NYMEX Light Sweet Crude Oil Future July 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 |
34.64 |
35.56 |
0.92 |
2.7% |
37.94 |
| High |
35.91 |
35.56 |
-0.35 |
-1.0% |
38.02 |
| Low |
34.64 |
33.59 |
-1.05 |
-3.0% |
33.59 |
| Close |
35.68 |
33.86 |
-1.82 |
-5.1% |
33.86 |
| Range |
1.27 |
1.97 |
0.70 |
55.1% |
4.43 |
| ATR |
1.48 |
1.52 |
0.04 |
3.0% |
0.00 |
| Volume |
22,307 |
11,460 |
-10,847 |
-48.6% |
92,254 |
|
| Daily Pivots for day following 15-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
40.25 |
39.02 |
34.94 |
|
| R3 |
38.28 |
37.05 |
34.40 |
|
| R2 |
36.31 |
36.31 |
34.22 |
|
| R1 |
35.08 |
35.08 |
34.04 |
34.71 |
| PP |
34.34 |
34.34 |
34.34 |
34.15 |
| S1 |
33.11 |
33.11 |
33.68 |
32.74 |
| S2 |
32.37 |
32.37 |
33.50 |
|
| S3 |
30.40 |
31.14 |
33.32 |
|
| S4 |
28.43 |
29.17 |
32.78 |
|
|
| Weekly Pivots for week ending 15-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
48.45 |
45.58 |
36.30 |
|
| R3 |
44.02 |
41.15 |
35.08 |
|
| R2 |
39.59 |
39.59 |
34.67 |
|
| R1 |
36.72 |
36.72 |
34.27 |
35.94 |
| PP |
35.16 |
35.16 |
35.16 |
34.77 |
| S1 |
32.29 |
32.29 |
33.45 |
31.51 |
| S2 |
30.73 |
30.73 |
33.05 |
|
| S3 |
26.30 |
27.86 |
32.64 |
|
| S4 |
21.87 |
23.43 |
31.42 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
43.93 |
|
2.618 |
40.72 |
|
1.618 |
38.75 |
|
1.000 |
37.53 |
|
0.618 |
36.78 |
|
HIGH |
35.56 |
|
0.618 |
34.81 |
|
0.500 |
34.58 |
|
0.382 |
34.34 |
|
LOW |
33.59 |
|
0.618 |
32.37 |
|
1.000 |
31.62 |
|
1.618 |
30.40 |
|
2.618 |
28.43 |
|
4.250 |
25.22 |
|
|
| Fisher Pivots for day following 15-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
34.58 |
34.87 |
| PP |
34.34 |
34.53 |
| S1 |
34.10 |
34.20 |
|