NYMEX Light Sweet Crude Oil Future March 2016
| Trading Metrics calculated at close of trading on 21-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2016 |
21-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
29.47 |
28.35 |
-1.12 |
-3.8% |
34.11 |
| High |
29.75 |
30.25 |
0.50 |
1.7% |
34.31 |
| Low |
27.56 |
27.87 |
0.31 |
1.1% |
30.06 |
| Close |
28.35 |
29.53 |
1.18 |
4.2% |
30.39 |
| Range |
2.19 |
2.38 |
0.19 |
8.7% |
4.25 |
| ATR |
1.76 |
1.80 |
0.04 |
2.5% |
0.00 |
| Volume |
690,039 |
694,040 |
4,001 |
0.6% |
1,715,715 |
|
| Daily Pivots for day following 21-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
36.36 |
35.32 |
30.84 |
|
| R3 |
33.98 |
32.94 |
30.18 |
|
| R2 |
31.60 |
31.60 |
29.97 |
|
| R1 |
30.56 |
30.56 |
29.75 |
31.08 |
| PP |
29.22 |
29.22 |
29.22 |
29.48 |
| S1 |
28.18 |
28.18 |
29.31 |
28.70 |
| S2 |
26.84 |
26.84 |
29.09 |
|
| S3 |
24.46 |
25.80 |
28.88 |
|
| S4 |
22.08 |
23.42 |
28.22 |
|
|
| 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 |
32.53 |
27.56 |
4.97 |
16.8% |
2.00 |
6.8% |
40% |
False |
False |
578,927 |
| 10 |
35.54 |
27.56 |
7.98 |
27.0% |
2.01 |
6.8% |
25% |
False |
False |
437,847 |
| 20 |
39.53 |
27.56 |
11.97 |
40.5% |
1.73 |
5.9% |
16% |
False |
False |
263,572 |
| 40 |
45.93 |
27.56 |
18.37 |
62.2% |
1.65 |
5.6% |
11% |
False |
False |
178,270 |
| 60 |
50.70 |
27.56 |
23.14 |
78.4% |
1.61 |
5.5% |
9% |
False |
False |
133,982 |
| 80 |
53.01 |
27.56 |
25.45 |
86.2% |
1.60 |
5.4% |
8% |
False |
False |
108,768 |
| 100 |
53.08 |
27.56 |
25.52 |
86.4% |
1.73 |
5.9% |
8% |
False |
False |
92,121 |
| 120 |
53.08 |
27.56 |
25.52 |
86.4% |
1.69 |
5.7% |
8% |
False |
False |
80,213 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
40.37 |
|
2.618 |
36.48 |
|
1.618 |
34.10 |
|
1.000 |
32.63 |
|
0.618 |
31.72 |
|
HIGH |
30.25 |
|
0.618 |
29.34 |
|
0.500 |
29.06 |
|
0.382 |
28.78 |
|
LOW |
27.87 |
|
0.618 |
26.40 |
|
1.000 |
25.49 |
|
1.618 |
24.02 |
|
2.618 |
21.64 |
|
4.250 |
17.76 |
|
|
| Fisher Pivots for day following 21-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
29.37 |
29.51 |
| PP |
29.22 |
29.48 |
| S1 |
29.06 |
29.46 |
|