NYMEX Light Sweet Crude Oil Future April 2016
| Trading Metrics calculated at close of trading on 13-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2016 |
13-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
33.41 |
32.94 |
-0.47 |
-1.4% |
39.57 |
| High |
34.45 |
33.63 |
-0.82 |
-2.4% |
40.50 |
| Low |
32.14 |
32.08 |
-0.06 |
-0.2% |
34.48 |
| Close |
32.64 |
32.35 |
-0.29 |
-0.9% |
35.48 |
| Range |
2.31 |
1.55 |
-0.76 |
-32.9% |
6.02 |
| ATR |
1.66 |
1.65 |
-0.01 |
-0.5% |
0.00 |
| Volume |
74,192 |
115,710 |
41,518 |
56.0% |
366,677 |
|
| Daily Pivots for day following 13-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
37.34 |
36.39 |
33.20 |
|
| R3 |
35.79 |
34.84 |
32.78 |
|
| R2 |
34.24 |
34.24 |
32.63 |
|
| R1 |
33.29 |
33.29 |
32.49 |
32.99 |
| PP |
32.69 |
32.69 |
32.69 |
32.54 |
| S1 |
31.74 |
31.74 |
32.21 |
31.44 |
| S2 |
31.14 |
31.14 |
32.07 |
|
| S3 |
29.59 |
30.19 |
31.92 |
|
| S4 |
28.04 |
28.64 |
31.50 |
|
|
| 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 |
36.67 |
32.08 |
4.59 |
14.2% |
2.00 |
6.2% |
6% |
False |
True |
89,156 |
| 10 |
40.50 |
32.08 |
8.42 |
26.0% |
1.81 |
5.6% |
3% |
False |
True |
68,572 |
| 20 |
41.01 |
32.08 |
8.93 |
27.6% |
1.53 |
4.7% |
3% |
False |
True |
53,191 |
| 40 |
46.78 |
32.08 |
14.70 |
45.4% |
1.52 |
4.7% |
2% |
False |
True |
42,447 |
| 60 |
51.29 |
32.08 |
19.21 |
59.4% |
1.48 |
4.6% |
1% |
False |
True |
33,968 |
| 80 |
53.35 |
32.08 |
21.27 |
65.7% |
1.49 |
4.6% |
1% |
False |
True |
28,029 |
| 100 |
53.50 |
32.08 |
21.42 |
66.2% |
1.62 |
5.0% |
1% |
False |
True |
24,009 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
40.22 |
|
2.618 |
37.69 |
|
1.618 |
36.14 |
|
1.000 |
35.18 |
|
0.618 |
34.59 |
|
HIGH |
33.63 |
|
0.618 |
33.04 |
|
0.500 |
32.86 |
|
0.382 |
32.67 |
|
LOW |
32.08 |
|
0.618 |
31.12 |
|
1.000 |
30.53 |
|
1.618 |
29.57 |
|
2.618 |
28.02 |
|
4.250 |
25.49 |
|
|
| Fisher Pivots for day following 13-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
32.86 |
33.75 |
| PP |
32.69 |
33.28 |
| S1 |
32.52 |
32.82 |
|