NYMEX Light Sweet Crude Oil Future March 2016
| Trading Metrics calculated at close of trading on 06-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2016 |
06-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
38.07 |
37.39 |
-0.68 |
-1.8% |
39.09 |
| High |
38.31 |
37.57 |
-0.74 |
-1.9% |
39.09 |
| Low |
36.98 |
35.07 |
-1.91 |
-5.2% |
37.28 |
| Close |
37.18 |
35.20 |
-1.98 |
-5.3% |
38.17 |
| Range |
1.33 |
2.50 |
1.17 |
88.0% |
1.81 |
| ATR |
1.48 |
1.55 |
0.07 |
4.9% |
0.00 |
| Volume |
126,519 |
195,608 |
69,089 |
54.6% |
230,990 |
|
| Daily Pivots for day following 06-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
43.45 |
41.82 |
36.58 |
|
| R3 |
40.95 |
39.32 |
35.89 |
|
| R2 |
38.45 |
38.45 |
35.66 |
|
| R1 |
36.82 |
36.82 |
35.43 |
36.39 |
| PP |
35.95 |
35.95 |
35.95 |
35.73 |
| S1 |
34.32 |
34.32 |
34.97 |
33.89 |
| S2 |
33.45 |
33.45 |
34.74 |
|
| S3 |
30.95 |
31.82 |
34.51 |
|
| S4 |
28.45 |
29.32 |
33.83 |
|
|
| Weekly Pivots for week ending 01-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
43.61 |
42.70 |
39.17 |
|
| R3 |
41.80 |
40.89 |
38.67 |
|
| R2 |
39.99 |
39.99 |
38.50 |
|
| R1 |
39.08 |
39.08 |
38.34 |
38.63 |
| PP |
38.18 |
38.18 |
38.18 |
37.96 |
| S1 |
37.27 |
37.27 |
38.00 |
36.82 |
| S2 |
36.37 |
36.37 |
37.84 |
|
| S3 |
34.56 |
35.46 |
37.67 |
|
| S4 |
32.75 |
33.65 |
37.17 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
39.53 |
35.07 |
4.46 |
12.7% |
1.67 |
4.7% |
3% |
False |
True |
111,457 |
| 10 |
39.53 |
35.07 |
4.46 |
12.7% |
1.45 |
4.1% |
3% |
False |
True |
89,297 |
| 20 |
41.44 |
35.07 |
6.37 |
18.1% |
1.45 |
4.1% |
2% |
False |
True |
104,963 |
| 40 |
47.87 |
35.07 |
12.80 |
36.4% |
1.50 |
4.3% |
1% |
False |
True |
82,594 |
| 60 |
52.26 |
35.07 |
17.19 |
48.8% |
1.51 |
4.3% |
1% |
False |
True |
66,411 |
| 80 |
53.01 |
35.07 |
17.94 |
51.0% |
1.55 |
4.4% |
1% |
False |
True |
57,275 |
| 100 |
53.08 |
35.07 |
18.01 |
51.2% |
1.69 |
4.8% |
1% |
False |
True |
50,625 |
| 120 |
54.45 |
35.07 |
19.38 |
55.1% |
1.62 |
4.6% |
1% |
False |
True |
44,569 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
48.20 |
|
2.618 |
44.12 |
|
1.618 |
41.62 |
|
1.000 |
40.07 |
|
0.618 |
39.12 |
|
HIGH |
37.57 |
|
0.618 |
36.62 |
|
0.500 |
36.32 |
|
0.382 |
36.03 |
|
LOW |
35.07 |
|
0.618 |
33.53 |
|
1.000 |
32.57 |
|
1.618 |
31.03 |
|
2.618 |
28.53 |
|
4.250 |
24.45 |
|
|
| Fisher Pivots for day following 06-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
36.32 |
37.30 |
| PP |
35.95 |
36.60 |
| S1 |
35.57 |
35.90 |
|