NYMEX Light Sweet Crude Oil Future April 2016
| Trading Metrics calculated at close of trading on 11-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2016 |
11-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
35.69 |
35.18 |
-0.51 |
-1.4% |
39.57 |
| High |
36.67 |
35.42 |
-1.25 |
-3.4% |
40.50 |
| Low |
34.90 |
33.21 |
-1.69 |
-4.8% |
34.48 |
| Close |
35.48 |
33.69 |
-1.79 |
-5.0% |
35.48 |
| Range |
1.77 |
2.21 |
0.44 |
24.9% |
6.02 |
| ATR |
1.56 |
1.61 |
0.05 |
3.2% |
0.00 |
| Volume |
96,334 |
72,065 |
-24,269 |
-25.2% |
366,677 |
|
| Daily Pivots for day following 11-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
40.74 |
39.42 |
34.91 |
|
| R3 |
38.53 |
37.21 |
34.30 |
|
| R2 |
36.32 |
36.32 |
34.10 |
|
| R1 |
35.00 |
35.00 |
33.89 |
34.56 |
| PP |
34.11 |
34.11 |
34.11 |
33.88 |
| S1 |
32.79 |
32.79 |
33.49 |
32.35 |
| S2 |
31.90 |
31.90 |
33.28 |
|
| S3 |
29.69 |
30.58 |
33.08 |
|
| S4 |
27.48 |
28.37 |
32.47 |
|
|
| Weekly Pivots for week ending 08-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
54.88 |
51.20 |
38.79 |
|
| R3 |
48.86 |
45.18 |
37.14 |
|
| R2 |
42.84 |
42.84 |
36.58 |
|
| R1 |
39.16 |
39.16 |
36.03 |
37.99 |
| PP |
36.82 |
36.82 |
36.82 |
36.24 |
| S1 |
33.14 |
33.14 |
34.93 |
31.97 |
| S2 |
30.80 |
30.80 |
34.38 |
|
| S3 |
24.78 |
27.12 |
33.82 |
|
| S4 |
18.76 |
21.10 |
32.17 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
39.31 |
33.21 |
6.10 |
18.1% |
1.96 |
5.8% |
8% |
False |
True |
78,827 |
| 10 |
40.50 |
33.21 |
7.29 |
21.6% |
1.70 |
5.0% |
7% |
False |
True |
53,577 |
| 20 |
41.01 |
33.21 |
7.80 |
23.2% |
1.50 |
4.4% |
6% |
False |
True |
48,490 |
| 40 |
46.78 |
33.21 |
13.57 |
40.3% |
1.50 |
4.5% |
4% |
False |
True |
38,903 |
| 60 |
51.29 |
33.21 |
18.08 |
53.7% |
1.45 |
4.3% |
3% |
False |
True |
31,187 |
| 80 |
53.35 |
33.21 |
20.14 |
59.8% |
1.48 |
4.4% |
2% |
False |
True |
25,862 |
| 100 |
53.50 |
33.21 |
20.29 |
60.2% |
1.61 |
4.8% |
2% |
False |
True |
22,283 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
44.81 |
|
2.618 |
41.21 |
|
1.618 |
39.00 |
|
1.000 |
37.63 |
|
0.618 |
36.79 |
|
HIGH |
35.42 |
|
0.618 |
34.58 |
|
0.500 |
34.32 |
|
0.382 |
34.05 |
|
LOW |
33.21 |
|
0.618 |
31.84 |
|
1.000 |
31.00 |
|
1.618 |
29.63 |
|
2.618 |
27.42 |
|
4.250 |
23.82 |
|
|
| Fisher Pivots for day following 11-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
34.32 |
34.94 |
| PP |
34.11 |
34.52 |
| S1 |
33.90 |
34.11 |
|