NYMEX Light Sweet Crude Oil Future April 2016
Trading Metrics calculated at close of trading on 20-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2016 |
20-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
31.28 |
30.76 |
-0.52 |
-1.7% |
35.18 |
High |
32.34 |
30.78 |
-1.56 |
-4.8% |
35.42 |
Low |
30.31 |
28.76 |
-1.55 |
-5.1% |
31.06 |
Close |
30.67 |
29.69 |
-0.98 |
-3.2% |
31.38 |
Range |
2.03 |
2.02 |
-0.01 |
-0.5% |
4.36 |
ATR |
1.70 |
1.72 |
0.02 |
1.4% |
0.00 |
Volume |
122,505 |
162,565 |
40,060 |
32.7% |
492,932 |
|
Daily Pivots for day following 20-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
35.80 |
34.77 |
30.80 |
|
R3 |
33.78 |
32.75 |
30.25 |
|
R2 |
31.76 |
31.76 |
30.06 |
|
R1 |
30.73 |
30.73 |
29.88 |
30.24 |
PP |
29.74 |
29.74 |
29.74 |
29.50 |
S1 |
28.71 |
28.71 |
29.50 |
28.22 |
S2 |
27.72 |
27.72 |
29.32 |
|
S3 |
25.70 |
26.69 |
29.13 |
|
S4 |
23.68 |
24.67 |
28.58 |
|
|
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 |
33.63 |
28.76 |
4.87 |
16.4% |
1.82 |
6.1% |
19% |
False |
True |
126,349 |
10 |
38.59 |
28.76 |
9.83 |
33.1% |
1.99 |
6.7% |
9% |
False |
True |
103,923 |
20 |
40.50 |
28.76 |
11.74 |
39.5% |
1.62 |
5.5% |
8% |
False |
True |
69,279 |
40 |
46.78 |
28.76 |
18.02 |
60.7% |
1.58 |
5.3% |
5% |
False |
True |
53,210 |
60 |
51.29 |
28.76 |
22.53 |
75.9% |
1.53 |
5.2% |
4% |
False |
True |
41,549 |
80 |
53.35 |
28.76 |
24.59 |
82.8% |
1.50 |
5.1% |
4% |
False |
True |
34,032 |
100 |
53.50 |
28.76 |
24.74 |
83.3% |
1.64 |
5.5% |
4% |
False |
True |
28,916 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
39.37 |
2.618 |
36.07 |
1.618 |
34.05 |
1.000 |
32.80 |
0.618 |
32.03 |
HIGH |
30.78 |
0.618 |
30.01 |
0.500 |
29.77 |
0.382 |
29.53 |
LOW |
28.76 |
0.618 |
27.51 |
1.000 |
26.74 |
1.618 |
25.49 |
2.618 |
23.47 |
4.250 |
20.18 |
|
|
Fisher Pivots for day following 20-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
29.77 |
30.97 |
PP |
29.74 |
30.54 |
S1 |
29.72 |
30.12 |
|