NYMEX Light Sweet Crude Oil Future June 2016
| Trading Metrics calculated at close of trading on 27-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2016 |
27-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
33.90 |
34.42 |
0.52 |
1.5% |
32.94 |
| High |
36.15 |
36.63 |
0.48 |
1.3% |
35.74 |
| Low |
33.18 |
34.13 |
0.95 |
2.9% |
30.79 |
| Close |
35.27 |
36.12 |
0.85 |
2.4% |
35.65 |
| Range |
2.97 |
2.50 |
-0.47 |
-15.8% |
4.95 |
| ATR |
1.94 |
1.98 |
0.04 |
2.0% |
0.00 |
| Volume |
78,251 |
85,164 |
6,913 |
8.8% |
323,263 |
|
| Daily Pivots for day following 27-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
43.13 |
42.12 |
37.50 |
|
| R3 |
40.63 |
39.62 |
36.81 |
|
| R2 |
38.13 |
38.13 |
36.58 |
|
| R1 |
37.12 |
37.12 |
36.35 |
37.63 |
| PP |
35.63 |
35.63 |
35.63 |
35.88 |
| S1 |
34.62 |
34.62 |
35.89 |
35.13 |
| S2 |
33.13 |
33.13 |
35.66 |
|
| S3 |
30.63 |
32.12 |
35.43 |
|
| S4 |
28.13 |
29.62 |
34.75 |
|
|
| 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 |
36.63 |
31.26 |
5.37 |
14.9% |
2.64 |
7.3% |
91% |
True |
False |
81,906 |
| 10 |
36.63 |
30.79 |
5.84 |
16.2% |
2.23 |
6.2% |
91% |
True |
False |
75,721 |
| 20 |
42.07 |
30.79 |
11.28 |
31.2% |
1.98 |
5.5% |
47% |
False |
False |
56,907 |
| 40 |
47.03 |
30.79 |
16.24 |
45.0% |
1.67 |
4.6% |
33% |
False |
False |
47,096 |
| 60 |
52.04 |
30.79 |
21.25 |
58.8% |
1.60 |
4.4% |
25% |
False |
False |
40,496 |
| 80 |
53.77 |
30.79 |
22.98 |
63.6% |
1.58 |
4.4% |
23% |
False |
False |
37,762 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
47.26 |
|
2.618 |
43.18 |
|
1.618 |
40.68 |
|
1.000 |
39.13 |
|
0.618 |
38.18 |
|
HIGH |
36.63 |
|
0.618 |
35.68 |
|
0.500 |
35.38 |
|
0.382 |
35.09 |
|
LOW |
34.13 |
|
0.618 |
32.59 |
|
1.000 |
31.63 |
|
1.618 |
30.09 |
|
2.618 |
27.59 |
|
4.250 |
23.51 |
|
|
| Fisher Pivots for day following 27-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
35.87 |
35.72 |
| PP |
35.63 |
35.31 |
| S1 |
35.38 |
34.91 |
|