NYMEX Light Sweet Crude Oil Future April 2016
Trading Metrics calculated at close of trading on 14-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2016 |
14-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
32.94 |
32.39 |
-0.55 |
-1.7% |
39.57 |
High |
33.63 |
33.49 |
-0.14 |
-0.4% |
40.50 |
Low |
32.08 |
32.10 |
0.02 |
0.1% |
34.48 |
Close |
32.35 |
33.12 |
0.77 |
2.4% |
35.48 |
Range |
1.55 |
1.39 |
-0.16 |
-10.3% |
6.02 |
ATR |
1.65 |
1.64 |
-0.02 |
-1.1% |
0.00 |
Volume |
115,710 |
150,610 |
34,900 |
30.2% |
366,677 |
|
Daily Pivots for day following 14-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
37.07 |
36.49 |
33.88 |
|
R3 |
35.68 |
35.10 |
33.50 |
|
R2 |
34.29 |
34.29 |
33.37 |
|
R1 |
33.71 |
33.71 |
33.25 |
34.00 |
PP |
32.90 |
32.90 |
32.90 |
33.05 |
S1 |
32.32 |
32.32 |
32.99 |
32.61 |
S2 |
31.51 |
31.51 |
32.87 |
|
S3 |
30.12 |
30.93 |
32.74 |
|
S4 |
28.73 |
29.54 |
32.36 |
|
|
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 |
36.67 |
32.08 |
4.59 |
13.9% |
1.85 |
5.6% |
23% |
False |
False |
101,782 |
10 |
40.50 |
32.08 |
8.42 |
25.4% |
1.86 |
5.6% |
12% |
False |
False |
81,184 |
20 |
40.50 |
32.08 |
8.42 |
25.4% |
1.51 |
4.6% |
12% |
False |
False |
57,462 |
40 |
46.78 |
32.08 |
14.70 |
44.4% |
1.51 |
4.6% |
7% |
False |
False |
45,609 |
60 |
51.29 |
32.08 |
19.21 |
58.0% |
1.47 |
4.5% |
5% |
False |
False |
36,264 |
80 |
53.35 |
32.08 |
21.27 |
64.2% |
1.48 |
4.5% |
5% |
False |
False |
29,856 |
100 |
53.50 |
32.08 |
21.42 |
64.7% |
1.62 |
4.9% |
5% |
False |
False |
25,454 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
39.40 |
2.618 |
37.13 |
1.618 |
35.74 |
1.000 |
34.88 |
0.618 |
34.35 |
HIGH |
33.49 |
0.618 |
32.96 |
0.500 |
32.80 |
0.382 |
32.63 |
LOW |
32.10 |
0.618 |
31.24 |
1.000 |
30.71 |
1.618 |
29.85 |
2.618 |
28.46 |
4.250 |
26.19 |
|
|
Fisher Pivots for day following 14-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
33.01 |
33.27 |
PP |
32.90 |
33.22 |
S1 |
32.80 |
33.17 |
|