NYMEX Light Sweet Crude Oil Future July 2016
| Trading Metrics calculated at close of trading on 20-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2016 |
20-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
32.80 |
33.35 |
0.55 |
1.7% |
37.94 |
| High |
34.64 |
33.35 |
-1.29 |
-3.7% |
38.02 |
| Low |
32.76 |
31.61 |
-1.15 |
-3.5% |
33.59 |
| Close |
33.31 |
32.54 |
-0.77 |
-2.3% |
33.86 |
| Range |
1.88 |
1.74 |
-0.14 |
-7.4% |
4.43 |
| ATR |
1.54 |
1.56 |
0.01 |
0.9% |
0.00 |
| Volume |
20,994 |
24,243 |
3,249 |
15.5% |
92,254 |
|
| Daily Pivots for day following 20-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
37.72 |
36.87 |
33.50 |
|
| R3 |
35.98 |
35.13 |
33.02 |
|
| R2 |
34.24 |
34.24 |
32.86 |
|
| R1 |
33.39 |
33.39 |
32.70 |
32.95 |
| PP |
32.50 |
32.50 |
32.50 |
32.28 |
| S1 |
31.65 |
31.65 |
32.38 |
31.21 |
| S2 |
30.76 |
30.76 |
32.22 |
|
| S3 |
29.02 |
29.91 |
32.06 |
|
| S4 |
27.28 |
28.17 |
31.58 |
|
|
| 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 |
40.75 |
|
2.618 |
37.91 |
|
1.618 |
36.17 |
|
1.000 |
35.09 |
|
0.618 |
34.43 |
|
HIGH |
33.35 |
|
0.618 |
32.69 |
|
0.500 |
32.48 |
|
0.382 |
32.27 |
|
LOW |
31.61 |
|
0.618 |
30.53 |
|
1.000 |
29.87 |
|
1.618 |
28.79 |
|
2.618 |
27.05 |
|
4.250 |
24.22 |
|
|
| Fisher Pivots for day following 20-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
32.52 |
33.59 |
| PP |
32.50 |
33.24 |
| S1 |
32.48 |
32.89 |
|