NYMEX Light Sweet Crude Oil Future February 2016
| Trading Metrics calculated at close of trading on 14-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2016 |
14-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
30.54 |
30.60 |
0.06 |
0.2% |
37.60 |
| High |
31.71 |
31.77 |
0.06 |
0.2% |
38.39 |
| Low |
30.10 |
30.28 |
0.18 |
0.6% |
32.10 |
| Close |
30.48 |
31.20 |
0.72 |
2.4% |
33.16 |
| Range |
1.61 |
1.49 |
-0.12 |
-7.5% |
6.29 |
| ATR |
1.72 |
1.71 |
-0.02 |
-1.0% |
0.00 |
| Volume |
637,903 |
537,906 |
-99,997 |
-15.7% |
2,619,832 |
|
| Daily Pivots for day following 14-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
35.55 |
34.87 |
32.02 |
|
| R3 |
34.06 |
33.38 |
31.61 |
|
| R2 |
32.57 |
32.57 |
31.47 |
|
| R1 |
31.89 |
31.89 |
31.34 |
32.23 |
| PP |
31.08 |
31.08 |
31.08 |
31.26 |
| S1 |
30.40 |
30.40 |
31.06 |
30.74 |
| S2 |
29.59 |
29.59 |
30.93 |
|
| S3 |
28.10 |
28.91 |
30.79 |
|
| S4 |
26.61 |
27.42 |
30.38 |
|
|
| 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 |
14.1% |
1.88 |
6.0% |
29% |
False |
False |
609,632 |
| 10 |
38.39 |
29.93 |
8.46 |
27.1% |
1.92 |
6.1% |
15% |
False |
False |
535,512 |
| 20 |
38.53 |
29.93 |
8.60 |
27.6% |
1.58 |
5.0% |
15% |
False |
False |
413,115 |
| 40 |
44.82 |
29.93 |
14.89 |
47.7% |
1.61 |
5.2% |
9% |
False |
False |
283,119 |
| 60 |
50.02 |
29.93 |
20.09 |
64.4% |
1.59 |
5.1% |
6% |
False |
False |
205,538 |
| 80 |
52.60 |
29.93 |
22.67 |
72.7% |
1.62 |
5.2% |
6% |
False |
False |
160,596 |
| 100 |
52.60 |
29.93 |
22.67 |
72.7% |
1.76 |
5.6% |
6% |
False |
False |
132,859 |
| 120 |
52.60 |
29.93 |
22.67 |
72.7% |
1.69 |
5.4% |
6% |
False |
False |
112,987 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
38.10 |
|
2.618 |
35.67 |
|
1.618 |
34.18 |
|
1.000 |
33.26 |
|
0.618 |
32.69 |
|
HIGH |
31.77 |
|
0.618 |
31.20 |
|
0.500 |
31.03 |
|
0.382 |
30.85 |
|
LOW |
30.28 |
|
0.618 |
29.36 |
|
1.000 |
28.79 |
|
1.618 |
27.87 |
|
2.618 |
26.38 |
|
4.250 |
23.95 |
|
|
| Fisher Pivots for day following 14-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
31.14 |
31.16 |
| PP |
31.08 |
31.11 |
| S1 |
31.03 |
31.07 |
|