NYMEX Light Sweet Crude Oil Future May 2016
Trading Metrics calculated at close of trading on 29-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2016 |
29-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
34.99 |
36.47 |
1.48 |
4.2% |
34.62 |
High |
37.52 |
37.29 |
-0.23 |
-0.6% |
37.52 |
Low |
34.58 |
35.75 |
1.17 |
3.4% |
32.05 |
Close |
36.03 |
36.78 |
0.75 |
2.1% |
36.78 |
Range |
2.94 |
1.54 |
-1.40 |
-47.6% |
5.47 |
ATR |
2.06 |
2.02 |
-0.04 |
-1.8% |
0.00 |
Volume |
96,347 |
86,182 |
-10,165 |
-10.6% |
436,747 |
|
Daily Pivots for day following 29-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
41.23 |
40.54 |
37.63 |
|
R3 |
39.69 |
39.00 |
37.20 |
|
R2 |
38.15 |
38.15 |
37.06 |
|
R1 |
37.46 |
37.46 |
36.92 |
37.81 |
PP |
36.61 |
36.61 |
36.61 |
36.78 |
S1 |
35.92 |
35.92 |
36.64 |
36.27 |
S2 |
35.07 |
35.07 |
36.50 |
|
S3 |
33.53 |
34.38 |
36.36 |
|
S4 |
31.99 |
32.84 |
35.93 |
|
|
Weekly Pivots for week ending 29-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
51.86 |
49.79 |
39.79 |
|
R3 |
46.39 |
44.32 |
38.28 |
|
R2 |
40.92 |
40.92 |
37.78 |
|
R1 |
38.85 |
38.85 |
37.28 |
39.89 |
PP |
35.45 |
35.45 |
35.45 |
35.97 |
S1 |
33.38 |
33.38 |
36.28 |
34.42 |
S2 |
29.98 |
29.98 |
35.78 |
|
S3 |
24.51 |
27.91 |
35.28 |
|
S4 |
19.04 |
22.44 |
33.77 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
37.52 |
32.05 |
5.47 |
14.9% |
2.56 |
6.9% |
86% |
False |
False |
87,349 |
10 |
37.52 |
29.85 |
7.67 |
20.9% |
2.40 |
6.5% |
90% |
False |
False |
77,036 |
20 |
41.35 |
29.85 |
11.50 |
31.3% |
2.11 |
5.7% |
60% |
False |
False |
58,869 |
40 |
46.00 |
29.85 |
16.15 |
43.9% |
1.73 |
4.7% |
43% |
False |
False |
40,642 |
60 |
51.63 |
29.85 |
21.78 |
59.2% |
1.60 |
4.4% |
32% |
False |
False |
31,851 |
80 |
53.22 |
29.85 |
23.37 |
63.5% |
1.52 |
4.1% |
30% |
False |
False |
26,215 |
100 |
53.22 |
29.85 |
23.37 |
63.5% |
1.50 |
4.1% |
30% |
False |
False |
21,929 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
43.84 |
2.618 |
41.32 |
1.618 |
39.78 |
1.000 |
38.83 |
0.618 |
38.24 |
HIGH |
37.29 |
0.618 |
36.70 |
0.500 |
36.52 |
0.382 |
36.34 |
LOW |
35.75 |
0.618 |
34.80 |
1.000 |
34.21 |
1.618 |
33.26 |
2.618 |
31.72 |
4.250 |
29.21 |
|
|
Fisher Pivots for day following 29-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
36.69 |
36.28 |
PP |
36.61 |
35.78 |
S1 |
36.52 |
35.28 |
|