NYMEX Light Sweet Crude Oil Future April 2016
| Trading Metrics calculated at close of trading on 08-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2016 |
08-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
36.45 |
35.69 |
-0.76 |
-2.1% |
39.57 |
| High |
36.63 |
36.67 |
0.04 |
0.1% |
40.50 |
| Low |
34.48 |
34.90 |
0.42 |
1.2% |
34.48 |
| Close |
35.64 |
35.48 |
-0.16 |
-0.4% |
35.48 |
| Range |
2.15 |
1.77 |
-0.38 |
-17.7% |
6.02 |
| ATR |
1.55 |
1.56 |
0.02 |
1.0% |
0.00 |
| Volume |
87,481 |
96,334 |
8,853 |
10.1% |
366,677 |
|
| Daily Pivots for day following 08-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
40.99 |
40.01 |
36.45 |
|
| R3 |
39.22 |
38.24 |
35.97 |
|
| R2 |
37.45 |
37.45 |
35.80 |
|
| R1 |
36.47 |
36.47 |
35.64 |
36.08 |
| PP |
35.68 |
35.68 |
35.68 |
35.49 |
| S1 |
34.70 |
34.70 |
35.32 |
34.31 |
| S2 |
33.91 |
33.91 |
35.16 |
|
| S3 |
32.14 |
32.93 |
34.99 |
|
| S4 |
30.37 |
31.16 |
34.51 |
|
|
| Weekly Pivots for week ending 08-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
54.88 |
51.20 |
38.79 |
|
| R3 |
48.86 |
45.18 |
37.14 |
|
| R2 |
42.84 |
42.84 |
36.58 |
|
| R1 |
39.16 |
39.16 |
36.03 |
37.99 |
| PP |
36.82 |
36.82 |
36.82 |
36.24 |
| S1 |
33.14 |
33.14 |
34.93 |
31.97 |
| S2 |
30.80 |
30.80 |
34.38 |
|
| S3 |
24.78 |
27.12 |
33.82 |
|
| S4 |
18.76 |
21.10 |
32.17 |
|
|
| 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 |
17.0% |
1.91 |
5.4% |
17% |
False |
False |
73,335 |
| 10 |
40.50 |
34.48 |
6.02 |
17.0% |
1.58 |
4.4% |
17% |
False |
False |
48,464 |
| 20 |
41.31 |
34.48 |
6.83 |
19.3% |
1.43 |
4.0% |
15% |
False |
False |
47,088 |
| 40 |
47.82 |
34.48 |
13.34 |
37.6% |
1.49 |
4.2% |
7% |
False |
False |
37,640 |
| 60 |
51.29 |
34.48 |
16.81 |
47.4% |
1.43 |
4.0% |
6% |
False |
False |
30,124 |
| 80 |
53.35 |
34.48 |
18.87 |
53.2% |
1.48 |
4.2% |
5% |
False |
False |
25,087 |
| 100 |
53.50 |
34.48 |
19.02 |
53.6% |
1.59 |
4.5% |
5% |
False |
False |
21,643 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
44.19 |
|
2.618 |
41.30 |
|
1.618 |
39.53 |
|
1.000 |
38.44 |
|
0.618 |
37.76 |
|
HIGH |
36.67 |
|
0.618 |
35.99 |
|
0.500 |
35.79 |
|
0.382 |
35.58 |
|
LOW |
34.90 |
|
0.618 |
33.81 |
|
1.000 |
33.13 |
|
1.618 |
32.04 |
|
2.618 |
30.27 |
|
4.250 |
27.38 |
|
|
| Fisher Pivots for day following 08-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
35.79 |
36.54 |
| PP |
35.68 |
36.18 |
| S1 |
35.58 |
35.83 |
|