NYMEX Light Sweet Crude Oil Future March 2016
Trading Metrics calculated at close of trading on 04-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2015 |
04-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
37.84 |
38.75 |
0.91 |
2.4% |
39.09 |
High |
38.87 |
39.53 |
0.66 |
1.7% |
39.09 |
Low |
37.28 |
37.51 |
0.23 |
0.6% |
37.28 |
Close |
38.17 |
37.95 |
-0.22 |
-0.6% |
38.17 |
Range |
1.59 |
2.02 |
0.43 |
27.0% |
1.81 |
ATR |
1.45 |
1.49 |
0.04 |
2.8% |
0.00 |
Volume |
67,442 |
108,270 |
40,828 |
60.5% |
230,990 |
|
Daily Pivots for day following 04-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
44.39 |
43.19 |
39.06 |
|
R3 |
42.37 |
41.17 |
38.51 |
|
R2 |
40.35 |
40.35 |
38.32 |
|
R1 |
39.15 |
39.15 |
38.14 |
38.74 |
PP |
38.33 |
38.33 |
38.33 |
38.13 |
S1 |
37.13 |
37.13 |
37.76 |
36.72 |
S2 |
36.31 |
36.31 |
37.58 |
|
S3 |
34.29 |
35.11 |
37.39 |
|
S4 |
32.27 |
33.09 |
36.84 |
|
|
Weekly Pivots for week ending 01-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
43.61 |
42.70 |
39.17 |
|
R3 |
41.80 |
40.89 |
38.67 |
|
R2 |
39.99 |
39.99 |
38.50 |
|
R1 |
39.08 |
39.08 |
38.34 |
38.63 |
PP |
38.18 |
38.18 |
38.18 |
37.96 |
S1 |
37.27 |
37.27 |
38.00 |
36.82 |
S2 |
36.37 |
36.37 |
37.84 |
|
S3 |
34.56 |
35.46 |
37.67 |
|
S4 |
32.75 |
33.65 |
37.17 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
39.53 |
37.28 |
2.25 |
5.9% |
1.45 |
3.8% |
30% |
True |
False |
67,852 |
10 |
39.53 |
36.48 |
3.05 |
8.0% |
1.26 |
3.3% |
48% |
True |
False |
71,003 |
20 |
44.45 |
36.48 |
7.97 |
21.0% |
1.49 |
3.9% |
18% |
False |
False |
98,548 |
40 |
48.99 |
36.48 |
12.51 |
33.0% |
1.47 |
3.9% |
12% |
False |
False |
77,008 |
60 |
53.01 |
36.48 |
16.53 |
43.6% |
1.51 |
4.0% |
9% |
False |
False |
62,550 |
80 |
53.01 |
36.48 |
16.53 |
43.6% |
1.55 |
4.1% |
9% |
False |
False |
53,802 |
100 |
53.08 |
36.48 |
16.60 |
43.7% |
1.68 |
4.4% |
9% |
False |
False |
47,983 |
120 |
56.34 |
36.48 |
19.86 |
52.3% |
1.61 |
4.2% |
7% |
False |
False |
42,069 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
48.12 |
2.618 |
44.82 |
1.618 |
42.80 |
1.000 |
41.55 |
0.618 |
40.78 |
HIGH |
39.53 |
0.618 |
38.76 |
0.500 |
38.52 |
0.382 |
38.28 |
LOW |
37.51 |
0.618 |
36.26 |
1.000 |
35.49 |
1.618 |
34.24 |
2.618 |
32.22 |
4.250 |
28.93 |
|
|
Fisher Pivots for day following 04-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
38.52 |
38.41 |
PP |
38.33 |
38.25 |
S1 |
38.14 |
38.10 |
|