NYMEX Light Sweet Crude Oil Future May 2016
Trading Metrics calculated at close of trading on 15-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2016 |
15-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
33.30 |
34.11 |
0.81 |
2.4% |
36.10 |
High |
34.41 |
34.13 |
-0.28 |
-0.8% |
36.46 |
Low |
33.00 |
32.01 |
-0.99 |
-3.0% |
32.01 |
Close |
34.09 |
32.31 |
-1.78 |
-5.2% |
32.31 |
Range |
1.41 |
2.12 |
0.71 |
50.4% |
4.45 |
ATR |
1.59 |
1.63 |
0.04 |
2.4% |
0.00 |
Volume |
86,968 |
38,214 |
-48,754 |
-56.1% |
260,922 |
|
Daily Pivots for day following 15-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
39.18 |
37.86 |
33.48 |
|
R3 |
37.06 |
35.74 |
32.89 |
|
R2 |
34.94 |
34.94 |
32.70 |
|
R1 |
33.62 |
33.62 |
32.50 |
33.22 |
PP |
32.82 |
32.82 |
32.82 |
32.62 |
S1 |
31.50 |
31.50 |
32.12 |
31.10 |
S2 |
30.70 |
30.70 |
31.92 |
|
S3 |
28.58 |
29.38 |
31.73 |
|
S4 |
26.46 |
27.26 |
31.14 |
|
|
Weekly Pivots for week ending 15-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
46.94 |
44.08 |
34.76 |
|
R3 |
42.49 |
39.63 |
33.53 |
|
R2 |
38.04 |
38.04 |
33.13 |
|
R1 |
35.18 |
35.18 |
32.72 |
34.39 |
PP |
33.59 |
33.59 |
33.59 |
33.20 |
S1 |
30.73 |
30.73 |
31.90 |
29.94 |
S2 |
29.14 |
29.14 |
31.49 |
|
S3 |
24.69 |
26.28 |
31.09 |
|
S4 |
20.24 |
21.83 |
29.86 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
36.46 |
32.01 |
4.45 |
13.8% |
1.91 |
5.9% |
7% |
False |
True |
52,184 |
10 |
41.35 |
32.01 |
9.34 |
28.9% |
1.88 |
5.8% |
3% |
False |
True |
42,509 |
20 |
41.35 |
32.01 |
9.34 |
28.9% |
1.49 |
4.6% |
3% |
False |
True |
29,586 |
40 |
47.45 |
32.01 |
15.44 |
47.8% |
1.46 |
4.5% |
2% |
False |
True |
26,064 |
60 |
51.63 |
32.01 |
19.62 |
60.7% |
1.43 |
4.4% |
2% |
False |
True |
20,964 |
80 |
53.22 |
32.01 |
21.21 |
65.6% |
1.40 |
4.3% |
1% |
False |
True |
17,716 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
43.14 |
2.618 |
39.68 |
1.618 |
37.56 |
1.000 |
36.25 |
0.618 |
35.44 |
HIGH |
34.13 |
0.618 |
33.32 |
0.500 |
33.07 |
0.382 |
32.82 |
LOW |
32.01 |
0.618 |
30.70 |
1.000 |
29.89 |
1.618 |
28.58 |
2.618 |
26.46 |
4.250 |
23.00 |
|
|
Fisher Pivots for day following 15-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
33.07 |
33.29 |
PP |
32.82 |
32.96 |
S1 |
32.56 |
32.64 |
|