NYMEX Light Sweet Crude Oil Future March 2016
Trading Metrics calculated at close of trading on 05-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2016 |
05-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
38.75 |
38.07 |
-0.68 |
-1.8% |
39.09 |
High |
39.53 |
38.31 |
-1.22 |
-3.1% |
39.09 |
Low |
37.51 |
36.98 |
-0.53 |
-1.4% |
37.28 |
Close |
37.95 |
37.18 |
-0.77 |
-2.0% |
38.17 |
Range |
2.02 |
1.33 |
-0.69 |
-34.2% |
1.81 |
ATR |
1.49 |
1.48 |
-0.01 |
-0.8% |
0.00 |
Volume |
108,270 |
126,519 |
18,249 |
16.9% |
230,990 |
|
Daily Pivots for day following 05-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
41.48 |
40.66 |
37.91 |
|
R3 |
40.15 |
39.33 |
37.55 |
|
R2 |
38.82 |
38.82 |
37.42 |
|
R1 |
38.00 |
38.00 |
37.30 |
37.75 |
PP |
37.49 |
37.49 |
37.49 |
37.36 |
S1 |
36.67 |
36.67 |
37.06 |
36.42 |
S2 |
36.16 |
36.16 |
36.94 |
|
S3 |
34.83 |
35.34 |
36.81 |
|
S4 |
33.50 |
34.01 |
36.45 |
|
|
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 |
36.98 |
2.55 |
6.9% |
1.42 |
3.8% |
8% |
False |
True |
83,316 |
10 |
39.53 |
36.48 |
3.05 |
8.2% |
1.27 |
3.4% |
23% |
False |
False |
76,751 |
20 |
42.70 |
36.48 |
6.22 |
16.7% |
1.44 |
3.9% |
11% |
False |
False |
101,469 |
40 |
48.28 |
36.48 |
11.80 |
31.7% |
1.47 |
4.0% |
6% |
False |
False |
78,742 |
60 |
53.01 |
36.48 |
16.53 |
44.5% |
1.50 |
4.0% |
4% |
False |
False |
63,951 |
80 |
53.01 |
36.48 |
16.53 |
44.5% |
1.54 |
4.1% |
4% |
False |
False |
55,095 |
100 |
53.08 |
36.48 |
16.60 |
44.6% |
1.68 |
4.5% |
4% |
False |
False |
49,000 |
120 |
55.05 |
36.48 |
18.57 |
49.9% |
1.60 |
4.3% |
4% |
False |
False |
43,025 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
43.96 |
2.618 |
41.79 |
1.618 |
40.46 |
1.000 |
39.64 |
0.618 |
39.13 |
HIGH |
38.31 |
0.618 |
37.80 |
0.500 |
37.65 |
0.382 |
37.49 |
LOW |
36.98 |
0.618 |
36.16 |
1.000 |
35.65 |
1.618 |
34.83 |
2.618 |
33.50 |
4.250 |
31.33 |
|
|
Fisher Pivots for day following 05-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
37.65 |
38.26 |
PP |
37.49 |
37.90 |
S1 |
37.34 |
37.54 |
|