NYMEX Light Sweet Crude Oil Future March 2016
Trading Metrics calculated at close of trading on 07-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2016 |
07-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
37.39 |
35.35 |
-2.04 |
-5.5% |
39.09 |
High |
37.57 |
35.52 |
-2.05 |
-5.5% |
39.09 |
Low |
35.07 |
33.34 |
-1.73 |
-4.9% |
37.28 |
Close |
35.20 |
34.49 |
-0.71 |
-2.0% |
38.17 |
Range |
2.50 |
2.18 |
-0.32 |
-12.8% |
1.81 |
ATR |
1.55 |
1.60 |
0.04 |
2.9% |
0.00 |
Volume |
195,608 |
237,381 |
41,773 |
21.4% |
230,990 |
|
Daily Pivots for day following 07-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
40.99 |
39.92 |
35.69 |
|
R3 |
38.81 |
37.74 |
35.09 |
|
R2 |
36.63 |
36.63 |
34.89 |
|
R1 |
35.56 |
35.56 |
34.69 |
35.01 |
PP |
34.45 |
34.45 |
34.45 |
34.17 |
S1 |
33.38 |
33.38 |
34.29 |
32.83 |
S2 |
32.27 |
32.27 |
34.09 |
|
S3 |
30.09 |
31.20 |
33.89 |
|
S4 |
27.91 |
29.02 |
33.29 |
|
|
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 |
33.34 |
6.19 |
17.9% |
1.92 |
5.6% |
19% |
False |
True |
147,044 |
10 |
39.53 |
33.34 |
6.19 |
17.9% |
1.59 |
4.6% |
19% |
False |
True |
104,308 |
20 |
41.44 |
33.34 |
8.10 |
23.5% |
1.48 |
4.3% |
14% |
False |
True |
107,853 |
40 |
47.51 |
33.34 |
14.17 |
41.1% |
1.52 |
4.4% |
8% |
False |
True |
86,960 |
60 |
50.70 |
33.34 |
17.36 |
50.3% |
1.50 |
4.3% |
7% |
False |
True |
69,894 |
80 |
53.01 |
33.34 |
19.67 |
57.0% |
1.56 |
4.5% |
6% |
False |
True |
59,956 |
100 |
53.08 |
33.34 |
19.74 |
57.2% |
1.70 |
4.9% |
6% |
False |
True |
52,884 |
120 |
54.45 |
33.34 |
21.11 |
61.2% |
1.63 |
4.7% |
5% |
False |
True |
46,503 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
44.79 |
2.618 |
41.23 |
1.618 |
39.05 |
1.000 |
37.70 |
0.618 |
36.87 |
HIGH |
35.52 |
0.618 |
34.69 |
0.500 |
34.43 |
0.382 |
34.17 |
LOW |
33.34 |
0.618 |
31.99 |
1.000 |
31.16 |
1.618 |
29.81 |
2.618 |
27.63 |
4.250 |
24.08 |
|
|
Fisher Pivots for day following 07-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
34.47 |
35.83 |
PP |
34.45 |
35.38 |
S1 |
34.43 |
34.94 |
|