NYMEX Light Sweet Crude Oil Future February 2016
Trading Metrics calculated at close of trading on 11-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2016 |
11-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
33.30 |
32.94 |
-0.36 |
-1.1% |
37.60 |
High |
34.34 |
33.20 |
-1.14 |
-3.3% |
38.39 |
Low |
32.64 |
30.88 |
-1.76 |
-5.4% |
32.10 |
Close |
33.16 |
31.41 |
-1.75 |
-5.3% |
33.16 |
Range |
1.70 |
2.32 |
0.62 |
36.5% |
6.29 |
ATR |
1.64 |
1.69 |
0.05 |
2.9% |
0.00 |
Volume |
596,496 |
648,640 |
52,144 |
8.7% |
2,619,832 |
|
Daily Pivots for day following 11-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
38.79 |
37.42 |
32.69 |
|
R3 |
36.47 |
35.10 |
32.05 |
|
R2 |
34.15 |
34.15 |
31.84 |
|
R1 |
32.78 |
32.78 |
31.62 |
32.31 |
PP |
31.83 |
31.83 |
31.83 |
31.59 |
S1 |
30.46 |
30.46 |
31.20 |
29.99 |
S2 |
29.51 |
29.51 |
30.98 |
|
S3 |
27.19 |
28.14 |
30.77 |
|
S4 |
24.87 |
25.82 |
30.13 |
|
|
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 |
37.10 |
30.88 |
6.22 |
19.8% |
2.03 |
6.5% |
9% |
False |
True |
567,297 |
10 |
38.39 |
30.88 |
7.51 |
23.9% |
1.76 |
5.6% |
7% |
False |
True |
428,259 |
20 |
39.13 |
30.88 |
8.25 |
26.3% |
1.58 |
5.0% |
6% |
False |
True |
359,780 |
40 |
45.43 |
30.88 |
14.55 |
46.3% |
1.61 |
5.1% |
4% |
False |
True |
244,124 |
60 |
50.02 |
30.88 |
19.14 |
60.9% |
1.57 |
5.0% |
3% |
False |
True |
177,098 |
80 |
52.60 |
30.88 |
21.72 |
69.1% |
1.62 |
5.1% |
2% |
False |
True |
138,731 |
100 |
52.60 |
30.88 |
21.72 |
69.1% |
1.75 |
5.6% |
2% |
False |
True |
115,382 |
120 |
53.42 |
30.88 |
22.54 |
71.8% |
1.67 |
5.3% |
2% |
False |
True |
98,148 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
43.06 |
2.618 |
39.27 |
1.618 |
36.95 |
1.000 |
35.52 |
0.618 |
34.63 |
HIGH |
33.20 |
0.618 |
32.31 |
0.500 |
32.04 |
0.382 |
31.77 |
LOW |
30.88 |
0.618 |
29.45 |
1.000 |
28.56 |
1.618 |
27.13 |
2.618 |
24.81 |
4.250 |
21.02 |
|
|
Fisher Pivots for day following 11-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
32.04 |
32.61 |
PP |
31.83 |
32.21 |
S1 |
31.62 |
31.81 |
|