NYMEX Light Sweet Crude Oil Future September 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 |
35.74 |
36.76 |
1.02 |
2.9% |
34.44 |
| High |
38.08 |
38.67 |
0.59 |
1.5% |
37.64 |
| Low |
35.29 |
36.43 |
1.14 |
3.2% |
32.85 |
| Close |
37.33 |
38.21 |
0.88 |
2.4% |
37.56 |
| Range |
2.79 |
2.24 |
-0.55 |
-19.7% |
4.79 |
| ATR |
1.78 |
1.82 |
0.03 |
1.8% |
0.00 |
| Volume |
11,622 |
16,269 |
4,647 |
40.0% |
67,444 |
|
| Daily Pivots for day following 27-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
44.49 |
43.59 |
39.44 |
|
| R3 |
42.25 |
41.35 |
38.83 |
|
| R2 |
40.01 |
40.01 |
38.62 |
|
| R1 |
39.11 |
39.11 |
38.42 |
39.56 |
| PP |
37.77 |
37.77 |
37.77 |
38.00 |
| S1 |
36.87 |
36.87 |
38.00 |
37.32 |
| S2 |
35.53 |
35.53 |
37.80 |
|
| S3 |
33.29 |
34.63 |
37.59 |
|
| S4 |
31.05 |
32.39 |
36.98 |
|
|
| Weekly Pivots for week ending 22-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
50.39 |
48.76 |
40.19 |
|
| R3 |
45.60 |
43.97 |
38.88 |
|
| R2 |
40.81 |
40.81 |
38.44 |
|
| R1 |
39.18 |
39.18 |
38.00 |
40.00 |
| PP |
36.02 |
36.02 |
36.02 |
36.42 |
| S1 |
34.39 |
34.39 |
37.12 |
35.21 |
| S2 |
31.23 |
31.23 |
36.68 |
|
| S3 |
26.44 |
29.60 |
36.24 |
|
| S4 |
21.65 |
24.81 |
34.93 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
48.19 |
|
2.618 |
44.53 |
|
1.618 |
42.29 |
|
1.000 |
40.91 |
|
0.618 |
40.05 |
|
HIGH |
38.67 |
|
0.618 |
37.81 |
|
0.500 |
37.55 |
|
0.382 |
37.29 |
|
LOW |
36.43 |
|
0.618 |
35.05 |
|
1.000 |
34.19 |
|
1.618 |
32.81 |
|
2.618 |
30.57 |
|
4.250 |
26.91 |
|
|
| Fisher Pivots for day following 27-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
37.99 |
37.80 |
| PP |
37.77 |
37.39 |
| S1 |
37.55 |
36.98 |
|