NYMEX Light Sweet Crude Oil Future March 2016
Trading Metrics calculated at close of trading on 25-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2016 |
25-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
29.84 |
32.05 |
2.21 |
7.4% |
30.17 |
High |
32.35 |
32.74 |
0.39 |
1.2% |
32.35 |
Low |
29.53 |
29.68 |
0.15 |
0.5% |
27.56 |
Close |
32.19 |
30.34 |
-1.85 |
-5.7% |
32.19 |
Range |
2.82 |
3.06 |
0.24 |
8.5% |
4.79 |
ATR |
1.87 |
1.96 |
0.08 |
4.5% |
0.00 |
Volume |
636,573 |
606,892 |
-29,681 |
-4.7% |
2,764,583 |
|
Daily Pivots for day following 25-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
40.10 |
38.28 |
32.02 |
|
R3 |
37.04 |
35.22 |
31.18 |
|
R2 |
33.98 |
33.98 |
30.90 |
|
R1 |
32.16 |
32.16 |
30.62 |
31.54 |
PP |
30.92 |
30.92 |
30.92 |
30.61 |
S1 |
29.10 |
29.10 |
30.06 |
28.48 |
S2 |
27.86 |
27.86 |
29.78 |
|
S3 |
24.80 |
26.04 |
29.50 |
|
S4 |
21.74 |
22.98 |
28.66 |
|
|
Weekly Pivots for week ending 22-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
45.07 |
43.42 |
34.82 |
|
R3 |
40.28 |
38.63 |
33.51 |
|
R2 |
35.49 |
35.49 |
33.07 |
|
R1 |
33.84 |
33.84 |
32.63 |
34.67 |
PP |
30.70 |
30.70 |
30.70 |
31.11 |
S1 |
29.05 |
29.05 |
31.75 |
29.88 |
S2 |
25.91 |
25.91 |
31.31 |
|
S3 |
21.12 |
24.26 |
30.87 |
|
S4 |
16.33 |
19.47 |
29.56 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
32.74 |
27.56 |
5.18 |
17.1% |
2.49 |
8.2% |
54% |
True |
False |
674,295 |
10 |
34.31 |
27.56 |
6.75 |
22.2% |
2.21 |
7.3% |
41% |
False |
False |
508,719 |
20 |
39.53 |
27.56 |
11.97 |
39.5% |
1.90 |
6.3% |
23% |
False |
False |
316,499 |
40 |
45.71 |
27.56 |
18.15 |
59.8% |
1.71 |
5.6% |
15% |
False |
False |
206,114 |
60 |
50.70 |
27.56 |
23.14 |
76.3% |
1.67 |
5.5% |
12% |
False |
False |
153,573 |
80 |
53.01 |
27.56 |
25.45 |
83.9% |
1.65 |
5.4% |
11% |
False |
False |
123,787 |
100 |
53.01 |
27.56 |
25.45 |
83.9% |
1.69 |
5.6% |
11% |
False |
False |
103,853 |
120 |
53.08 |
27.56 |
25.52 |
84.1% |
1.71 |
5.6% |
11% |
False |
False |
90,363 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
45.75 |
2.618 |
40.75 |
1.618 |
37.69 |
1.000 |
35.80 |
0.618 |
34.63 |
HIGH |
32.74 |
0.618 |
31.57 |
0.500 |
31.21 |
0.382 |
30.85 |
LOW |
29.68 |
0.618 |
27.79 |
1.000 |
26.62 |
1.618 |
24.73 |
2.618 |
21.67 |
4.250 |
16.68 |
|
|
Fisher Pivots for day following 25-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
31.21 |
30.33 |
PP |
30.92 |
30.32 |
S1 |
30.63 |
30.31 |
|