NYMEX Light Sweet Crude Oil Future March 2016
| Trading Metrics calculated at close of trading on 13-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2016 |
13-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
32.24 |
31.60 |
-0.64 |
-2.0% |
38.75 |
| High |
33.30 |
32.67 |
-0.63 |
-1.9% |
39.53 |
| Low |
31.00 |
31.07 |
0.07 |
0.2% |
33.34 |
| Close |
31.52 |
31.39 |
-0.13 |
-0.4% |
34.32 |
| Range |
2.30 |
1.60 |
-0.70 |
-30.4% |
6.19 |
| ATR |
1.70 |
1.69 |
-0.01 |
-0.4% |
0.00 |
| Volume |
287,085 |
358,235 |
71,150 |
24.8% |
965,143 |
|
| Daily Pivots for day following 13-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
36.51 |
35.55 |
32.27 |
|
| R3 |
34.91 |
33.95 |
31.83 |
|
| R2 |
33.31 |
33.31 |
31.68 |
|
| R1 |
32.35 |
32.35 |
31.54 |
32.03 |
| PP |
31.71 |
31.71 |
31.71 |
31.55 |
| S1 |
30.75 |
30.75 |
31.24 |
30.43 |
| S2 |
30.11 |
30.11 |
31.10 |
|
| S3 |
28.51 |
29.15 |
30.95 |
|
| S4 |
26.91 |
27.55 |
30.51 |
|
|
| Weekly Pivots for week ending 08-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
54.30 |
50.50 |
37.72 |
|
| R3 |
48.11 |
44.31 |
36.02 |
|
| R2 |
41.92 |
41.92 |
35.45 |
|
| R1 |
38.12 |
38.12 |
34.89 |
36.93 |
| PP |
35.73 |
35.73 |
35.73 |
35.13 |
| S1 |
31.93 |
31.93 |
33.75 |
30.74 |
| S2 |
29.54 |
29.54 |
33.19 |
|
| S3 |
23.35 |
25.74 |
32.62 |
|
| S4 |
17.16 |
19.55 |
30.92 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
35.54 |
31.00 |
4.54 |
14.5% |
2.02 |
6.4% |
9% |
False |
False |
296,766 |
| 10 |
39.53 |
31.00 |
8.53 |
27.2% |
1.85 |
5.9% |
5% |
False |
False |
204,111 |
| 20 |
40.18 |
31.00 |
9.18 |
29.2% |
1.56 |
5.0% |
4% |
False |
False |
143,092 |
| 40 |
45.93 |
31.00 |
14.93 |
47.6% |
1.57 |
5.0% |
3% |
False |
False |
113,013 |
| 60 |
50.70 |
31.00 |
19.70 |
62.8% |
1.54 |
4.9% |
2% |
False |
False |
88,784 |
| 80 |
53.01 |
31.00 |
22.01 |
70.1% |
1.58 |
5.0% |
2% |
False |
False |
74,171 |
| 100 |
53.08 |
31.00 |
22.08 |
70.3% |
1.73 |
5.5% |
2% |
False |
False |
64,337 |
| 120 |
53.08 |
31.00 |
22.08 |
70.3% |
1.66 |
5.3% |
2% |
False |
False |
56,538 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
39.47 |
|
2.618 |
36.86 |
|
1.618 |
35.26 |
|
1.000 |
34.27 |
|
0.618 |
33.66 |
|
HIGH |
32.67 |
|
0.618 |
32.06 |
|
0.500 |
31.87 |
|
0.382 |
31.68 |
|
LOW |
31.07 |
|
0.618 |
30.08 |
|
1.000 |
29.47 |
|
1.618 |
28.48 |
|
2.618 |
26.88 |
|
4.250 |
24.27 |
|
|
| Fisher Pivots for day following 13-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
31.87 |
32.66 |
| PP |
31.71 |
32.23 |
| S1 |
31.55 |
31.81 |
|