NYMEX Light Sweet Crude Oil Future February 2016
Trading Metrics calculated at close of trading on 19-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2016 |
19-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
31.18 |
29.20 |
-1.98 |
-6.4% |
32.94 |
High |
31.18 |
30.21 |
-0.97 |
-3.1% |
33.20 |
Low |
29.13 |
28.21 |
-0.92 |
-3.2% |
29.13 |
Close |
29.42 |
28.46 |
-0.96 |
-3.3% |
29.42 |
Range |
2.05 |
2.00 |
-0.05 |
-2.4% |
4.07 |
ATR |
1.73 |
1.75 |
0.02 |
1.1% |
0.00 |
Volume |
329,094 |
188,026 |
-141,068 |
-42.9% |
2,780,761 |
|
Daily Pivots for day following 19-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
34.96 |
33.71 |
29.56 |
|
R3 |
32.96 |
31.71 |
29.01 |
|
R2 |
30.96 |
30.96 |
28.83 |
|
R1 |
29.71 |
29.71 |
28.64 |
29.34 |
PP |
28.96 |
28.96 |
28.96 |
28.77 |
S1 |
27.71 |
27.71 |
28.28 |
27.34 |
S2 |
26.96 |
26.96 |
28.09 |
|
S3 |
24.96 |
25.71 |
27.91 |
|
S4 |
22.96 |
23.71 |
27.36 |
|
|
Weekly Pivots for week ending 15-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
42.79 |
40.18 |
31.66 |
|
R3 |
38.72 |
36.11 |
30.54 |
|
R2 |
34.65 |
34.65 |
30.17 |
|
R1 |
32.04 |
32.04 |
29.79 |
31.31 |
PP |
30.58 |
30.58 |
30.58 |
30.22 |
S1 |
27.97 |
27.97 |
29.05 |
27.24 |
S2 |
26.51 |
26.51 |
28.67 |
|
S3 |
22.44 |
23.90 |
28.30 |
|
S4 |
18.37 |
19.83 |
27.18 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
32.21 |
28.21 |
4.00 |
14.1% |
1.89 |
6.6% |
6% |
False |
True |
464,029 |
10 |
37.10 |
28.21 |
8.89 |
31.2% |
1.96 |
6.9% |
3% |
False |
True |
515,663 |
20 |
38.39 |
28.21 |
10.18 |
35.8% |
1.62 |
5.7% |
2% |
False |
True |
409,308 |
40 |
44.82 |
28.21 |
16.61 |
58.4% |
1.64 |
5.8% |
2% |
False |
True |
292,067 |
60 |
50.02 |
28.21 |
21.81 |
76.6% |
1.62 |
5.7% |
1% |
False |
True |
212,762 |
80 |
52.60 |
28.21 |
24.39 |
85.7% |
1.62 |
5.7% |
1% |
False |
True |
166,520 |
100 |
52.60 |
28.21 |
24.39 |
85.7% |
1.77 |
6.2% |
1% |
False |
True |
137,692 |
120 |
52.60 |
28.21 |
24.39 |
85.7% |
1.70 |
6.0% |
1% |
False |
True |
117,159 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
38.71 |
2.618 |
35.45 |
1.618 |
33.45 |
1.000 |
32.21 |
0.618 |
31.45 |
HIGH |
30.21 |
0.618 |
29.45 |
0.500 |
29.21 |
0.382 |
28.97 |
LOW |
28.21 |
0.618 |
26.97 |
1.000 |
26.21 |
1.618 |
24.97 |
2.618 |
22.97 |
4.250 |
19.71 |
|
|
Fisher Pivots for day following 19-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
29.21 |
29.99 |
PP |
28.96 |
29.48 |
S1 |
28.71 |
28.97 |
|