NYMEX Light Sweet Crude Oil Future March 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 |
30.17 |
29.47 |
-0.70 |
-2.3% |
34.11 |
| High |
31.36 |
29.75 |
-1.61 |
-5.1% |
34.31 |
| Low |
29.35 |
27.56 |
-1.79 |
-6.1% |
30.06 |
| Close |
29.57 |
28.35 |
-1.22 |
-4.1% |
30.39 |
| Range |
2.01 |
2.19 |
0.18 |
9.0% |
4.25 |
| ATR |
1.72 |
1.76 |
0.03 |
1.9% |
0.00 |
| Volume |
743,931 |
690,039 |
-53,892 |
-7.2% |
1,715,715 |
|
| Daily Pivots for day following 20-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
35.12 |
33.93 |
29.55 |
|
| R3 |
32.93 |
31.74 |
28.95 |
|
| R2 |
30.74 |
30.74 |
28.75 |
|
| R1 |
29.55 |
29.55 |
28.55 |
29.05 |
| PP |
28.55 |
28.55 |
28.55 |
28.31 |
| S1 |
27.36 |
27.36 |
28.15 |
26.86 |
| S2 |
26.36 |
26.36 |
27.95 |
|
| S3 |
24.17 |
25.17 |
27.75 |
|
| S4 |
21.98 |
22.98 |
27.15 |
|
|
| 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 |
32.67 |
27.56 |
5.11 |
18.0% |
1.85 |
6.5% |
15% |
False |
True |
511,766 |
| 10 |
37.57 |
27.56 |
10.01 |
35.3% |
2.03 |
7.1% |
8% |
False |
True |
388,003 |
| 20 |
39.53 |
27.56 |
11.97 |
42.2% |
1.65 |
5.8% |
7% |
False |
True |
232,377 |
| 40 |
45.93 |
27.56 |
18.37 |
64.8% |
1.63 |
5.7% |
4% |
False |
True |
162,337 |
| 60 |
50.70 |
27.56 |
23.14 |
81.6% |
1.59 |
5.6% |
3% |
False |
True |
123,043 |
| 80 |
53.01 |
27.56 |
25.45 |
89.8% |
1.59 |
5.6% |
3% |
False |
True |
100,459 |
| 100 |
53.08 |
27.56 |
25.52 |
90.0% |
1.74 |
6.1% |
3% |
False |
True |
85,458 |
| 120 |
53.08 |
27.56 |
25.52 |
90.0% |
1.68 |
5.9% |
3% |
False |
True |
74,518 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
39.06 |
|
2.618 |
35.48 |
|
1.618 |
33.29 |
|
1.000 |
31.94 |
|
0.618 |
31.10 |
|
HIGH |
29.75 |
|
0.618 |
28.91 |
|
0.500 |
28.66 |
|
0.382 |
28.40 |
|
LOW |
27.56 |
|
0.618 |
26.21 |
|
1.000 |
25.37 |
|
1.618 |
24.02 |
|
2.618 |
21.83 |
|
4.250 |
18.25 |
|
|
| Fisher Pivots for day following 20-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
28.66 |
29.85 |
| PP |
28.55 |
29.35 |
| S1 |
28.45 |
28.85 |
|