NYMEX Light Sweet Crude Oil Future April 2016
Trading Metrics calculated at close of trading on 05-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2016 |
05-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
39.57 |
39.09 |
-0.48 |
-1.2% |
39.84 |
High |
40.50 |
39.31 |
-1.19 |
-2.9% |
39.88 |
Low |
38.51 |
38.04 |
-0.47 |
-1.2% |
38.16 |
Close |
38.93 |
38.23 |
-0.70 |
-1.8% |
39.13 |
Range |
1.99 |
1.27 |
-0.72 |
-36.2% |
1.72 |
ATR |
1.45 |
1.43 |
-0.01 |
-0.9% |
0.00 |
Volume |
44,605 |
60,841 |
16,236 |
36.4% |
97,031 |
|
Daily Pivots for day following 05-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
42.34 |
41.55 |
38.93 |
|
R3 |
41.07 |
40.28 |
38.58 |
|
R2 |
39.80 |
39.80 |
38.46 |
|
R1 |
39.01 |
39.01 |
38.35 |
38.77 |
PP |
38.53 |
38.53 |
38.53 |
38.41 |
S1 |
37.74 |
37.74 |
38.11 |
37.50 |
S2 |
37.26 |
37.26 |
38.00 |
|
S3 |
35.99 |
36.47 |
37.88 |
|
S4 |
34.72 |
35.20 |
37.53 |
|
|
Weekly Pivots for week ending 01-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
44.22 |
43.39 |
40.08 |
|
R3 |
42.50 |
41.67 |
39.60 |
|
R2 |
40.78 |
40.78 |
39.45 |
|
R1 |
39.95 |
39.95 |
39.29 |
39.51 |
PP |
39.06 |
39.06 |
39.06 |
38.83 |
S1 |
38.23 |
38.23 |
38.97 |
37.79 |
S2 |
37.34 |
37.34 |
38.81 |
|
S3 |
35.62 |
36.51 |
38.66 |
|
S4 |
33.90 |
34.79 |
38.18 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
40.50 |
38.04 |
2.46 |
6.4% |
1.40 |
3.7% |
8% |
False |
True |
36,597 |
10 |
40.50 |
37.39 |
3.11 |
8.1% |
1.25 |
3.3% |
27% |
False |
False |
34,635 |
20 |
43.51 |
37.39 |
6.12 |
16.0% |
1.39 |
3.6% |
14% |
False |
False |
42,704 |
40 |
48.84 |
37.39 |
11.45 |
30.0% |
1.41 |
3.7% |
7% |
False |
False |
32,511 |
60 |
53.35 |
37.39 |
15.96 |
41.7% |
1.42 |
3.7% |
5% |
False |
False |
26,396 |
80 |
53.35 |
37.39 |
15.96 |
41.7% |
1.44 |
3.8% |
5% |
False |
False |
22,129 |
100 |
53.50 |
37.39 |
16.11 |
42.1% |
1.55 |
4.1% |
5% |
False |
False |
19,272 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
44.71 |
2.618 |
42.63 |
1.618 |
41.36 |
1.000 |
40.58 |
0.618 |
40.09 |
HIGH |
39.31 |
0.618 |
38.82 |
0.500 |
38.68 |
0.382 |
38.53 |
LOW |
38.04 |
0.618 |
37.26 |
1.000 |
36.77 |
1.618 |
35.99 |
2.618 |
34.72 |
4.250 |
32.64 |
|
|
Fisher Pivots for day following 05-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
38.68 |
39.27 |
PP |
38.53 |
38.92 |
S1 |
38.38 |
38.58 |
|