
| S1 |
34.46 |
33.75 |
|