NYMEX Light Sweet Crude Oil Future March 2016
| Trading Metrics calculated at close of trading on 26-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2016 |
26-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
32.05 |
29.81 |
-2.24 |
-7.0% |
30.17 |
| High |
32.74 |
32.41 |
-0.33 |
-1.0% |
32.35 |
| Low |
29.68 |
29.25 |
-0.43 |
-1.4% |
27.56 |
| Close |
30.34 |
31.45 |
1.11 |
3.7% |
32.19 |
| Range |
3.06 |
3.16 |
0.10 |
3.3% |
4.79 |
| ATR |
1.96 |
2.04 |
0.09 |
4.4% |
0.00 |
| Volume |
606,892 |
642,432 |
35,540 |
5.9% |
2,764,583 |
|
| Daily Pivots for day following 26-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
40.52 |
39.14 |
33.19 |
|
| R3 |
37.36 |
35.98 |
32.32 |
|
| R2 |
34.20 |
34.20 |
32.03 |
|
| R1 |
32.82 |
32.82 |
31.74 |
33.51 |
| PP |
31.04 |
31.04 |
31.04 |
31.38 |
| S1 |
29.66 |
29.66 |
31.16 |
30.35 |
| S2 |
27.88 |
27.88 |
30.87 |
|
| S3 |
24.72 |
26.50 |
30.58 |
|
| S4 |
21.56 |
23.34 |
29.71 |
|
|
| Weekly Pivots for week ending 22-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
45.07 |
43.42 |
34.82 |
|
| R3 |
40.28 |
38.63 |
33.51 |
|
| R2 |
35.49 |
35.49 |
33.07 |
|
| R1 |
33.84 |
33.84 |
32.63 |
34.67 |
| PP |
30.70 |
30.70 |
30.70 |
31.11 |
| S1 |
29.05 |
29.05 |
31.75 |
29.88 |
| S2 |
25.91 |
25.91 |
31.31 |
|
| S3 |
21.12 |
24.26 |
30.87 |
|
| S4 |
16.33 |
19.47 |
29.56 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
32.74 |
27.56 |
5.18 |
16.5% |
2.72 |
8.7% |
75% |
False |
False |
653,995 |
| 10 |
33.30 |
27.56 |
5.74 |
18.3% |
2.30 |
7.3% |
68% |
False |
False |
542,585 |
| 20 |
39.53 |
27.56 |
11.97 |
38.1% |
2.01 |
6.4% |
32% |
False |
False |
346,287 |
| 40 |
45.66 |
27.56 |
18.10 |
57.6% |
1.75 |
5.6% |
21% |
False |
False |
221,051 |
| 60 |
50.70 |
27.56 |
23.14 |
73.6% |
1.67 |
5.3% |
17% |
False |
False |
163,647 |
| 80 |
53.01 |
27.56 |
25.45 |
80.9% |
1.67 |
5.3% |
15% |
False |
False |
131,517 |
| 100 |
53.01 |
27.56 |
25.45 |
80.9% |
1.68 |
5.3% |
15% |
False |
False |
109,930 |
| 120 |
53.08 |
27.56 |
25.52 |
81.1% |
1.73 |
5.5% |
15% |
False |
False |
95,628 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
45.84 |
|
2.618 |
40.68 |
|
1.618 |
37.52 |
|
1.000 |
35.57 |
|
0.618 |
34.36 |
|
HIGH |
32.41 |
|
0.618 |
31.20 |
|
0.500 |
30.83 |
|
0.382 |
30.46 |
|
LOW |
29.25 |
|
0.618 |
27.30 |
|
1.000 |
26.09 |
|
1.618 |
24.14 |
|
2.618 |
20.98 |
|
4.250 |
15.82 |
|
|
| Fisher Pivots for day following 26-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
31.24 |
31.30 |
| PP |
31.04 |
31.15 |
| S1 |
30.83 |
31.00 |
|