NYMEX Light Sweet Crude Oil Future February 2016
Trading Metrics calculated at close of trading on 06-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2016 |
06-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
36.90 |
36.18 |
-0.72 |
-2.0% |
38.00 |
High |
37.10 |
36.39 |
-0.71 |
-1.9% |
38.09 |
Low |
35.74 |
33.77 |
-1.97 |
-5.5% |
36.22 |
Close |
35.97 |
33.97 |
-2.00 |
-5.6% |
37.04 |
Range |
1.36 |
2.62 |
1.26 |
92.6% |
1.87 |
ATR |
1.52 |
1.60 |
0.08 |
5.2% |
0.00 |
Volume |
410,131 |
563,811 |
153,680 |
37.5% |
1,014,124 |
|
Daily Pivots for day following 06-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
42.57 |
40.89 |
35.41 |
|
R3 |
39.95 |
38.27 |
34.69 |
|
R2 |
37.33 |
37.33 |
34.45 |
|
R1 |
35.65 |
35.65 |
34.21 |
35.18 |
PP |
34.71 |
34.71 |
34.71 |
34.48 |
S1 |
33.03 |
33.03 |
33.73 |
32.56 |
S2 |
32.09 |
32.09 |
33.49 |
|
S3 |
29.47 |
30.41 |
33.25 |
|
S4 |
26.85 |
27.79 |
32.53 |
|
|
Weekly Pivots for week ending 01-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
42.73 |
41.75 |
38.07 |
|
R3 |
40.86 |
39.88 |
37.55 |
|
R2 |
38.99 |
38.99 |
37.38 |
|
R1 |
38.01 |
38.01 |
37.21 |
37.57 |
PP |
37.12 |
37.12 |
37.12 |
36.89 |
S1 |
36.14 |
36.14 |
36.87 |
35.70 |
S2 |
35.25 |
35.25 |
36.70 |
|
S3 |
33.38 |
34.27 |
36.53 |
|
S4 |
31.51 |
32.40 |
36.01 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
38.39 |
33.77 |
4.62 |
13.6% |
1.72 |
5.1% |
4% |
False |
True |
391,492 |
10 |
38.39 |
33.77 |
4.62 |
13.6% |
1.48 |
4.4% |
4% |
False |
True |
330,284 |
20 |
40.34 |
33.77 |
6.57 |
19.3% |
1.51 |
4.4% |
3% |
False |
True |
309,043 |
40 |
47.16 |
33.77 |
13.39 |
39.4% |
1.55 |
4.6% |
1% |
False |
True |
202,444 |
60 |
51.85 |
33.77 |
18.08 |
53.2% |
1.56 |
4.6% |
1% |
False |
True |
147,412 |
80 |
52.60 |
33.77 |
18.83 |
55.4% |
1.59 |
4.7% |
1% |
False |
True |
116,457 |
100 |
52.60 |
33.77 |
18.83 |
55.4% |
1.71 |
5.0% |
1% |
False |
True |
97,159 |
120 |
54.03 |
33.77 |
20.26 |
59.6% |
1.65 |
4.8% |
1% |
False |
True |
82,750 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
47.53 |
2.618 |
43.25 |
1.618 |
40.63 |
1.000 |
39.01 |
0.618 |
38.01 |
HIGH |
36.39 |
0.618 |
35.39 |
0.500 |
35.08 |
0.382 |
34.77 |
LOW |
33.77 |
0.618 |
32.15 |
1.000 |
31.15 |
1.618 |
29.53 |
2.618 |
26.91 |
4.250 |
22.64 |
|
|
Fisher Pivots for day following 06-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
35.08 |
36.08 |
PP |
34.71 |
35.38 |
S1 |
34.34 |
34.67 |
|