NYMEX Light Sweet Crude Oil Future March 2016
| Trading Metrics calculated at close of trading on 27-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2016 |
27-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
29.81 |
30.55 |
0.74 |
2.5% |
30.17 |
| High |
32.41 |
32.84 |
0.43 |
1.3% |
32.35 |
| Low |
29.25 |
30.14 |
0.89 |
3.0% |
27.56 |
| Close |
31.45 |
32.30 |
0.85 |
2.7% |
32.19 |
| Range |
3.16 |
2.70 |
-0.46 |
-14.6% |
4.79 |
| ATR |
2.04 |
2.09 |
0.05 |
2.3% |
0.00 |
| Volume |
642,432 |
738,551 |
96,119 |
15.0% |
2,764,583 |
|
| Daily Pivots for day following 27-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
39.86 |
38.78 |
33.79 |
|
| R3 |
37.16 |
36.08 |
33.04 |
|
| R2 |
34.46 |
34.46 |
32.80 |
|
| R1 |
33.38 |
33.38 |
32.55 |
33.92 |
| PP |
31.76 |
31.76 |
31.76 |
32.03 |
| S1 |
30.68 |
30.68 |
32.05 |
31.22 |
| S2 |
29.06 |
29.06 |
31.81 |
|
| S3 |
26.36 |
27.98 |
31.56 |
|
| S4 |
23.66 |
25.28 |
30.82 |
|
|
| 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 |
32.84 |
27.87 |
4.97 |
15.4% |
2.82 |
8.7% |
89% |
True |
False |
663,697 |
| 10 |
32.84 |
27.56 |
5.28 |
16.3% |
2.34 |
7.2% |
90% |
True |
False |
587,732 |
| 20 |
39.53 |
27.56 |
11.97 |
37.1% |
2.07 |
6.4% |
40% |
False |
False |
380,755 |
| 40 |
44.93 |
27.56 |
17.37 |
53.8% |
1.78 |
5.5% |
27% |
False |
False |
238,845 |
| 60 |
50.70 |
27.56 |
23.14 |
71.6% |
1.69 |
5.2% |
20% |
False |
False |
175,306 |
| 80 |
53.01 |
27.56 |
25.45 |
78.8% |
1.68 |
5.2% |
19% |
False |
False |
140,364 |
| 100 |
53.01 |
27.56 |
25.45 |
78.8% |
1.67 |
5.2% |
19% |
False |
False |
117,048 |
| 120 |
53.08 |
27.56 |
25.52 |
79.0% |
1.74 |
5.4% |
19% |
False |
False |
101,656 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
44.32 |
|
2.618 |
39.91 |
|
1.618 |
37.21 |
|
1.000 |
35.54 |
|
0.618 |
34.51 |
|
HIGH |
32.84 |
|
0.618 |
31.81 |
|
0.500 |
31.49 |
|
0.382 |
31.17 |
|
LOW |
30.14 |
|
0.618 |
28.47 |
|
1.000 |
27.44 |
|
1.618 |
25.77 |
|
2.618 |
23.07 |
|
4.250 |
18.67 |
|
|
| Fisher Pivots for day following 27-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
32.03 |
31.88 |
| PP |
31.76 |
31.46 |
| S1 |
31.49 |
31.05 |
|