NYMEX Light Sweet Crude Oil Future April 2016
| Trading Metrics calculated at close of trading on 12-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2016 |
12-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
35.18 |
33.41 |
-1.77 |
-5.0% |
39.57 |
| High |
35.42 |
34.45 |
-0.97 |
-2.7% |
40.50 |
| Low |
33.21 |
32.14 |
-1.07 |
-3.2% |
34.48 |
| Close |
33.69 |
32.64 |
-1.05 |
-3.1% |
35.48 |
| Range |
2.21 |
2.31 |
0.10 |
4.5% |
6.02 |
| ATR |
1.61 |
1.66 |
0.05 |
3.1% |
0.00 |
| Volume |
72,065 |
74,192 |
2,127 |
3.0% |
366,677 |
|
| Daily Pivots for day following 12-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
40.01 |
38.63 |
33.91 |
|
| R3 |
37.70 |
36.32 |
33.28 |
|
| R2 |
35.39 |
35.39 |
33.06 |
|
| R1 |
34.01 |
34.01 |
32.85 |
33.55 |
| PP |
33.08 |
33.08 |
33.08 |
32.84 |
| S1 |
31.70 |
31.70 |
32.43 |
31.24 |
| S2 |
30.77 |
30.77 |
32.22 |
|
| S3 |
28.46 |
29.39 |
32.00 |
|
| S4 |
26.15 |
27.08 |
31.37 |
|
|
| 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 |
38.59 |
32.14 |
6.45 |
19.8% |
2.16 |
6.6% |
8% |
False |
True |
81,497 |
| 10 |
40.50 |
32.14 |
8.36 |
25.6% |
1.78 |
5.5% |
6% |
False |
True |
59,047 |
| 20 |
41.01 |
32.14 |
8.87 |
27.2% |
1.54 |
4.7% |
6% |
False |
True |
49,579 |
| 40 |
46.78 |
32.14 |
14.64 |
44.9% |
1.52 |
4.7% |
3% |
False |
True |
40,159 |
| 60 |
51.29 |
32.14 |
19.15 |
58.7% |
1.47 |
4.5% |
3% |
False |
True |
32,217 |
| 80 |
53.35 |
32.14 |
21.21 |
65.0% |
1.49 |
4.6% |
2% |
False |
True |
26,666 |
| 100 |
53.50 |
32.14 |
21.36 |
65.4% |
1.61 |
4.9% |
2% |
False |
True |
22,975 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
44.27 |
|
2.618 |
40.50 |
|
1.618 |
38.19 |
|
1.000 |
36.76 |
|
0.618 |
35.88 |
|
HIGH |
34.45 |
|
0.618 |
33.57 |
|
0.500 |
33.30 |
|
0.382 |
33.02 |
|
LOW |
32.14 |
|
0.618 |
30.71 |
|
1.000 |
29.83 |
|
1.618 |
28.40 |
|
2.618 |
26.09 |
|
4.250 |
22.32 |
|
|
| Fisher Pivots for day following 12-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
33.30 |
34.41 |
| PP |
33.08 |
33.82 |
| S1 |
32.86 |
33.23 |
|