NYMEX Light Sweet Crude Oil Future May 2016
Trading Metrics calculated at close of trading on 26-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2016 |
26-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
34.62 |
32.70 |
-1.92 |
-5.5% |
32.07 |
High |
35.25 |
35.13 |
-0.12 |
-0.3% |
34.77 |
Low |
32.57 |
32.05 |
-0.52 |
-1.6% |
29.85 |
Close |
33.11 |
34.22 |
1.11 |
3.4% |
34.67 |
Range |
2.68 |
3.08 |
0.40 |
14.9% |
4.92 |
ATR |
1.86 |
1.95 |
0.09 |
4.7% |
0.00 |
Volume |
80,494 |
76,605 |
-3,889 |
-4.8% |
295,404 |
|
Daily Pivots for day following 26-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
43.04 |
41.71 |
35.91 |
|
R3 |
39.96 |
38.63 |
35.07 |
|
R2 |
36.88 |
36.88 |
34.78 |
|
R1 |
35.55 |
35.55 |
34.50 |
36.22 |
PP |
33.80 |
33.80 |
33.80 |
34.13 |
S1 |
32.47 |
32.47 |
33.94 |
33.14 |
S2 |
30.72 |
30.72 |
33.66 |
|
S3 |
27.64 |
29.39 |
33.37 |
|
S4 |
24.56 |
26.31 |
32.53 |
|
|
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 |
15.8% |
2.57 |
7.5% |
81% |
False |
False |
76,624 |
10 |
35.54 |
29.85 |
5.69 |
16.6% |
2.22 |
6.5% |
77% |
False |
False |
67,803 |
20 |
41.35 |
29.85 |
11.50 |
33.6% |
1.93 |
5.6% |
38% |
False |
False |
46,572 |
40 |
47.11 |
29.85 |
17.26 |
50.4% |
1.64 |
4.8% |
25% |
False |
False |
34,600 |
60 |
51.63 |
29.85 |
21.78 |
63.6% |
1.54 |
4.5% |
20% |
False |
False |
27,605 |
80 |
53.22 |
29.85 |
23.37 |
68.3% |
1.50 |
4.4% |
19% |
False |
False |
22,961 |
100 |
53.22 |
29.85 |
23.37 |
68.3% |
1.47 |
4.3% |
19% |
False |
False |
19,276 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
48.22 |
2.618 |
43.19 |
1.618 |
40.11 |
1.000 |
38.21 |
0.618 |
37.03 |
HIGH |
35.13 |
0.618 |
33.95 |
0.500 |
33.59 |
0.382 |
33.23 |
LOW |
32.05 |
0.618 |
30.15 |
1.000 |
28.97 |
1.618 |
27.07 |
2.618 |
23.99 |
4.250 |
18.96 |
|
|
Fisher Pivots for day following 26-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
34.01 |
34.00 |
PP |
33.80 |
33.78 |
S1 |
33.59 |
33.56 |
|