NYMEX Light Sweet Crude Oil Future July 2016
| Trading Metrics calculated at close of trading on 04-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2015 |
04-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
40.70 |
42.31 |
1.61 |
4.0% |
41.56 |
| High |
41.83 |
42.64 |
0.81 |
1.9% |
41.83 |
| Low |
40.19 |
40.83 |
0.64 |
1.6% |
40.19 |
| Close |
41.33 |
41.19 |
-0.14 |
-0.3% |
41.33 |
| Range |
1.64 |
1.81 |
0.17 |
10.4% |
1.64 |
| ATR |
1.24 |
1.28 |
0.04 |
3.3% |
0.00 |
| Volume |
6,852 |
12,511 |
5,659 |
82.6% |
16,129 |
|
| Daily Pivots for day following 04-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
46.98 |
45.90 |
42.19 |
|
| R3 |
45.17 |
44.09 |
41.69 |
|
| R2 |
43.36 |
43.36 |
41.52 |
|
| R1 |
42.28 |
42.28 |
41.36 |
41.92 |
| PP |
41.55 |
41.55 |
41.55 |
41.37 |
| S1 |
40.47 |
40.47 |
41.02 |
40.11 |
| S2 |
39.74 |
39.74 |
40.86 |
|
| S3 |
37.93 |
38.66 |
40.69 |
|
| S4 |
36.12 |
36.85 |
40.19 |
|
|
| Weekly Pivots for week ending 01-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
46.04 |
45.32 |
42.23 |
|
| R3 |
44.40 |
43.68 |
41.78 |
|
| R2 |
42.76 |
42.76 |
41.63 |
|
| R1 |
42.04 |
42.04 |
41.48 |
41.58 |
| PP |
41.12 |
41.12 |
41.12 |
40.89 |
| S1 |
40.40 |
40.40 |
41.18 |
39.94 |
| S2 |
39.48 |
39.48 |
41.03 |
|
| S3 |
37.84 |
38.76 |
40.88 |
|
| S4 |
36.20 |
37.12 |
40.43 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
50.33 |
|
2.618 |
47.38 |
|
1.618 |
45.57 |
|
1.000 |
44.45 |
|
0.618 |
43.76 |
|
HIGH |
42.64 |
|
0.618 |
41.95 |
|
0.500 |
41.74 |
|
0.382 |
41.52 |
|
LOW |
40.83 |
|
0.618 |
39.71 |
|
1.000 |
39.02 |
|
1.618 |
37.90 |
|
2.618 |
36.09 |
|
4.250 |
33.14 |
|
|
| Fisher Pivots for day following 04-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
41.74 |
41.42 |
| PP |
41.55 |
41.34 |
| S1 |
41.37 |
41.27 |
|