NYMEX Light Sweet Crude Oil Future February 2016
| Trading Metrics calculated at close of trading on 05-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2016 |
05-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
37.60 |
36.90 |
-0.70 |
-1.9% |
38.00 |
| High |
38.39 |
37.10 |
-1.29 |
-3.4% |
38.09 |
| Low |
36.33 |
35.74 |
-0.59 |
-1.6% |
36.22 |
| Close |
36.76 |
35.97 |
-0.79 |
-2.1% |
37.04 |
| Range |
2.06 |
1.36 |
-0.70 |
-34.0% |
1.87 |
| ATR |
1.53 |
1.52 |
-0.01 |
-0.8% |
0.00 |
| Volume |
431,985 |
410,131 |
-21,854 |
-5.1% |
1,014,124 |
|
| Daily Pivots for day following 05-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
40.35 |
39.52 |
36.72 |
|
| R3 |
38.99 |
38.16 |
36.34 |
|
| R2 |
37.63 |
37.63 |
36.22 |
|
| R1 |
36.80 |
36.80 |
36.09 |
36.54 |
| PP |
36.27 |
36.27 |
36.27 |
36.14 |
| S1 |
35.44 |
35.44 |
35.85 |
35.18 |
| S2 |
34.91 |
34.91 |
35.72 |
|
| S3 |
33.55 |
34.08 |
35.60 |
|
| S4 |
32.19 |
32.72 |
35.22 |
|
|
| Weekly Pivots for week ending 01-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
42.73 |
41.75 |
38.07 |
|
| R3 |
40.86 |
39.88 |
37.55 |
|
| R2 |
38.99 |
38.99 |
37.38 |
|
| R1 |
38.01 |
38.01 |
37.21 |
37.57 |
| PP |
37.12 |
37.12 |
37.12 |
36.89 |
| S1 |
36.14 |
36.14 |
36.87 |
35.70 |
| S2 |
35.25 |
35.25 |
36.70 |
|
| S3 |
33.38 |
34.27 |
36.53 |
|
| S4 |
31.51 |
32.40 |
36.01 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
38.39 |
35.74 |
2.65 |
7.4% |
1.45 |
4.0% |
9% |
False |
True |
327,119 |
| 10 |
38.39 |
35.35 |
3.04 |
8.5% |
1.30 |
3.6% |
20% |
False |
False |
303,711 |
| 20 |
41.61 |
35.35 |
6.26 |
17.4% |
1.50 |
4.2% |
10% |
False |
False |
294,060 |
| 40 |
47.56 |
35.35 |
12.21 |
33.9% |
1.52 |
4.2% |
5% |
False |
False |
189,755 |
| 60 |
52.60 |
35.35 |
17.25 |
48.0% |
1.55 |
4.3% |
4% |
False |
False |
138,645 |
| 80 |
52.60 |
35.35 |
17.25 |
48.0% |
1.58 |
4.4% |
4% |
False |
False |
109,719 |
| 100 |
52.60 |
35.35 |
17.25 |
48.0% |
1.70 |
4.7% |
4% |
False |
False |
91,764 |
| 120 |
54.58 |
35.35 |
19.23 |
53.5% |
1.63 |
4.5% |
3% |
False |
False |
78,102 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
42.88 |
|
2.618 |
40.66 |
|
1.618 |
39.30 |
|
1.000 |
38.46 |
|
0.618 |
37.94 |
|
HIGH |
37.10 |
|
0.618 |
36.58 |
|
0.500 |
36.42 |
|
0.382 |
36.26 |
|
LOW |
35.74 |
|
0.618 |
34.90 |
|
1.000 |
34.38 |
|
1.618 |
33.54 |
|
2.618 |
32.18 |
|
4.250 |
29.96 |
|
|
| Fisher Pivots for day following 05-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
36.42 |
37.07 |
| PP |
36.27 |
36.70 |
| S1 |
36.12 |
36.34 |
|