NYMEX Light Sweet Crude Oil Future April 2016
Trading Metrics calculated at close of trading on 22-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2016 |
22-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
29.65 |
31.14 |
1.49 |
5.0% |
31.28 |
High |
31.54 |
33.63 |
2.09 |
6.6% |
33.63 |
Low |
29.22 |
30.79 |
1.57 |
5.4% |
28.76 |
Close |
30.83 |
33.51 |
2.68 |
8.7% |
33.51 |
Range |
2.32 |
2.84 |
0.52 |
22.4% |
4.87 |
ATR |
1.76 |
1.84 |
0.08 |
4.4% |
0.00 |
Volume |
151,646 |
152,379 |
733 |
0.5% |
589,095 |
|
Daily Pivots for day following 22-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
41.16 |
40.18 |
35.07 |
|
R3 |
38.32 |
37.34 |
34.29 |
|
R2 |
35.48 |
35.48 |
34.03 |
|
R1 |
34.50 |
34.50 |
33.77 |
34.99 |
PP |
32.64 |
32.64 |
32.64 |
32.89 |
S1 |
31.66 |
31.66 |
33.25 |
32.15 |
S2 |
29.80 |
29.80 |
32.99 |
|
S3 |
26.96 |
28.82 |
32.73 |
|
S4 |
24.12 |
25.98 |
31.95 |
|
|
Weekly Pivots for week ending 22-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
46.58 |
44.91 |
36.19 |
|
R3 |
41.71 |
40.04 |
34.85 |
|
R2 |
36.84 |
36.84 |
34.40 |
|
R1 |
35.17 |
35.17 |
33.96 |
36.01 |
PP |
31.97 |
31.97 |
31.97 |
32.38 |
S1 |
30.30 |
30.30 |
33.06 |
31.14 |
S2 |
27.10 |
27.10 |
32.62 |
|
S3 |
22.23 |
25.43 |
32.17 |
|
S4 |
17.36 |
20.56 |
30.83 |
|
|
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 |
14.5% |
2.26 |
6.8% |
98% |
True |
False |
133,890 |
10 |
36.67 |
28.76 |
7.91 |
23.6% |
2.06 |
6.1% |
60% |
False |
False |
117,836 |
20 |
40.50 |
28.76 |
11.74 |
35.0% |
1.81 |
5.4% |
40% |
False |
False |
80,498 |
40 |
46.78 |
28.76 |
18.02 |
53.8% |
1.62 |
4.8% |
26% |
False |
False |
59,371 |
60 |
51.29 |
28.76 |
22.53 |
67.2% |
1.58 |
4.7% |
21% |
False |
False |
46,075 |
80 |
53.35 |
28.76 |
24.59 |
73.4% |
1.54 |
4.6% |
19% |
False |
False |
37,547 |
100 |
53.50 |
28.76 |
24.74 |
73.8% |
1.62 |
4.8% |
19% |
False |
False |
31,757 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
45.70 |
2.618 |
41.07 |
1.618 |
38.23 |
1.000 |
36.47 |
0.618 |
35.39 |
HIGH |
33.63 |
0.618 |
32.55 |
0.500 |
32.21 |
0.382 |
31.87 |
LOW |
30.79 |
0.618 |
29.03 |
1.000 |
27.95 |
1.618 |
26.19 |
2.618 |
23.35 |
4.250 |
18.72 |
|
|
Fisher Pivots for day following 22-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
33.08 |
32.74 |
PP |
32.64 |
31.97 |
S1 |
32.21 |
31.20 |
|