NYMEX Light Sweet Crude Oil Future March 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 |
31.47 |
32.11 |
0.64 |
2.0% |
34.11 |
| High |
32.53 |
32.13 |
-0.40 |
-1.2% |
34.31 |
| Low |
31.16 |
30.06 |
-1.10 |
-3.5% |
30.06 |
| Close |
32.11 |
30.39 |
-1.72 |
-5.4% |
30.39 |
| Range |
1.37 |
2.07 |
0.70 |
51.1% |
4.25 |
| ATR |
1.67 |
1.70 |
0.03 |
1.7% |
0.00 |
| Volume |
407,645 |
358,984 |
-48,661 |
-11.9% |
1,715,715 |
|
| Daily Pivots for day following 15-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
37.07 |
35.80 |
31.53 |
|
| R3 |
35.00 |
33.73 |
30.96 |
|
| R2 |
32.93 |
32.93 |
30.77 |
|
| R1 |
31.66 |
31.66 |
30.58 |
31.26 |
| PP |
30.86 |
30.86 |
30.86 |
30.66 |
| S1 |
29.59 |
29.59 |
30.20 |
29.19 |
| S2 |
28.79 |
28.79 |
30.01 |
|
| S3 |
26.72 |
27.52 |
29.82 |
|
| S4 |
24.65 |
25.45 |
29.25 |
|
|
| Weekly Pivots for week ending 15-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
44.34 |
41.61 |
32.73 |
|
| R3 |
40.09 |
37.36 |
31.56 |
|
| R2 |
35.84 |
35.84 |
31.17 |
|
| R1 |
33.11 |
33.11 |
30.78 |
32.35 |
| PP |
31.59 |
31.59 |
31.59 |
31.21 |
| S1 |
28.86 |
28.86 |
30.00 |
28.10 |
| S2 |
27.34 |
27.34 |
29.61 |
|
| S3 |
23.09 |
24.61 |
29.22 |
|
| S4 |
18.84 |
20.36 |
28.05 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
34.31 |
30.06 |
4.25 |
14.0% |
1.92 |
6.3% |
8% |
False |
True |
343,143 |
| 10 |
39.53 |
30.06 |
9.47 |
31.2% |
1.94 |
6.4% |
3% |
False |
True |
268,085 |
| 20 |
39.53 |
30.06 |
9.47 |
31.2% |
1.55 |
5.1% |
3% |
False |
True |
168,317 |
| 40 |
45.93 |
30.06 |
15.87 |
52.2% |
1.58 |
5.2% |
2% |
False |
True |
129,370 |
| 60 |
50.70 |
30.06 |
20.64 |
67.9% |
1.56 |
5.1% |
2% |
False |
True |
100,373 |
| 80 |
53.01 |
30.06 |
22.95 |
75.5% |
1.58 |
5.2% |
1% |
False |
True |
83,232 |
| 100 |
53.08 |
30.06 |
23.02 |
75.7% |
1.73 |
5.7% |
1% |
False |
True |
71,476 |
| 120 |
53.08 |
30.06 |
23.02 |
75.7% |
1.67 |
5.5% |
1% |
False |
True |
62,793 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
40.93 |
|
2.618 |
37.55 |
|
1.618 |
35.48 |
|
1.000 |
34.20 |
|
0.618 |
33.41 |
|
HIGH |
32.13 |
|
0.618 |
31.34 |
|
0.500 |
31.10 |
|
0.382 |
30.85 |
|
LOW |
30.06 |
|
0.618 |
28.78 |
|
1.000 |
27.99 |
|
1.618 |
26.71 |
|
2.618 |
24.64 |
|
4.250 |
21.26 |
|
|
| Fisher Pivots for day following 15-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
31.10 |
31.37 |
| PP |
30.86 |
31.04 |
| S1 |
30.63 |
30.72 |
|