NYMEX Light Sweet Crude Oil Future February 2016
| Trading Metrics calculated at close of trading on 12-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2016 |
12-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
32.94 |
31.11 |
-1.83 |
-5.6% |
37.60 |
| High |
33.20 |
32.21 |
-0.99 |
-3.0% |
38.39 |
| Low |
30.88 |
29.93 |
-0.95 |
-3.1% |
32.10 |
| Close |
31.41 |
30.44 |
-0.97 |
-3.1% |
33.16 |
| Range |
2.32 |
2.28 |
-0.04 |
-1.7% |
6.29 |
| ATR |
1.69 |
1.73 |
0.04 |
2.5% |
0.00 |
| Volume |
648,640 |
627,218 |
-21,422 |
-3.3% |
2,619,832 |
|
| Daily Pivots for day following 12-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
37.70 |
36.35 |
31.69 |
|
| R3 |
35.42 |
34.07 |
31.07 |
|
| R2 |
33.14 |
33.14 |
30.86 |
|
| R1 |
31.79 |
31.79 |
30.65 |
31.33 |
| PP |
30.86 |
30.86 |
30.86 |
30.63 |
| S1 |
29.51 |
29.51 |
30.23 |
29.05 |
| S2 |
28.58 |
28.58 |
30.02 |
|
| S3 |
26.30 |
27.23 |
29.81 |
|
| S4 |
24.02 |
24.95 |
29.19 |
|
|
| Weekly Pivots for week ending 08-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
53.42 |
49.58 |
36.62 |
|
| R3 |
47.13 |
43.29 |
34.89 |
|
| R2 |
40.84 |
40.84 |
34.31 |
|
| R1 |
37.00 |
37.00 |
33.74 |
35.78 |
| PP |
34.55 |
34.55 |
34.55 |
33.94 |
| S1 |
30.71 |
30.71 |
32.58 |
29.49 |
| S2 |
28.26 |
28.26 |
32.01 |
|
| S3 |
21.97 |
24.42 |
31.43 |
|
| S4 |
15.68 |
18.13 |
29.70 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
36.39 |
29.93 |
6.46 |
21.2% |
2.22 |
7.3% |
8% |
False |
True |
610,714 |
| 10 |
38.39 |
29.93 |
8.46 |
27.8% |
1.84 |
6.0% |
6% |
False |
True |
468,917 |
| 20 |
39.13 |
29.93 |
9.20 |
30.2% |
1.60 |
5.3% |
6% |
False |
True |
379,733 |
| 40 |
44.82 |
29.93 |
14.89 |
48.9% |
1.63 |
5.3% |
3% |
False |
True |
258,125 |
| 60 |
50.02 |
29.93 |
20.09 |
66.0% |
1.58 |
5.2% |
3% |
False |
True |
187,050 |
| 80 |
52.60 |
29.93 |
22.67 |
74.5% |
1.63 |
5.4% |
2% |
False |
True |
146,294 |
| 100 |
52.60 |
29.93 |
22.67 |
74.5% |
1.75 |
5.8% |
2% |
False |
True |
121,478 |
| 120 |
52.60 |
29.93 |
22.67 |
74.5% |
1.68 |
5.5% |
2% |
False |
True |
103,290 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
41.90 |
|
2.618 |
38.18 |
|
1.618 |
35.90 |
|
1.000 |
34.49 |
|
0.618 |
33.62 |
|
HIGH |
32.21 |
|
0.618 |
31.34 |
|
0.500 |
31.07 |
|
0.382 |
30.80 |
|
LOW |
29.93 |
|
0.618 |
28.52 |
|
1.000 |
27.65 |
|
1.618 |
26.24 |
|
2.618 |
23.96 |
|
4.250 |
20.24 |
|
|
| Fisher Pivots for day following 12-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
31.07 |
32.14 |
| PP |
30.86 |
31.57 |
| S1 |
30.65 |
31.01 |
|