NYMEX Light Sweet Crude Oil Future February 2016
Trading Metrics calculated at close of trading on 08-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2016 |
08-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
34.09 |
33.30 |
-0.79 |
-2.3% |
37.60 |
High |
34.26 |
34.34 |
0.08 |
0.2% |
38.39 |
Low |
32.10 |
32.64 |
0.54 |
1.7% |
32.10 |
Close |
33.27 |
33.16 |
-0.11 |
-0.3% |
33.16 |
Range |
2.16 |
1.70 |
-0.46 |
-21.3% |
6.29 |
ATR |
1.64 |
1.64 |
0.00 |
0.3% |
0.00 |
Volume |
617,409 |
596,496 |
-20,913 |
-3.4% |
2,619,832 |
|
Daily Pivots for day following 08-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
38.48 |
37.52 |
34.10 |
|
R3 |
36.78 |
35.82 |
33.63 |
|
R2 |
35.08 |
35.08 |
33.47 |
|
R1 |
34.12 |
34.12 |
33.32 |
33.75 |
PP |
33.38 |
33.38 |
33.38 |
33.20 |
S1 |
32.42 |
32.42 |
33.00 |
32.05 |
S2 |
31.68 |
31.68 |
32.85 |
|
S3 |
29.98 |
30.72 |
32.69 |
|
S4 |
28.28 |
29.02 |
32.23 |
|
|
Weekly Pivots for week ending 08-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
53.42 |
49.58 |
36.62 |
|
R3 |
47.13 |
43.29 |
34.89 |
|
R2 |
40.84 |
40.84 |
34.31 |
|
R1 |
37.00 |
37.00 |
33.74 |
35.78 |
PP |
34.55 |
34.55 |
34.55 |
33.94 |
S1 |
30.71 |
30.71 |
32.58 |
29.49 |
S2 |
28.26 |
28.26 |
32.01 |
|
S3 |
21.97 |
24.42 |
31.43 |
|
S4 |
15.68 |
18.13 |
29.70 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
38.39 |
32.10 |
6.29 |
19.0% |
1.98 |
6.0% |
17% |
False |
False |
523,966 |
10 |
38.39 |
32.10 |
6.29 |
19.0% |
1.61 |
4.9% |
17% |
False |
False |
383,982 |
20 |
39.13 |
32.10 |
7.03 |
21.2% |
1.51 |
4.6% |
15% |
False |
False |
338,752 |
40 |
46.38 |
32.10 |
14.28 |
43.1% |
1.59 |
4.8% |
7% |
False |
False |
229,626 |
60 |
50.02 |
32.10 |
17.92 |
54.0% |
1.55 |
4.7% |
6% |
False |
False |
166,694 |
80 |
52.60 |
32.10 |
20.50 |
61.8% |
1.61 |
4.9% |
5% |
False |
False |
130,912 |
100 |
52.60 |
32.10 |
20.50 |
61.8% |
1.74 |
5.2% |
5% |
False |
False |
109,045 |
120 |
54.03 |
32.10 |
21.93 |
66.1% |
1.66 |
5.0% |
5% |
False |
False |
92,799 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
41.57 |
2.618 |
38.79 |
1.618 |
37.09 |
1.000 |
36.04 |
0.618 |
35.39 |
HIGH |
34.34 |
0.618 |
33.69 |
0.500 |
33.49 |
0.382 |
33.29 |
LOW |
32.64 |
0.618 |
31.59 |
1.000 |
30.94 |
1.618 |
29.89 |
2.618 |
28.19 |
4.250 |
25.42 |
|
|
Fisher Pivots for day following 08-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
33.49 |
34.25 |
PP |
33.38 |
33.88 |
S1 |
33.27 |
33.52 |
|