NYMEX Light Sweet Crude Oil Future May 2016
Trading Metrics calculated at close of trading on 14-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2016 |
14-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
33.88 |
33.30 |
-0.58 |
-1.7% |
40.96 |
High |
34.57 |
34.41 |
-0.16 |
-0.5% |
41.35 |
Low |
33.01 |
33.00 |
-0.01 |
0.0% |
35.50 |
Close |
33.28 |
34.09 |
0.81 |
2.4% |
36.55 |
Range |
1.56 |
1.41 |
-0.15 |
-9.6% |
5.85 |
ATR |
1.61 |
1.59 |
-0.01 |
-0.9% |
0.00 |
Volume |
61,729 |
86,968 |
25,239 |
40.9% |
164,173 |
|
Daily Pivots for day following 14-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
38.06 |
37.49 |
34.87 |
|
R3 |
36.65 |
36.08 |
34.48 |
|
R2 |
35.24 |
35.24 |
34.35 |
|
R1 |
34.67 |
34.67 |
34.22 |
34.96 |
PP |
33.83 |
33.83 |
33.83 |
33.98 |
S1 |
33.26 |
33.26 |
33.96 |
33.55 |
S2 |
32.42 |
32.42 |
33.83 |
|
S3 |
31.01 |
31.85 |
33.70 |
|
S4 |
29.60 |
30.44 |
33.31 |
|
|
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 |
37.55 |
33.00 |
4.55 |
13.3% |
1.80 |
5.3% |
24% |
False |
True |
52,726 |
10 |
41.35 |
33.00 |
8.35 |
24.5% |
1.83 |
5.4% |
13% |
False |
True |
40,702 |
20 |
41.35 |
33.00 |
8.35 |
24.5% |
1.46 |
4.3% |
13% |
False |
True |
29,103 |
40 |
47.45 |
33.00 |
14.45 |
42.4% |
1.44 |
4.2% |
8% |
False |
True |
25,347 |
60 |
51.63 |
33.00 |
18.63 |
54.6% |
1.40 |
4.1% |
6% |
False |
True |
20,488 |
80 |
53.22 |
33.00 |
20.22 |
59.3% |
1.38 |
4.1% |
5% |
False |
True |
17,287 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
40.40 |
2.618 |
38.10 |
1.618 |
36.69 |
1.000 |
35.82 |
0.618 |
35.28 |
HIGH |
34.41 |
0.618 |
33.87 |
0.500 |
33.71 |
0.382 |
33.54 |
LOW |
33.00 |
0.618 |
32.13 |
1.000 |
31.59 |
1.618 |
30.72 |
2.618 |
29.31 |
4.250 |
27.01 |
|
|
Fisher Pivots for day following 14-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
33.96 |
34.27 |
PP |
33.83 |
34.21 |
S1 |
33.71 |
34.15 |
|