NYMEX Light Sweet Crude Oil Future February 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 |
30.60 |
31.18 |
0.58 |
1.9% |
32.94 |
| High |
31.77 |
31.18 |
-0.59 |
-1.9% |
33.20 |
| Low |
30.28 |
29.13 |
-1.15 |
-3.8% |
29.13 |
| Close |
31.20 |
29.42 |
-1.78 |
-5.7% |
29.42 |
| Range |
1.49 |
2.05 |
0.56 |
37.6% |
4.07 |
| ATR |
1.71 |
1.73 |
0.03 |
1.5% |
0.00 |
| Volume |
537,906 |
329,094 |
-208,812 |
-38.8% |
2,780,761 |
|
| Daily Pivots for day following 15-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
36.06 |
34.79 |
30.55 |
|
| R3 |
34.01 |
32.74 |
29.98 |
|
| R2 |
31.96 |
31.96 |
29.80 |
|
| R1 |
30.69 |
30.69 |
29.61 |
30.30 |
| PP |
29.91 |
29.91 |
29.91 |
29.72 |
| S1 |
28.64 |
28.64 |
29.23 |
28.25 |
| S2 |
27.86 |
27.86 |
29.04 |
|
| S3 |
25.81 |
26.59 |
28.86 |
|
| S4 |
23.76 |
24.54 |
28.29 |
|
|
| Weekly Pivots for week ending 15-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
42.79 |
40.18 |
31.66 |
|
| R3 |
38.72 |
36.11 |
30.54 |
|
| R2 |
34.65 |
34.65 |
30.17 |
|
| R1 |
32.04 |
32.04 |
29.79 |
31.31 |
| PP |
30.58 |
30.58 |
30.58 |
30.22 |
| S1 |
27.97 |
27.97 |
29.05 |
27.24 |
| S2 |
26.51 |
26.51 |
28.67 |
|
| S3 |
22.44 |
23.90 |
28.30 |
|
| S4 |
18.37 |
19.83 |
27.18 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
33.20 |
29.13 |
4.07 |
13.8% |
1.95 |
6.6% |
7% |
False |
True |
556,152 |
| 10 |
38.39 |
29.13 |
9.26 |
31.5% |
1.97 |
6.7% |
3% |
False |
True |
540,059 |
| 20 |
38.39 |
29.13 |
9.26 |
31.5% |
1.58 |
5.4% |
3% |
False |
True |
414,535 |
| 40 |
44.82 |
29.13 |
15.69 |
53.3% |
1.62 |
5.5% |
2% |
False |
True |
289,710 |
| 60 |
50.02 |
29.13 |
20.89 |
71.0% |
1.60 |
5.4% |
1% |
False |
True |
210,300 |
| 80 |
52.60 |
29.13 |
23.47 |
79.8% |
1.63 |
5.5% |
1% |
False |
True |
164,466 |
| 100 |
52.60 |
29.13 |
23.47 |
79.8% |
1.76 |
6.0% |
1% |
False |
True |
135,961 |
| 120 |
52.60 |
29.13 |
23.47 |
79.8% |
1.69 |
5.8% |
1% |
False |
True |
115,664 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
39.89 |
|
2.618 |
36.55 |
|
1.618 |
34.50 |
|
1.000 |
33.23 |
|
0.618 |
32.45 |
|
HIGH |
31.18 |
|
0.618 |
30.40 |
|
0.500 |
30.16 |
|
0.382 |
29.91 |
|
LOW |
29.13 |
|
0.618 |
27.86 |
|
1.000 |
27.08 |
|
1.618 |
25.81 |
|
2.618 |
23.76 |
|
4.250 |
20.42 |
|
|
| Fisher Pivots for day following 15-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
30.16 |
30.45 |
| PP |
29.91 |
30.11 |
| S1 |
29.67 |
29.76 |
|