NYMEX Light Sweet Crude Oil Future May 2016
Trading Metrics calculated at close of trading on 25-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2016 |
25-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
32.22 |
34.62 |
2.40 |
7.4% |
32.07 |
High |
34.77 |
35.25 |
0.48 |
1.4% |
34.77 |
Low |
31.87 |
32.57 |
0.70 |
2.2% |
29.85 |
Close |
34.67 |
33.11 |
-1.56 |
-4.5% |
34.67 |
Range |
2.90 |
2.68 |
-0.22 |
-7.6% |
4.92 |
ATR |
1.80 |
1.86 |
0.06 |
3.5% |
0.00 |
Volume |
74,539 |
80,494 |
5,955 |
8.0% |
295,404 |
|
Daily Pivots for day following 25-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
41.68 |
40.08 |
34.58 |
|
R3 |
39.00 |
37.40 |
33.85 |
|
R2 |
36.32 |
36.32 |
33.60 |
|
R1 |
34.72 |
34.72 |
33.36 |
34.18 |
PP |
33.64 |
33.64 |
33.64 |
33.38 |
S1 |
32.04 |
32.04 |
32.86 |
31.50 |
S2 |
30.96 |
30.96 |
32.62 |
|
S3 |
28.28 |
29.36 |
32.37 |
|
S4 |
25.60 |
26.68 |
31.64 |
|
|
Weekly Pivots for week ending 22-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
47.86 |
46.18 |
37.38 |
|
R3 |
42.94 |
41.26 |
36.02 |
|
R2 |
38.02 |
38.02 |
35.57 |
|
R1 |
36.34 |
36.34 |
35.12 |
37.18 |
PP |
33.10 |
33.10 |
33.10 |
33.52 |
S1 |
31.42 |
31.42 |
34.22 |
32.26 |
S2 |
28.18 |
28.18 |
33.77 |
|
S3 |
23.26 |
26.50 |
33.32 |
|
S4 |
18.34 |
21.58 |
31.96 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
35.25 |
29.85 |
5.40 |
16.3% |
2.35 |
7.1% |
60% |
True |
False |
75,179 |
10 |
36.46 |
29.85 |
6.61 |
20.0% |
2.13 |
6.4% |
49% |
False |
False |
63,682 |
20 |
41.35 |
29.85 |
11.50 |
34.7% |
1.83 |
5.5% |
28% |
False |
False |
43,438 |
40 |
47.36 |
29.85 |
17.51 |
52.9% |
1.60 |
4.8% |
19% |
False |
False |
33,133 |
60 |
51.63 |
29.85 |
21.78 |
65.8% |
1.54 |
4.6% |
15% |
False |
False |
26,576 |
80 |
53.22 |
29.85 |
23.37 |
70.6% |
1.47 |
4.4% |
14% |
False |
False |
22,058 |
100 |
53.22 |
29.85 |
23.37 |
70.6% |
1.48 |
4.5% |
14% |
False |
False |
18,583 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
46.64 |
2.618 |
42.27 |
1.618 |
39.59 |
1.000 |
37.93 |
0.618 |
36.91 |
HIGH |
35.25 |
0.618 |
34.23 |
0.500 |
33.91 |
0.382 |
33.59 |
LOW |
32.57 |
0.618 |
30.91 |
1.000 |
29.89 |
1.618 |
28.23 |
2.618 |
25.55 |
4.250 |
21.18 |
|
|
Fisher Pivots for day following 25-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
33.91 |
33.01 |
PP |
33.64 |
32.90 |
S1 |
33.38 |
32.80 |
|