NYMEX Light Sweet Crude Oil Future April 2016
Trading Metrics calculated at close of trading on 07-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2016 |
07-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
38.46 |
36.45 |
-2.01 |
-5.2% |
39.84 |
High |
38.59 |
36.63 |
-1.96 |
-5.1% |
39.88 |
Low |
36.21 |
34.48 |
-1.73 |
-4.8% |
38.16 |
Close |
36.31 |
35.64 |
-0.67 |
-1.8% |
39.13 |
Range |
2.38 |
2.15 |
-0.23 |
-9.7% |
1.72 |
ATR |
1.50 |
1.55 |
0.05 |
3.1% |
0.00 |
Volume |
77,416 |
87,481 |
10,065 |
13.0% |
97,031 |
|
Daily Pivots for day following 07-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
42.03 |
40.99 |
36.82 |
|
R3 |
39.88 |
38.84 |
36.23 |
|
R2 |
37.73 |
37.73 |
36.03 |
|
R1 |
36.69 |
36.69 |
35.84 |
36.14 |
PP |
35.58 |
35.58 |
35.58 |
35.31 |
S1 |
34.54 |
34.54 |
35.44 |
33.99 |
S2 |
33.43 |
33.43 |
35.25 |
|
S3 |
31.28 |
32.39 |
35.05 |
|
S4 |
29.13 |
30.24 |
34.46 |
|
|
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 |
34.48 |
6.02 |
16.9% |
1.88 |
5.3% |
19% |
False |
True |
60,586 |
10 |
40.50 |
34.48 |
6.02 |
16.9% |
1.56 |
4.4% |
19% |
False |
True |
43,160 |
20 |
42.28 |
34.48 |
7.80 |
21.9% |
1.44 |
4.0% |
15% |
False |
True |
45,052 |
40 |
48.10 |
34.48 |
13.62 |
38.2% |
1.46 |
4.1% |
9% |
False |
True |
35,583 |
60 |
51.29 |
34.48 |
16.81 |
47.2% |
1.42 |
4.0% |
7% |
False |
True |
28,699 |
80 |
53.35 |
34.48 |
18.87 |
52.9% |
1.47 |
4.1% |
6% |
False |
True |
24,017 |
100 |
53.50 |
34.48 |
19.02 |
53.4% |
1.58 |
4.4% |
6% |
False |
True |
20,752 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
45.77 |
2.618 |
42.26 |
1.618 |
40.11 |
1.000 |
38.78 |
0.618 |
37.96 |
HIGH |
36.63 |
0.618 |
35.81 |
0.500 |
35.56 |
0.382 |
35.30 |
LOW |
34.48 |
0.618 |
33.15 |
1.000 |
32.33 |
1.618 |
31.00 |
2.618 |
28.85 |
4.250 |
25.34 |
|
|
Fisher Pivots for day following 07-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
35.61 |
36.90 |
PP |
35.58 |
36.48 |
S1 |
35.56 |
36.06 |
|