NYMEX Light Sweet Crude Oil Future March 2016
| Trading Metrics calculated at close of trading on 12-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2016 |
12-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
34.11 |
32.24 |
-1.87 |
-5.5% |
38.75 |
| High |
34.31 |
33.30 |
-1.01 |
-2.9% |
39.53 |
| Low |
32.03 |
31.00 |
-1.03 |
-3.2% |
33.34 |
| Close |
32.52 |
31.52 |
-1.00 |
-3.1% |
34.32 |
| Range |
2.28 |
2.30 |
0.02 |
0.9% |
6.19 |
| ATR |
1.66 |
1.70 |
0.05 |
2.8% |
0.00 |
| Volume |
303,766 |
287,085 |
-16,681 |
-5.5% |
965,143 |
|
| Daily Pivots for day following 12-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
38.84 |
37.48 |
32.79 |
|
| R3 |
36.54 |
35.18 |
32.15 |
|
| R2 |
34.24 |
34.24 |
31.94 |
|
| R1 |
32.88 |
32.88 |
31.73 |
32.41 |
| PP |
31.94 |
31.94 |
31.94 |
31.71 |
| S1 |
30.58 |
30.58 |
31.31 |
30.11 |
| S2 |
29.64 |
29.64 |
31.10 |
|
| S3 |
27.34 |
28.28 |
30.89 |
|
| S4 |
25.04 |
25.98 |
30.26 |
|
|
| Weekly Pivots for week ending 08-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
54.30 |
50.50 |
37.72 |
|
| R3 |
48.11 |
44.31 |
36.02 |
|
| R2 |
41.92 |
41.92 |
35.45 |
|
| R1 |
38.12 |
38.12 |
34.89 |
36.93 |
| PP |
35.73 |
35.73 |
35.73 |
35.13 |
| S1 |
31.93 |
31.93 |
33.75 |
30.74 |
| S2 |
29.54 |
29.54 |
33.19 |
|
| S3 |
23.35 |
25.74 |
32.62 |
|
| S4 |
17.16 |
19.55 |
30.92 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
37.57 |
31.00 |
6.57 |
20.8% |
2.20 |
7.0% |
8% |
False |
True |
264,241 |
| 10 |
39.53 |
31.00 |
8.53 |
27.1% |
1.81 |
5.8% |
6% |
False |
True |
173,778 |
| 20 |
40.18 |
31.00 |
9.18 |
29.1% |
1.57 |
5.0% |
6% |
False |
True |
131,194 |
| 40 |
45.93 |
31.00 |
14.93 |
47.4% |
1.58 |
5.0% |
3% |
False |
True |
105,582 |
| 60 |
50.70 |
31.00 |
19.70 |
62.5% |
1.53 |
4.9% |
3% |
False |
True |
83,289 |
| 80 |
53.01 |
31.00 |
22.01 |
69.8% |
1.59 |
5.0% |
2% |
False |
True |
69,970 |
| 100 |
53.08 |
31.00 |
22.08 |
70.1% |
1.73 |
5.5% |
2% |
False |
True |
61,121 |
| 120 |
53.08 |
31.00 |
22.08 |
70.1% |
1.65 |
5.2% |
2% |
False |
True |
53,671 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
43.08 |
|
2.618 |
39.32 |
|
1.618 |
37.02 |
|
1.000 |
35.60 |
|
0.618 |
34.72 |
|
HIGH |
33.30 |
|
0.618 |
32.42 |
|
0.500 |
32.15 |
|
0.382 |
31.88 |
|
LOW |
31.00 |
|
0.618 |
29.58 |
|
1.000 |
28.70 |
|
1.618 |
27.28 |
|
2.618 |
24.98 |
|
4.250 |
21.23 |
|
|
| Fisher Pivots for day following 12-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
32.15 |
33.27 |
| PP |
31.94 |
32.69 |
| S1 |
31.73 |
32.10 |
|