NYMEX Light Sweet Crude Oil Future March 2016
Trading Metrics calculated at close of trading on 08-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2016 |
08-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
35.35 |
34.50 |
-0.85 |
-2.4% |
38.75 |
High |
35.52 |
35.54 |
0.02 |
0.1% |
39.53 |
Low |
33.34 |
33.78 |
0.44 |
1.3% |
33.34 |
Close |
34.49 |
34.32 |
-0.17 |
-0.5% |
34.32 |
Range |
2.18 |
1.76 |
-0.42 |
-19.3% |
6.19 |
ATR |
1.60 |
1.61 |
0.01 |
0.7% |
0.00 |
Volume |
237,381 |
297,365 |
59,984 |
25.3% |
965,143 |
|
Daily Pivots for day following 08-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
39.83 |
38.83 |
35.29 |
|
R3 |
38.07 |
37.07 |
34.80 |
|
R2 |
36.31 |
36.31 |
34.64 |
|
R1 |
35.31 |
35.31 |
34.48 |
34.93 |
PP |
34.55 |
34.55 |
34.55 |
34.36 |
S1 |
33.55 |
33.55 |
34.16 |
33.17 |
S2 |
32.79 |
32.79 |
34.00 |
|
S3 |
31.03 |
31.79 |
33.84 |
|
S4 |
29.27 |
30.03 |
33.35 |
|
|
Weekly Pivots for week ending 08-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
54.30 |
50.50 |
37.72 |
|
R3 |
48.11 |
44.31 |
36.02 |
|
R2 |
41.92 |
41.92 |
35.45 |
|
R1 |
38.12 |
38.12 |
34.89 |
36.93 |
PP |
35.73 |
35.73 |
35.73 |
35.13 |
S1 |
31.93 |
31.93 |
33.75 |
30.74 |
S2 |
29.54 |
29.54 |
33.19 |
|
S3 |
23.35 |
25.74 |
32.62 |
|
S4 |
17.16 |
19.55 |
30.92 |
|
|
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 |
18.0% |
1.96 |
5.7% |
16% |
False |
False |
193,028 |
10 |
39.53 |
33.34 |
6.19 |
18.0% |
1.60 |
4.7% |
16% |
False |
False |
124,280 |
20 |
40.37 |
33.34 |
7.03 |
20.5% |
1.47 |
4.3% |
14% |
False |
False |
114,992 |
40 |
47.16 |
33.34 |
13.82 |
40.3% |
1.54 |
4.5% |
7% |
False |
False |
93,446 |
60 |
50.70 |
33.34 |
17.36 |
50.6% |
1.50 |
4.4% |
6% |
False |
False |
74,301 |
80 |
53.01 |
33.34 |
19.67 |
57.3% |
1.57 |
4.6% |
5% |
False |
False |
63,253 |
100 |
53.08 |
33.34 |
19.74 |
57.5% |
1.71 |
5.0% |
5% |
False |
False |
55,702 |
120 |
54.45 |
33.34 |
21.11 |
61.5% |
1.64 |
4.8% |
5% |
False |
False |
48,910 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
43.02 |
2.618 |
40.15 |
1.618 |
38.39 |
1.000 |
37.30 |
0.618 |
36.63 |
HIGH |
35.54 |
0.618 |
34.87 |
0.500 |
34.66 |
0.382 |
34.45 |
LOW |
33.78 |
0.618 |
32.69 |
1.000 |
32.02 |
1.618 |
30.93 |
2.618 |
29.17 |
4.250 |
26.30 |
|
|
Fisher Pivots for day following 08-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
34.66 |
35.46 |
PP |
34.55 |
35.08 |
S1 |
34.43 |
34.70 |
|