NYMEX Light Sweet Crude Oil Future April 2016
| Trading Metrics calculated at close of trading on 04-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2015 |
04-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
38.70 |
39.57 |
0.87 |
2.2% |
39.84 |
| High |
39.76 |
40.50 |
0.74 |
1.9% |
39.88 |
| Low |
38.16 |
38.51 |
0.35 |
0.9% |
38.16 |
| Close |
39.13 |
38.93 |
-0.20 |
-0.5% |
39.13 |
| Range |
1.60 |
1.99 |
0.39 |
24.4% |
1.72 |
| ATR |
1.40 |
1.45 |
0.04 |
3.0% |
0.00 |
| Volume |
32,589 |
44,605 |
12,016 |
36.9% |
97,031 |
|
| Daily Pivots for day following 04-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
45.28 |
44.10 |
40.02 |
|
| R3 |
43.29 |
42.11 |
39.48 |
|
| R2 |
41.30 |
41.30 |
39.29 |
|
| R1 |
40.12 |
40.12 |
39.11 |
39.72 |
| PP |
39.31 |
39.31 |
39.31 |
39.11 |
| S1 |
38.13 |
38.13 |
38.75 |
37.73 |
| S2 |
37.32 |
37.32 |
38.57 |
|
| S3 |
35.33 |
36.14 |
38.38 |
|
| S4 |
33.34 |
34.15 |
37.84 |
|
|
| Weekly Pivots for week ending 01-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
44.22 |
43.39 |
40.08 |
|
| R3 |
42.50 |
41.67 |
39.60 |
|
| R2 |
40.78 |
40.78 |
39.45 |
|
| R1 |
39.95 |
39.95 |
39.29 |
39.51 |
| PP |
39.06 |
39.06 |
39.06 |
38.83 |
| S1 |
38.23 |
38.23 |
38.97 |
37.79 |
| S2 |
37.34 |
37.34 |
38.81 |
|
| S3 |
35.62 |
36.51 |
38.66 |
|
| S4 |
33.90 |
34.79 |
38.18 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
40.50 |
38.16 |
2.34 |
6.0% |
1.43 |
3.7% |
33% |
True |
False |
28,327 |
| 10 |
40.50 |
37.39 |
3.11 |
8.0% |
1.24 |
3.2% |
50% |
True |
False |
31,189 |
| 20 |
45.29 |
37.39 |
7.90 |
20.3% |
1.43 |
3.7% |
19% |
False |
False |
41,094 |
| 40 |
49.46 |
37.39 |
12.07 |
31.0% |
1.41 |
3.6% |
13% |
False |
False |
31,434 |
| 60 |
53.35 |
37.39 |
15.96 |
41.0% |
1.43 |
3.7% |
10% |
False |
False |
25,586 |
| 80 |
53.35 |
37.39 |
15.96 |
41.0% |
1.46 |
3.7% |
10% |
False |
False |
21,444 |
| 100 |
53.50 |
37.39 |
16.11 |
41.4% |
1.55 |
4.0% |
10% |
False |
False |
18,765 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
48.96 |
|
2.618 |
45.71 |
|
1.618 |
43.72 |
|
1.000 |
42.49 |
|
0.618 |
41.73 |
|
HIGH |
40.50 |
|
0.618 |
39.74 |
|
0.500 |
39.51 |
|
0.382 |
39.27 |
|
LOW |
38.51 |
|
0.618 |
37.28 |
|
1.000 |
36.52 |
|
1.618 |
35.29 |
|
2.618 |
33.30 |
|
4.250 |
30.05 |
|
|
| Fisher Pivots for day following 04-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
39.51 |
39.33 |
| PP |
39.31 |
39.20 |
| S1 |
39.12 |
39.06 |
|