NYMEX Light Sweet Crude Oil Future August 2016
| Trading Metrics calculated at close of trading on 11-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2016 |
11-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
39.30 |
38.33 |
-0.97 |
-2.5% |
42.08 |
| High |
39.68 |
38.48 |
-1.20 |
-3.0% |
43.12 |
| Low |
38.37 |
36.80 |
-1.57 |
-4.1% |
38.00 |
| Close |
38.91 |
37.20 |
-1.71 |
-4.4% |
38.91 |
| Range |
1.31 |
1.68 |
0.37 |
28.2% |
5.12 |
| ATR |
1.32 |
1.38 |
0.06 |
4.3% |
0.00 |
| Volume |
7,364 |
7,870 |
506 |
6.9% |
31,967 |
|
| Daily Pivots for day following 11-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
42.53 |
41.55 |
38.12 |
|
| R3 |
40.85 |
39.87 |
37.66 |
|
| R2 |
39.17 |
39.17 |
37.51 |
|
| R1 |
38.19 |
38.19 |
37.35 |
37.84 |
| PP |
37.49 |
37.49 |
37.49 |
37.32 |
| S1 |
36.51 |
36.51 |
37.05 |
36.16 |
| S2 |
35.81 |
35.81 |
36.89 |
|
| S3 |
34.13 |
34.83 |
36.74 |
|
| S4 |
32.45 |
33.15 |
36.28 |
|
|
| Weekly Pivots for week ending 08-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
55.37 |
52.26 |
41.73 |
|
| R3 |
50.25 |
47.14 |
40.32 |
|
| R2 |
45.13 |
45.13 |
39.85 |
|
| R1 |
42.02 |
42.02 |
39.38 |
41.02 |
| PP |
40.01 |
40.01 |
40.01 |
39.51 |
| S1 |
36.90 |
36.90 |
38.44 |
35.90 |
| S2 |
34.89 |
34.89 |
37.97 |
|
| S3 |
29.77 |
31.78 |
37.50 |
|
| S4 |
24.65 |
26.66 |
36.09 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
45.62 |
|
2.618 |
42.88 |
|
1.618 |
41.20 |
|
1.000 |
40.16 |
|
0.618 |
39.52 |
|
HIGH |
38.48 |
|
0.618 |
37.84 |
|
0.500 |
37.64 |
|
0.382 |
37.44 |
|
LOW |
36.80 |
|
0.618 |
35.76 |
|
1.000 |
35.12 |
|
1.618 |
34.08 |
|
2.618 |
32.40 |
|
4.250 |
29.66 |
|
|
| Fisher Pivots for day following 11-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
37.64 |
38.29 |
| PP |
37.49 |
37.93 |
| S1 |
37.35 |
37.56 |
|