NYMEX Light Sweet Crude Oil Future February 2016
| Trading Metrics calculated at close of trading on 13-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2016 |
13-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
31.11 |
30.54 |
-0.57 |
-1.8% |
37.60 |
| High |
32.21 |
31.71 |
-0.50 |
-1.6% |
38.39 |
| Low |
29.93 |
30.10 |
0.17 |
0.6% |
32.10 |
| Close |
30.44 |
30.48 |
0.04 |
0.1% |
33.16 |
| Range |
2.28 |
1.61 |
-0.67 |
-29.4% |
6.29 |
| ATR |
1.73 |
1.72 |
-0.01 |
-0.5% |
0.00 |
| Volume |
627,218 |
637,903 |
10,685 |
1.7% |
2,619,832 |
|
| Daily Pivots for day following 13-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
35.59 |
34.65 |
31.37 |
|
| R3 |
33.98 |
33.04 |
30.92 |
|
| R2 |
32.37 |
32.37 |
30.78 |
|
| R1 |
31.43 |
31.43 |
30.63 |
31.10 |
| PP |
30.76 |
30.76 |
30.76 |
30.60 |
| S1 |
29.82 |
29.82 |
30.33 |
29.49 |
| S2 |
29.15 |
29.15 |
30.18 |
|
| S3 |
27.54 |
28.21 |
30.04 |
|
| S4 |
25.93 |
26.60 |
29.59 |
|
|
| 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 |
34.34 |
29.93 |
4.41 |
14.5% |
2.01 |
6.6% |
12% |
False |
False |
625,533 |
| 10 |
38.39 |
29.93 |
8.46 |
27.8% |
1.87 |
6.1% |
7% |
False |
False |
508,512 |
| 20 |
39.13 |
29.93 |
9.20 |
30.2% |
1.59 |
5.2% |
6% |
False |
False |
399,890 |
| 40 |
44.82 |
29.93 |
14.89 |
48.9% |
1.62 |
5.3% |
4% |
False |
False |
272,182 |
| 60 |
50.02 |
29.93 |
20.09 |
65.9% |
1.59 |
5.2% |
3% |
False |
False |
197,167 |
| 80 |
52.60 |
29.93 |
22.67 |
74.4% |
1.62 |
5.3% |
2% |
False |
False |
154,038 |
| 100 |
52.60 |
29.93 |
22.67 |
74.4% |
1.76 |
5.8% |
2% |
False |
False |
127,622 |
| 120 |
52.60 |
29.93 |
22.67 |
74.4% |
1.68 |
5.5% |
2% |
False |
False |
108,546 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
38.55 |
|
2.618 |
35.92 |
|
1.618 |
34.31 |
|
1.000 |
33.32 |
|
0.618 |
32.70 |
|
HIGH |
31.71 |
|
0.618 |
31.09 |
|
0.500 |
30.91 |
|
0.382 |
30.72 |
|
LOW |
30.10 |
|
0.618 |
29.11 |
|
1.000 |
28.49 |
|
1.618 |
27.50 |
|
2.618 |
25.89 |
|
4.250 |
23.26 |
|
|
| Fisher Pivots for day following 13-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
30.91 |
31.57 |
| PP |
30.76 |
31.20 |
| S1 |
30.62 |
30.84 |
|