NYMEX Light Sweet Crude Oil Future April 2016
Trading Metrics calculated at close of trading on 26-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2016 |
26-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
33.55 |
31.34 |
-2.21 |
-6.6% |
31.28 |
High |
34.06 |
33.84 |
-0.22 |
-0.6% |
33.63 |
Low |
31.20 |
30.70 |
-0.50 |
-1.6% |
28.76 |
Close |
31.80 |
32.90 |
1.10 |
3.5% |
33.51 |
Range |
2.86 |
3.14 |
0.28 |
9.8% |
4.87 |
ATR |
1.91 |
2.00 |
0.09 |
4.6% |
0.00 |
Volume |
152,736 |
147,884 |
-4,852 |
-3.2% |
589,095 |
|
Daily Pivots for day following 26-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
41.90 |
40.54 |
34.63 |
|
R3 |
38.76 |
37.40 |
33.76 |
|
R2 |
35.62 |
35.62 |
33.48 |
|
R1 |
34.26 |
34.26 |
33.19 |
34.94 |
PP |
32.48 |
32.48 |
32.48 |
32.82 |
S1 |
31.12 |
31.12 |
32.61 |
31.80 |
S2 |
29.34 |
29.34 |
32.32 |
|
S3 |
26.20 |
27.98 |
32.04 |
|
S4 |
23.06 |
24.84 |
31.17 |
|
|
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 |
16.1% |
2.64 |
8.0% |
78% |
False |
False |
153,442 |
10 |
34.45 |
28.76 |
5.69 |
17.3% |
2.26 |
6.9% |
73% |
False |
False |
131,058 |
20 |
40.50 |
28.76 |
11.74 |
35.7% |
1.98 |
6.0% |
35% |
False |
False |
92,317 |
40 |
46.46 |
28.76 |
17.70 |
53.8% |
1.70 |
5.2% |
23% |
False |
False |
65,835 |
60 |
51.29 |
28.76 |
22.53 |
68.5% |
1.61 |
4.9% |
18% |
False |
False |
50,500 |
80 |
53.35 |
28.76 |
24.59 |
74.7% |
1.59 |
4.8% |
17% |
False |
False |
41,169 |
100 |
53.35 |
28.76 |
24.59 |
74.7% |
1.58 |
4.8% |
17% |
False |
False |
34,514 |
120 |
53.50 |
28.76 |
24.74 |
75.2% |
1.62 |
4.9% |
17% |
False |
False |
30,121 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
47.19 |
2.618 |
42.06 |
1.618 |
38.92 |
1.000 |
36.98 |
0.618 |
35.78 |
HIGH |
33.84 |
0.618 |
32.64 |
0.500 |
32.27 |
0.382 |
31.90 |
LOW |
30.70 |
0.618 |
28.76 |
1.000 |
27.56 |
1.618 |
25.62 |
2.618 |
22.48 |
4.250 |
17.36 |
|
|
Fisher Pivots for day following 26-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
32.69 |
32.73 |
PP |
32.48 |
32.55 |
S1 |
32.27 |
32.38 |
|