NYMEX Light Sweet Crude Oil Future May 2016
Trading Metrics calculated at close of trading on 08-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2016 |
08-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
37.52 |
37.27 |
-0.25 |
-0.7% |
40.96 |
High |
37.60 |
37.55 |
-0.05 |
-0.1% |
41.35 |
Low |
35.50 |
35.94 |
0.44 |
1.2% |
35.50 |
Close |
36.68 |
36.55 |
-0.13 |
-0.4% |
36.55 |
Range |
2.10 |
1.61 |
-0.49 |
-23.3% |
5.85 |
ATR |
1.50 |
1.50 |
0.01 |
0.5% |
0.00 |
Volume |
34,158 |
40,924 |
6,766 |
19.8% |
164,173 |
|
Daily Pivots for day following 08-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
41.51 |
40.64 |
37.44 |
|
R3 |
39.90 |
39.03 |
36.99 |
|
R2 |
38.29 |
38.29 |
36.85 |
|
R1 |
37.42 |
37.42 |
36.70 |
37.05 |
PP |
36.68 |
36.68 |
36.68 |
36.50 |
S1 |
35.81 |
35.81 |
36.40 |
35.44 |
S2 |
35.07 |
35.07 |
36.25 |
|
S3 |
33.46 |
34.20 |
36.11 |
|
S4 |
31.85 |
32.59 |
35.66 |
|
|
Weekly Pivots for week ending 08-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
55.35 |
51.80 |
39.77 |
|
R3 |
49.50 |
45.95 |
38.16 |
|
R2 |
43.65 |
43.65 |
37.62 |
|
R1 |
40.10 |
40.10 |
37.09 |
38.95 |
PP |
37.80 |
37.80 |
37.80 |
37.23 |
S1 |
34.25 |
34.25 |
36.01 |
33.10 |
S2 |
31.95 |
31.95 |
35.48 |
|
S3 |
26.10 |
28.40 |
34.94 |
|
S4 |
20.25 |
22.55 |
33.33 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
41.35 |
35.50 |
5.85 |
16.0% |
1.85 |
5.1% |
18% |
False |
False |
32,834 |
10 |
41.35 |
35.50 |
5.85 |
16.0% |
1.52 |
4.2% |
18% |
False |
False |
23,194 |
20 |
42.11 |
35.50 |
6.61 |
18.1% |
1.37 |
3.7% |
16% |
False |
False |
23,447 |
40 |
48.35 |
35.50 |
12.85 |
35.2% |
1.41 |
3.9% |
8% |
False |
False |
21,103 |
60 |
51.63 |
35.50 |
16.13 |
44.1% |
1.34 |
3.7% |
7% |
False |
False |
17,251 |
80 |
53.22 |
35.50 |
17.72 |
48.5% |
1.36 |
3.7% |
6% |
False |
False |
14,680 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
44.39 |
2.618 |
41.76 |
1.618 |
40.15 |
1.000 |
39.16 |
0.618 |
38.54 |
HIGH |
37.55 |
0.618 |
36.93 |
0.500 |
36.75 |
0.382 |
36.56 |
LOW |
35.94 |
0.618 |
34.95 |
1.000 |
34.33 |
1.618 |
33.34 |
2.618 |
31.73 |
4.250 |
29.10 |
|
|
Fisher Pivots for day following 08-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
36.75 |
37.53 |
PP |
36.68 |
37.20 |
S1 |
36.62 |
36.88 |
|