NYMEX Light Sweet Crude Oil Future April 2016
Trading Metrics calculated at close of trading on 25-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2016 |
25-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
31.14 |
33.55 |
2.41 |
7.7% |
31.28 |
High |
33.63 |
34.06 |
0.43 |
1.3% |
33.63 |
Low |
30.79 |
31.20 |
0.41 |
1.3% |
28.76 |
Close |
33.51 |
31.80 |
-1.71 |
-5.1% |
33.51 |
Range |
2.84 |
2.86 |
0.02 |
0.7% |
4.87 |
ATR |
1.84 |
1.91 |
0.07 |
4.0% |
0.00 |
Volume |
152,379 |
152,736 |
357 |
0.2% |
589,095 |
|
Daily Pivots for day following 25-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
40.93 |
39.23 |
33.37 |
|
R3 |
38.07 |
36.37 |
32.59 |
|
R2 |
35.21 |
35.21 |
32.32 |
|
R1 |
33.51 |
33.51 |
32.06 |
32.93 |
PP |
32.35 |
32.35 |
32.35 |
32.07 |
S1 |
30.65 |
30.65 |
31.54 |
30.07 |
S2 |
29.49 |
29.49 |
31.28 |
|
S3 |
26.63 |
27.79 |
31.01 |
|
S4 |
23.77 |
24.93 |
30.23 |
|
|
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 |
34.06 |
28.76 |
5.30 |
16.7% |
2.41 |
7.6% |
57% |
True |
False |
148,366 |
10 |
35.42 |
28.76 |
6.66 |
20.9% |
2.16 |
6.8% |
46% |
False |
False |
123,476 |
20 |
40.50 |
28.76 |
11.74 |
36.9% |
1.87 |
5.9% |
26% |
False |
False |
85,970 |
40 |
46.66 |
28.76 |
17.90 |
56.3% |
1.66 |
5.2% |
17% |
False |
False |
62,629 |
60 |
51.29 |
28.76 |
22.53 |
70.8% |
1.61 |
5.0% |
13% |
False |
False |
48,414 |
80 |
53.35 |
28.76 |
24.59 |
77.3% |
1.56 |
4.9% |
12% |
False |
False |
39,384 |
100 |
53.35 |
28.76 |
24.59 |
77.3% |
1.59 |
5.0% |
12% |
False |
False |
33,139 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
46.22 |
2.618 |
41.55 |
1.618 |
38.69 |
1.000 |
36.92 |
0.618 |
35.83 |
HIGH |
34.06 |
0.618 |
32.97 |
0.500 |
32.63 |
0.382 |
32.29 |
LOW |
31.20 |
0.618 |
29.43 |
1.000 |
28.34 |
1.618 |
26.57 |
2.618 |
23.71 |
4.250 |
19.05 |
|
|
Fisher Pivots for day following 25-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
32.63 |
31.75 |
PP |
32.35 |
31.69 |
S1 |
32.08 |
31.64 |
|