NYMEX Light Sweet Crude Oil Future August 2016
| Trading Metrics calculated at close of trading on 21-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2016 |
21-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
33.66 |
33.45 |
-0.21 |
-0.6% |
38.33 |
| High |
33.70 |
34.72 |
1.02 |
3.0% |
38.48 |
| Low |
32.22 |
32.60 |
0.38 |
1.2% |
34.25 |
| Close |
33.15 |
34.22 |
1.07 |
3.2% |
34.44 |
| Range |
1.48 |
2.12 |
0.64 |
43.2% |
4.23 |
| ATR |
1.50 |
1.54 |
0.04 |
3.0% |
0.00 |
| Volume |
13,277 |
11,074 |
-2,203 |
-16.6% |
43,880 |
|
| Daily Pivots for day following 21-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
40.21 |
39.33 |
35.39 |
|
| R3 |
38.09 |
37.21 |
34.80 |
|
| R2 |
35.97 |
35.97 |
34.61 |
|
| R1 |
35.09 |
35.09 |
34.41 |
35.53 |
| PP |
33.85 |
33.85 |
33.85 |
34.07 |
| S1 |
32.97 |
32.97 |
34.03 |
33.41 |
| S2 |
31.73 |
31.73 |
33.83 |
|
| S3 |
29.61 |
30.85 |
33.64 |
|
| S4 |
27.49 |
28.73 |
33.05 |
|
|
| Weekly Pivots for week ending 15-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
48.41 |
45.66 |
36.77 |
|
| R3 |
44.18 |
41.43 |
35.60 |
|
| R2 |
39.95 |
39.95 |
35.22 |
|
| R1 |
37.20 |
37.20 |
34.83 |
36.46 |
| PP |
35.72 |
35.72 |
35.72 |
35.36 |
| S1 |
32.97 |
32.97 |
34.05 |
32.23 |
| S2 |
31.49 |
31.49 |
33.66 |
|
| S3 |
27.26 |
28.74 |
33.28 |
|
| S4 |
23.03 |
24.51 |
32.11 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
43.73 |
|
2.618 |
40.27 |
|
1.618 |
38.15 |
|
1.000 |
36.84 |
|
0.618 |
36.03 |
|
HIGH |
34.72 |
|
0.618 |
33.91 |
|
0.500 |
33.66 |
|
0.382 |
33.41 |
|
LOW |
32.60 |
|
0.618 |
31.29 |
|
1.000 |
30.48 |
|
1.618 |
29.17 |
|
2.618 |
27.05 |
|
4.250 |
23.59 |
|
|
| Fisher Pivots for day following 21-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
34.03 |
34.04 |
| PP |
33.85 |
33.85 |
| S1 |
33.66 |
33.67 |
|