NYMEX Light Sweet Crude Oil Future September 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 |
35.83 |
36.89 |
1.06 |
3.0% |
38.95 |
| High |
36.98 |
36.89 |
-0.09 |
-0.2% |
39.30 |
| Low |
35.79 |
34.72 |
-1.07 |
-3.0% |
34.72 |
| Close |
36.79 |
34.94 |
-1.85 |
-5.0% |
34.94 |
| Range |
1.19 |
2.17 |
0.98 |
82.4% |
4.58 |
| ATR |
|
|
|
|
|
| Volume |
11,498 |
8,596 |
-2,902 |
-25.2% |
59,648 |
|
| Daily Pivots for day following 15-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
42.03 |
40.65 |
36.13 |
|
| R3 |
39.86 |
38.48 |
35.54 |
|
| R2 |
37.69 |
37.69 |
35.34 |
|
| R1 |
36.31 |
36.31 |
35.14 |
35.92 |
| PP |
35.52 |
35.52 |
35.52 |
35.32 |
| S1 |
34.14 |
34.14 |
34.74 |
33.75 |
| S2 |
33.35 |
33.35 |
34.54 |
|
| S3 |
31.18 |
31.97 |
34.34 |
|
| S4 |
29.01 |
29.80 |
33.75 |
|
|
| Weekly Pivots for week ending 15-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
50.06 |
47.08 |
37.46 |
|
| R3 |
45.48 |
42.50 |
36.20 |
|
| R2 |
40.90 |
40.90 |
35.78 |
|
| R1 |
37.92 |
37.92 |
35.36 |
37.12 |
| PP |
36.32 |
36.32 |
36.32 |
35.92 |
| S1 |
33.34 |
33.34 |
34.52 |
32.54 |
| S2 |
31.74 |
31.74 |
34.10 |
|
| S3 |
27.16 |
28.76 |
33.68 |
|
| S4 |
22.58 |
24.18 |
32.42 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
46.11 |
|
2.618 |
42.57 |
|
1.618 |
40.40 |
|
1.000 |
39.06 |
|
0.618 |
38.23 |
|
HIGH |
36.89 |
|
0.618 |
36.06 |
|
0.500 |
35.81 |
|
0.382 |
35.55 |
|
LOW |
34.72 |
|
0.618 |
33.38 |
|
1.000 |
32.55 |
|
1.618 |
31.21 |
|
2.618 |
29.04 |
|
4.250 |
25.50 |
|
|
| Fisher Pivots for day following 15-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
35.81 |
35.98 |
| PP |
35.52 |
35.63 |
| S1 |
35.23 |
35.29 |
|