NYMEX Light Sweet Crude Oil Future March 2016
Trading Metrics calculated at close of trading on 11-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2016 |
11-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
34.50 |
34.11 |
-0.39 |
-1.1% |
38.75 |
High |
35.54 |
34.31 |
-1.23 |
-3.5% |
39.53 |
Low |
33.78 |
32.03 |
-1.75 |
-5.2% |
33.34 |
Close |
34.32 |
32.52 |
-1.80 |
-5.2% |
34.32 |
Range |
1.76 |
2.28 |
0.52 |
29.5% |
6.19 |
ATR |
1.61 |
1.66 |
0.05 |
3.0% |
0.00 |
Volume |
297,365 |
303,766 |
6,401 |
2.2% |
965,143 |
|
Daily Pivots for day following 11-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
39.79 |
38.44 |
33.77 |
|
R3 |
37.51 |
36.16 |
33.15 |
|
R2 |
35.23 |
35.23 |
32.94 |
|
R1 |
33.88 |
33.88 |
32.73 |
33.42 |
PP |
32.95 |
32.95 |
32.95 |
32.72 |
S1 |
31.60 |
31.60 |
32.31 |
31.14 |
S2 |
30.67 |
30.67 |
32.10 |
|
S3 |
28.39 |
29.32 |
31.89 |
|
S4 |
26.11 |
27.04 |
31.27 |
|
|
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 |
38.31 |
32.03 |
6.28 |
19.3% |
2.01 |
6.2% |
8% |
False |
True |
232,127 |
10 |
39.53 |
32.03 |
7.50 |
23.1% |
1.73 |
5.3% |
7% |
False |
True |
149,989 |
20 |
40.18 |
32.03 |
8.15 |
25.1% |
1.53 |
4.7% |
6% |
False |
True |
123,966 |
40 |
46.20 |
32.03 |
14.17 |
43.6% |
1.56 |
4.8% |
3% |
False |
True |
99,685 |
60 |
50.70 |
32.03 |
18.67 |
57.4% |
1.52 |
4.7% |
3% |
False |
True |
78,966 |
80 |
53.01 |
32.03 |
20.98 |
64.5% |
1.57 |
4.8% |
2% |
False |
True |
66,705 |
100 |
53.08 |
32.03 |
21.05 |
64.7% |
1.73 |
5.3% |
2% |
False |
True |
58,525 |
120 |
53.88 |
32.03 |
21.85 |
67.2% |
1.65 |
5.1% |
2% |
False |
True |
51,374 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
44.00 |
2.618 |
40.28 |
1.618 |
38.00 |
1.000 |
36.59 |
0.618 |
35.72 |
HIGH |
34.31 |
0.618 |
33.44 |
0.500 |
33.17 |
0.382 |
32.90 |
LOW |
32.03 |
0.618 |
30.62 |
1.000 |
29.75 |
1.618 |
28.34 |
2.618 |
26.06 |
4.250 |
22.34 |
|
|
Fisher Pivots for day following 11-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
33.17 |
33.79 |
PP |
32.95 |
33.36 |
S1 |
32.74 |
32.94 |
|