NYMEX Light Sweet Crude Oil Future February 2016
| Trading Metrics calculated at close of trading on 20-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2016 |
20-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
29.20 |
28.33 |
-0.87 |
-3.0% |
32.94 |
| High |
30.21 |
28.58 |
-1.63 |
-5.4% |
33.20 |
| Low |
28.21 |
26.19 |
-2.02 |
-7.2% |
29.13 |
| Close |
28.46 |
26.55 |
-1.91 |
-6.7% |
29.42 |
| Range |
2.00 |
2.39 |
0.39 |
19.5% |
4.07 |
| ATR |
1.75 |
1.80 |
0.05 |
2.6% |
0.00 |
| Volume |
188,026 |
25,358 |
-162,668 |
-86.5% |
2,780,761 |
|
| Daily Pivots for day following 20-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
34.28 |
32.80 |
27.86 |
|
| R3 |
31.89 |
30.41 |
27.21 |
|
| R2 |
29.50 |
29.50 |
26.99 |
|
| R1 |
28.02 |
28.02 |
26.77 |
27.57 |
| PP |
27.11 |
27.11 |
27.11 |
26.88 |
| S1 |
25.63 |
25.63 |
26.33 |
25.18 |
| S2 |
24.72 |
24.72 |
26.11 |
|
| S3 |
22.33 |
23.24 |
25.89 |
|
| S4 |
19.94 |
20.85 |
25.24 |
|
|
| 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 |
31.77 |
26.19 |
5.58 |
21.0% |
1.91 |
7.2% |
6% |
False |
True |
343,657 |
| 10 |
36.39 |
26.19 |
10.20 |
38.4% |
2.06 |
7.8% |
4% |
False |
True |
477,186 |
| 20 |
38.39 |
26.19 |
12.20 |
46.0% |
1.68 |
6.3% |
3% |
False |
True |
390,448 |
| 40 |
44.82 |
26.19 |
18.63 |
70.2% |
1.68 |
6.3% |
2% |
False |
True |
290,559 |
| 60 |
50.02 |
26.19 |
23.83 |
89.8% |
1.64 |
6.2% |
2% |
False |
True |
212,524 |
| 80 |
52.60 |
26.19 |
26.41 |
99.5% |
1.63 |
6.2% |
1% |
False |
True |
166,569 |
| 100 |
52.60 |
26.19 |
26.41 |
99.5% |
1.78 |
6.7% |
1% |
False |
True |
137,750 |
| 120 |
52.60 |
26.19 |
26.41 |
99.5% |
1.70 |
6.4% |
1% |
False |
True |
117,295 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
38.74 |
|
2.618 |
34.84 |
|
1.618 |
32.45 |
|
1.000 |
30.97 |
|
0.618 |
30.06 |
|
HIGH |
28.58 |
|
0.618 |
27.67 |
|
0.500 |
27.39 |
|
0.382 |
27.10 |
|
LOW |
26.19 |
|
0.618 |
24.71 |
|
1.000 |
23.80 |
|
1.618 |
22.32 |
|
2.618 |
19.93 |
|
4.250 |
16.03 |
|
|
| Fisher Pivots for day following 20-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
27.39 |
28.69 |
| PP |
27.11 |
27.97 |
| S1 |
26.83 |
27.26 |
|