NYMEX Light Sweet Crude Oil Future April 2016
| Trading Metrics calculated at close of trading on 15-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2016 |
15-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
32.39 |
33.17 |
0.78 |
2.4% |
35.18 |
| High |
33.49 |
33.17 |
-0.32 |
-1.0% |
35.42 |
| Low |
32.10 |
31.06 |
-1.04 |
-3.2% |
31.06 |
| Close |
33.12 |
31.38 |
-1.74 |
-5.3% |
31.38 |
| Range |
1.39 |
2.11 |
0.72 |
51.8% |
4.36 |
| ATR |
1.64 |
1.67 |
0.03 |
2.1% |
0.00 |
| Volume |
150,610 |
80,355 |
-70,255 |
-46.6% |
492,932 |
|
| Daily Pivots for day following 15-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
38.20 |
36.90 |
32.54 |
|
| R3 |
36.09 |
34.79 |
31.96 |
|
| R2 |
33.98 |
33.98 |
31.77 |
|
| R1 |
32.68 |
32.68 |
31.57 |
32.28 |
| PP |
31.87 |
31.87 |
31.87 |
31.67 |
| S1 |
30.57 |
30.57 |
31.19 |
30.17 |
| S2 |
29.76 |
29.76 |
30.99 |
|
| S3 |
27.65 |
28.46 |
30.80 |
|
| S4 |
25.54 |
26.35 |
30.22 |
|
|
| Weekly Pivots for week ending 15-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
45.70 |
42.90 |
33.78 |
|
| R3 |
41.34 |
38.54 |
32.58 |
|
| R2 |
36.98 |
36.98 |
32.18 |
|
| R1 |
34.18 |
34.18 |
31.78 |
33.40 |
| PP |
32.62 |
32.62 |
32.62 |
32.23 |
| S1 |
29.82 |
29.82 |
30.98 |
29.04 |
| S2 |
28.26 |
28.26 |
30.58 |
|
| S3 |
23.90 |
25.46 |
30.18 |
|
| S4 |
19.54 |
21.10 |
28.98 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
35.42 |
31.06 |
4.36 |
13.9% |
1.91 |
6.1% |
7% |
False |
True |
98,586 |
| 10 |
40.50 |
31.06 |
9.44 |
30.1% |
1.91 |
6.1% |
3% |
False |
True |
85,960 |
| 20 |
40.50 |
31.06 |
9.44 |
30.1% |
1.53 |
4.9% |
3% |
False |
True |
58,291 |
| 40 |
46.78 |
31.06 |
15.72 |
50.1% |
1.53 |
4.9% |
2% |
False |
True |
47,147 |
| 60 |
51.29 |
31.06 |
20.23 |
64.5% |
1.49 |
4.8% |
2% |
False |
True |
37,300 |
| 80 |
53.35 |
31.06 |
22.29 |
71.0% |
1.49 |
4.8% |
1% |
False |
True |
30,769 |
| 100 |
53.50 |
31.06 |
22.44 |
71.5% |
1.62 |
5.2% |
1% |
False |
True |
26,156 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
42.14 |
|
2.618 |
38.69 |
|
1.618 |
36.58 |
|
1.000 |
35.28 |
|
0.618 |
34.47 |
|
HIGH |
33.17 |
|
0.618 |
32.36 |
|
0.500 |
32.12 |
|
0.382 |
31.87 |
|
LOW |
31.06 |
|
0.618 |
29.76 |
|
1.000 |
28.95 |
|
1.618 |
27.65 |
|
2.618 |
25.54 |
|
4.250 |
22.09 |
|
|
| Fisher Pivots for day following 15-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
32.12 |
32.35 |
| PP |
31.87 |
32.02 |
| S1 |
31.63 |
31.70 |
|