NYMEX Light Sweet Crude Oil Future April 2016
| Trading Metrics calculated at close of trading on 27-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2016 |
27-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
31.34 |
32.00 |
0.66 |
2.1% |
31.28 |
| High |
33.84 |
34.30 |
0.46 |
1.4% |
33.63 |
| Low |
30.70 |
31.65 |
0.95 |
3.1% |
28.76 |
| Close |
32.90 |
33.76 |
0.86 |
2.6% |
33.51 |
| Range |
3.14 |
2.65 |
-0.49 |
-15.6% |
4.87 |
| ATR |
2.00 |
2.05 |
0.05 |
2.3% |
0.00 |
| Volume |
147,884 |
179,258 |
31,374 |
21.2% |
589,095 |
|
| Daily Pivots for day following 27-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
41.19 |
40.12 |
35.22 |
|
| R3 |
38.54 |
37.47 |
34.49 |
|
| R2 |
35.89 |
35.89 |
34.25 |
|
| R1 |
34.82 |
34.82 |
34.00 |
35.36 |
| PP |
33.24 |
33.24 |
33.24 |
33.50 |
| S1 |
32.17 |
32.17 |
33.52 |
32.71 |
| S2 |
30.59 |
30.59 |
33.27 |
|
| S3 |
27.94 |
29.52 |
33.03 |
|
| S4 |
25.29 |
26.87 |
32.30 |
|
|
| 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 |
34.30 |
29.22 |
5.08 |
15.0% |
2.76 |
8.2% |
89% |
True |
False |
156,780 |
| 10 |
34.30 |
28.76 |
5.54 |
16.4% |
2.29 |
6.8% |
90% |
True |
False |
141,564 |
| 20 |
40.50 |
28.76 |
11.74 |
34.8% |
2.04 |
6.0% |
43% |
False |
False |
100,306 |
| 40 |
45.78 |
28.76 |
17.02 |
50.4% |
1.73 |
5.1% |
29% |
False |
False |
70,084 |
| 60 |
51.29 |
28.76 |
22.53 |
66.7% |
1.63 |
4.8% |
22% |
False |
False |
53,205 |
| 80 |
53.35 |
28.76 |
24.59 |
72.8% |
1.60 |
4.7% |
20% |
False |
False |
43,262 |
| 100 |
53.35 |
28.76 |
24.59 |
72.8% |
1.58 |
4.7% |
20% |
False |
False |
36,219 |
| 120 |
53.50 |
28.76 |
24.74 |
73.3% |
1.63 |
4.8% |
20% |
False |
False |
31,561 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
45.56 |
|
2.618 |
41.24 |
|
1.618 |
38.59 |
|
1.000 |
36.95 |
|
0.618 |
35.94 |
|
HIGH |
34.30 |
|
0.618 |
33.29 |
|
0.500 |
32.98 |
|
0.382 |
32.66 |
|
LOW |
31.65 |
|
0.618 |
30.01 |
|
1.000 |
29.00 |
|
1.618 |
27.36 |
|
2.618 |
24.71 |
|
4.250 |
20.39 |
|
|
| Fisher Pivots for day following 27-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
33.50 |
33.34 |
| PP |
33.24 |
32.92 |
| S1 |
32.98 |
32.50 |
|