NYMEX Light Sweet Crude Oil Future June 2016
| Trading Metrics calculated at close of trading on 26-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2016 |
26-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
35.61 |
33.90 |
-1.71 |
-4.8% |
32.94 |
| High |
36.24 |
36.15 |
-0.09 |
-0.2% |
35.74 |
| Low |
33.70 |
33.18 |
-0.52 |
-1.5% |
30.79 |
| Close |
34.21 |
35.27 |
1.06 |
3.1% |
35.65 |
| Range |
2.54 |
2.97 |
0.43 |
16.9% |
4.95 |
| ATR |
1.87 |
1.94 |
0.08 |
4.2% |
0.00 |
| Volume |
77,662 |
78,251 |
589 |
0.8% |
323,263 |
|
| Daily Pivots for day following 26-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
43.78 |
42.49 |
36.90 |
|
| R3 |
40.81 |
39.52 |
36.09 |
|
| R2 |
37.84 |
37.84 |
35.81 |
|
| R1 |
36.55 |
36.55 |
35.54 |
37.20 |
| PP |
34.87 |
34.87 |
34.87 |
35.19 |
| S1 |
33.58 |
33.58 |
35.00 |
34.23 |
| S2 |
31.90 |
31.90 |
34.73 |
|
| S3 |
28.93 |
30.61 |
34.45 |
|
| S4 |
25.96 |
27.64 |
33.64 |
|
|
| 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 |
15.5% |
2.50 |
7.1% |
82% |
False |
False |
81,520 |
| 10 |
36.47 |
30.79 |
5.68 |
16.1% |
2.21 |
6.3% |
79% |
False |
False |
73,353 |
| 20 |
42.07 |
30.79 |
11.28 |
32.0% |
1.92 |
5.4% |
40% |
False |
False |
53,354 |
| 40 |
47.83 |
30.79 |
17.04 |
48.3% |
1.65 |
4.7% |
26% |
False |
False |
45,286 |
| 60 |
52.04 |
30.79 |
21.25 |
60.2% |
1.58 |
4.5% |
21% |
False |
False |
39,553 |
| 80 |
53.77 |
30.79 |
22.98 |
65.2% |
1.58 |
4.5% |
19% |
False |
False |
36,977 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
48.77 |
|
2.618 |
43.93 |
|
1.618 |
40.96 |
|
1.000 |
39.12 |
|
0.618 |
37.99 |
|
HIGH |
36.15 |
|
0.618 |
35.02 |
|
0.500 |
34.67 |
|
0.382 |
34.31 |
|
LOW |
33.18 |
|
0.618 |
31.34 |
|
1.000 |
30.21 |
|
1.618 |
28.37 |
|
2.618 |
25.40 |
|
4.250 |
20.56 |
|
|
| Fisher Pivots for day following 26-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
35.07 |
35.02 |
| PP |
34.87 |
34.77 |
| S1 |
34.67 |
34.52 |
|