NYMEX Light Sweet Crude Oil Future April 2016
Trading Metrics calculated at close of trading on 29-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2016 |
29-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
33.67 |
35.20 |
1.53 |
4.5% |
33.55 |
High |
36.28 |
35.93 |
-0.35 |
-1.0% |
36.28 |
Low |
33.24 |
34.29 |
1.05 |
3.2% |
30.70 |
Close |
34.71 |
35.28 |
0.57 |
1.6% |
35.28 |
Range |
3.04 |
1.64 |
-1.40 |
-46.1% |
5.58 |
ATR |
2.12 |
2.08 |
-0.03 |
-1.6% |
0.00 |
Volume |
202,581 |
178,457 |
-24,124 |
-11.9% |
860,916 |
|
Daily Pivots for day following 29-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
40.09 |
39.32 |
36.18 |
|
R3 |
38.45 |
37.68 |
35.73 |
|
R2 |
36.81 |
36.81 |
35.58 |
|
R1 |
36.04 |
36.04 |
35.43 |
36.43 |
PP |
35.17 |
35.17 |
35.17 |
35.36 |
S1 |
34.40 |
34.40 |
35.13 |
34.79 |
S2 |
33.53 |
33.53 |
34.98 |
|
S3 |
31.89 |
32.76 |
34.83 |
|
S4 |
30.25 |
31.12 |
34.38 |
|
|
Weekly Pivots for week ending 29-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
50.83 |
48.63 |
38.35 |
|
R3 |
45.25 |
43.05 |
36.81 |
|
R2 |
39.67 |
39.67 |
36.30 |
|
R1 |
37.47 |
37.47 |
35.79 |
38.57 |
PP |
34.09 |
34.09 |
34.09 |
34.64 |
S1 |
31.89 |
31.89 |
34.77 |
32.99 |
S2 |
28.51 |
28.51 |
34.26 |
|
S3 |
22.93 |
26.31 |
33.75 |
|
S4 |
17.35 |
20.73 |
32.21 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
36.28 |
30.70 |
5.58 |
15.8% |
2.67 |
7.6% |
82% |
False |
False |
172,183 |
10 |
36.28 |
28.76 |
7.52 |
21.3% |
2.47 |
7.0% |
87% |
False |
False |
153,036 |
20 |
40.50 |
28.76 |
11.74 |
33.3% |
2.16 |
6.1% |
56% |
False |
False |
117,110 |
40 |
45.29 |
28.76 |
16.53 |
46.9% |
1.80 |
5.1% |
39% |
False |
False |
78,578 |
60 |
51.29 |
28.76 |
22.53 |
63.9% |
1.67 |
4.7% |
29% |
False |
False |
59,122 |
80 |
53.35 |
28.76 |
24.59 |
69.7% |
1.62 |
4.6% |
27% |
False |
False |
47,799 |
100 |
53.35 |
28.76 |
24.59 |
69.7% |
1.60 |
4.5% |
27% |
False |
False |
39,891 |
120 |
53.50 |
28.76 |
24.74 |
70.1% |
1.65 |
4.7% |
26% |
False |
False |
34,655 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
42.90 |
2.618 |
40.22 |
1.618 |
38.58 |
1.000 |
37.57 |
0.618 |
36.94 |
HIGH |
35.93 |
0.618 |
35.30 |
0.500 |
35.11 |
0.382 |
34.92 |
LOW |
34.29 |
0.618 |
33.28 |
1.000 |
32.65 |
1.618 |
31.64 |
2.618 |
30.00 |
4.250 |
27.32 |
|
|
Fisher Pivots for day following 29-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
35.22 |
34.84 |
PP |
35.17 |
34.40 |
S1 |
35.11 |
33.97 |
|