NYMEX Light Sweet Crude Oil Future April 2016
| Trading Metrics calculated at close of trading on 06-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2016 |
06-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
39.09 |
38.46 |
-0.63 |
-1.6% |
39.84 |
| High |
39.31 |
38.59 |
-0.72 |
-1.8% |
39.88 |
| Low |
38.04 |
36.21 |
-1.83 |
-4.8% |
38.16 |
| Close |
38.23 |
36.31 |
-1.92 |
-5.0% |
39.13 |
| Range |
1.27 |
2.38 |
1.11 |
87.4% |
1.72 |
| ATR |
1.43 |
1.50 |
0.07 |
4.7% |
0.00 |
| Volume |
60,841 |
77,416 |
16,575 |
27.2% |
97,031 |
|
| Daily Pivots for day following 06-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
44.18 |
42.62 |
37.62 |
|
| R3 |
41.80 |
40.24 |
36.96 |
|
| R2 |
39.42 |
39.42 |
36.75 |
|
| R1 |
37.86 |
37.86 |
36.53 |
37.45 |
| PP |
37.04 |
37.04 |
37.04 |
36.83 |
| S1 |
35.48 |
35.48 |
36.09 |
35.07 |
| S2 |
34.66 |
34.66 |
35.87 |
|
| S3 |
32.28 |
33.10 |
35.66 |
|
| S4 |
29.90 |
30.72 |
35.00 |
|
|
| 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 |
36.21 |
4.29 |
11.8% |
1.63 |
4.5% |
2% |
False |
True |
47,988 |
| 10 |
40.50 |
36.21 |
4.29 |
11.8% |
1.41 |
3.9% |
2% |
False |
True |
39,029 |
| 20 |
42.28 |
36.21 |
6.07 |
16.7% |
1.40 |
3.9% |
2% |
False |
True |
43,997 |
| 40 |
48.47 |
36.21 |
12.26 |
33.8% |
1.44 |
4.0% |
1% |
False |
True |
33,894 |
| 60 |
52.54 |
36.21 |
16.33 |
45.0% |
1.43 |
3.9% |
1% |
False |
True |
27,422 |
| 80 |
53.35 |
36.21 |
17.14 |
47.2% |
1.46 |
4.0% |
1% |
False |
True |
23,020 |
| 100 |
53.50 |
36.21 |
17.29 |
47.6% |
1.57 |
4.3% |
1% |
False |
True |
19,927 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
48.71 |
|
2.618 |
44.82 |
|
1.618 |
42.44 |
|
1.000 |
40.97 |
|
0.618 |
40.06 |
|
HIGH |
38.59 |
|
0.618 |
37.68 |
|
0.500 |
37.40 |
|
0.382 |
37.12 |
|
LOW |
36.21 |
|
0.618 |
34.74 |
|
1.000 |
33.83 |
|
1.618 |
32.36 |
|
2.618 |
29.98 |
|
4.250 |
26.10 |
|
|
| Fisher Pivots for day following 06-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
37.40 |
38.36 |
| PP |
37.04 |
37.67 |
| S1 |
36.67 |
36.99 |
|