NYMEX Light Sweet Crude Oil Future March 2016
Trading Metrics calculated at close of trading on 14-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2016 |
14-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
31.60 |
31.47 |
-0.13 |
-0.4% |
38.75 |
High |
32.67 |
32.53 |
-0.14 |
-0.4% |
39.53 |
Low |
31.07 |
31.16 |
0.09 |
0.3% |
33.34 |
Close |
31.39 |
32.11 |
0.72 |
2.3% |
34.32 |
Range |
1.60 |
1.37 |
-0.23 |
-14.4% |
6.19 |
ATR |
1.69 |
1.67 |
-0.02 |
-1.4% |
0.00 |
Volume |
358,235 |
407,645 |
49,410 |
13.8% |
965,143 |
|
Daily Pivots for day following 14-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
36.04 |
35.45 |
32.86 |
|
R3 |
34.67 |
34.08 |
32.49 |
|
R2 |
33.30 |
33.30 |
32.36 |
|
R1 |
32.71 |
32.71 |
32.24 |
33.01 |
PP |
31.93 |
31.93 |
31.93 |
32.08 |
S1 |
31.34 |
31.34 |
31.98 |
31.64 |
S2 |
30.56 |
30.56 |
31.86 |
|
S3 |
29.19 |
29.97 |
31.73 |
|
S4 |
27.82 |
28.60 |
31.36 |
|
|
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 |
35.54 |
31.00 |
4.54 |
14.1% |
1.86 |
5.8% |
24% |
False |
False |
330,819 |
10 |
39.53 |
31.00 |
8.53 |
26.6% |
1.89 |
5.9% |
13% |
False |
False |
238,931 |
20 |
39.56 |
31.00 |
8.56 |
26.7% |
1.54 |
4.8% |
13% |
False |
False |
156,728 |
40 |
45.93 |
31.00 |
14.93 |
46.5% |
1.56 |
4.9% |
7% |
False |
False |
121,398 |
60 |
50.70 |
31.00 |
19.70 |
61.4% |
1.54 |
4.8% |
6% |
False |
False |
95,060 |
80 |
53.01 |
31.00 |
22.01 |
68.5% |
1.57 |
4.9% |
5% |
False |
False |
79,069 |
100 |
53.08 |
31.00 |
22.08 |
68.8% |
1.73 |
5.4% |
5% |
False |
False |
68,175 |
120 |
53.08 |
31.00 |
22.08 |
68.8% |
1.66 |
5.2% |
5% |
False |
False |
59,882 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
38.35 |
2.618 |
36.12 |
1.618 |
34.75 |
1.000 |
33.90 |
0.618 |
33.38 |
HIGH |
32.53 |
0.618 |
32.01 |
0.500 |
31.85 |
0.382 |
31.68 |
LOW |
31.16 |
0.618 |
30.31 |
1.000 |
29.79 |
1.618 |
28.94 |
2.618 |
27.57 |
4.250 |
25.34 |
|
|
Fisher Pivots for day following 14-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
32.02 |
32.15 |
PP |
31.93 |
32.14 |
S1 |
31.85 |
32.12 |
|