NYMEX Light Sweet Crude Oil Future June 2016
Trading Metrics calculated at close of trading on 29-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2016 |
29-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
35.96 |
37.39 |
1.43 |
4.0% |
35.61 |
High |
38.52 |
38.37 |
-0.15 |
-0.4% |
38.52 |
Low |
35.65 |
36.88 |
1.23 |
3.5% |
33.18 |
Close |
37.09 |
38.00 |
0.91 |
2.5% |
38.00 |
Range |
2.87 |
1.49 |
-1.38 |
-48.1% |
5.34 |
ATR |
2.05 |
2.01 |
-0.04 |
-1.9% |
0.00 |
Volume |
94,114 |
97,156 |
3,042 |
3.2% |
432,347 |
|
Daily Pivots for day following 29-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
42.22 |
41.60 |
38.82 |
|
R3 |
40.73 |
40.11 |
38.41 |
|
R2 |
39.24 |
39.24 |
38.27 |
|
R1 |
38.62 |
38.62 |
38.14 |
38.93 |
PP |
37.75 |
37.75 |
37.75 |
37.91 |
S1 |
37.13 |
37.13 |
37.86 |
37.44 |
S2 |
36.26 |
36.26 |
37.73 |
|
S3 |
34.77 |
35.64 |
37.59 |
|
S4 |
33.28 |
34.15 |
37.18 |
|
|
Weekly Pivots for week ending 29-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
52.59 |
50.63 |
40.94 |
|
R3 |
47.25 |
45.29 |
39.47 |
|
R2 |
41.91 |
41.91 |
38.98 |
|
R1 |
39.95 |
39.95 |
38.49 |
40.93 |
PP |
36.57 |
36.57 |
36.57 |
37.06 |
S1 |
34.61 |
34.61 |
37.51 |
35.59 |
S2 |
31.23 |
31.23 |
37.02 |
|
S3 |
25.89 |
29.27 |
36.53 |
|
S4 |
20.55 |
23.93 |
35.06 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
38.52 |
33.18 |
5.34 |
14.1% |
2.47 |
6.5% |
90% |
False |
False |
86,469 |
10 |
38.52 |
30.79 |
7.73 |
20.3% |
2.36 |
6.2% |
93% |
False |
False |
80,553 |
20 |
42.07 |
30.79 |
11.28 |
29.7% |
2.09 |
5.5% |
64% |
False |
False |
65,135 |
40 |
46.54 |
30.79 |
15.75 |
41.4% |
1.73 |
4.6% |
46% |
False |
False |
50,671 |
60 |
52.04 |
30.79 |
21.25 |
55.9% |
1.63 |
4.3% |
34% |
False |
False |
43,001 |
80 |
53.77 |
30.79 |
22.98 |
60.5% |
1.60 |
4.2% |
31% |
False |
False |
39,433 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
44.70 |
2.618 |
42.27 |
1.618 |
40.78 |
1.000 |
39.86 |
0.618 |
39.29 |
HIGH |
38.37 |
0.618 |
37.80 |
0.500 |
37.63 |
0.382 |
37.45 |
LOW |
36.88 |
0.618 |
35.96 |
1.000 |
35.39 |
1.618 |
34.47 |
2.618 |
32.98 |
4.250 |
30.55 |
|
|
Fisher Pivots for day following 29-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
37.88 |
37.44 |
PP |
37.75 |
36.88 |
S1 |
37.63 |
36.33 |
|