NYMEX Light Sweet Crude Oil Future March 2016
| Trading Metrics calculated at close of trading on 19-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2016 |
19-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
32.11 |
30.17 |
-1.94 |
-6.0% |
34.11 |
| High |
32.13 |
31.36 |
-0.77 |
-2.4% |
34.31 |
| Low |
30.06 |
29.35 |
-0.71 |
-2.4% |
30.06 |
| Close |
30.39 |
29.57 |
-0.82 |
-2.7% |
30.39 |
| Range |
2.07 |
2.01 |
-0.06 |
-2.9% |
4.25 |
| ATR |
1.70 |
1.72 |
0.02 |
1.3% |
0.00 |
| Volume |
358,984 |
743,931 |
384,947 |
107.2% |
1,715,715 |
|
| Daily Pivots for day following 19-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
36.12 |
34.86 |
30.68 |
|
| R3 |
34.11 |
32.85 |
30.12 |
|
| R2 |
32.10 |
32.10 |
29.94 |
|
| R1 |
30.84 |
30.84 |
29.75 |
30.47 |
| PP |
30.09 |
30.09 |
30.09 |
29.91 |
| S1 |
28.83 |
28.83 |
29.39 |
28.46 |
| S2 |
28.08 |
28.08 |
29.20 |
|
| S3 |
26.07 |
26.82 |
29.02 |
|
| S4 |
24.06 |
24.81 |
28.46 |
|
|
| Weekly Pivots for week ending 15-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
44.34 |
41.61 |
32.73 |
|
| R3 |
40.09 |
37.36 |
31.56 |
|
| R2 |
35.84 |
35.84 |
31.17 |
|
| R1 |
33.11 |
33.11 |
30.78 |
32.35 |
| PP |
31.59 |
31.59 |
31.59 |
31.21 |
| S1 |
28.86 |
28.86 |
30.00 |
28.10 |
| S2 |
27.34 |
27.34 |
29.61 |
|
| S3 |
23.09 |
24.61 |
29.22 |
|
| S4 |
18.84 |
20.36 |
28.05 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
33.30 |
29.35 |
3.95 |
13.4% |
1.87 |
6.3% |
6% |
False |
True |
431,176 |
| 10 |
38.31 |
29.35 |
8.96 |
30.3% |
1.94 |
6.6% |
2% |
False |
True |
331,651 |
| 20 |
39.53 |
29.35 |
10.18 |
34.4% |
1.60 |
5.4% |
2% |
False |
True |
201,327 |
| 40 |
45.93 |
29.35 |
16.58 |
56.1% |
1.60 |
5.4% |
1% |
False |
True |
146,453 |
| 60 |
50.70 |
29.35 |
21.35 |
72.2% |
1.57 |
5.3% |
1% |
False |
True |
112,176 |
| 80 |
53.01 |
29.35 |
23.66 |
80.0% |
1.58 |
5.3% |
1% |
False |
True |
92,126 |
| 100 |
53.08 |
29.35 |
23.73 |
80.3% |
1.73 |
5.8% |
1% |
False |
True |
78,739 |
| 120 |
53.08 |
29.35 |
23.73 |
80.3% |
1.67 |
5.7% |
1% |
False |
True |
68,893 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
39.90 |
|
2.618 |
36.62 |
|
1.618 |
34.61 |
|
1.000 |
33.37 |
|
0.618 |
32.60 |
|
HIGH |
31.36 |
|
0.618 |
30.59 |
|
0.500 |
30.36 |
|
0.382 |
30.12 |
|
LOW |
29.35 |
|
0.618 |
28.11 |
|
1.000 |
27.34 |
|
1.618 |
26.10 |
|
2.618 |
24.09 |
|
4.250 |
20.81 |
|
|
| Fisher Pivots for day following 19-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
30.36 |
30.94 |
| PP |
30.09 |
30.48 |
| S1 |
29.83 |
30.03 |
|