NYMEX Light Sweet Crude Oil Future April 2016
| Trading Metrics calculated at close of trading on 28-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2016 |
28-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
32.00 |
33.67 |
1.67 |
5.2% |
31.28 |
| High |
34.30 |
36.28 |
1.98 |
5.8% |
33.63 |
| Low |
31.65 |
33.24 |
1.59 |
5.0% |
28.76 |
| Close |
33.76 |
34.71 |
0.95 |
2.8% |
33.51 |
| Range |
2.65 |
3.04 |
0.39 |
14.7% |
4.87 |
| ATR |
2.05 |
2.12 |
0.07 |
3.5% |
0.00 |
| Volume |
179,258 |
202,581 |
23,323 |
13.0% |
589,095 |
|
| Daily Pivots for day following 28-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
43.86 |
42.33 |
36.38 |
|
| R3 |
40.82 |
39.29 |
35.55 |
|
| R2 |
37.78 |
37.78 |
35.27 |
|
| R1 |
36.25 |
36.25 |
34.99 |
37.02 |
| PP |
34.74 |
34.74 |
34.74 |
35.13 |
| S1 |
33.21 |
33.21 |
34.43 |
33.98 |
| S2 |
31.70 |
31.70 |
34.15 |
|
| S3 |
28.66 |
30.17 |
33.87 |
|
| S4 |
25.62 |
27.13 |
33.04 |
|
|
| Weekly Pivots for week ending 22-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
46.58 |
44.91 |
36.19 |
|
| R3 |
41.71 |
40.04 |
34.85 |
|
| R2 |
36.84 |
36.84 |
34.40 |
|
| R1 |
35.17 |
35.17 |
33.96 |
36.01 |
| PP |
31.97 |
31.97 |
31.97 |
32.38 |
| S1 |
30.30 |
30.30 |
33.06 |
31.14 |
| S2 |
27.10 |
27.10 |
32.62 |
|
| S3 |
22.23 |
25.43 |
32.17 |
|
| S4 |
17.36 |
20.56 |
30.83 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
36.28 |
30.70 |
5.58 |
16.1% |
2.91 |
8.4% |
72% |
True |
False |
166,967 |
| 10 |
36.28 |
28.76 |
7.52 |
21.7% |
2.44 |
7.0% |
79% |
True |
False |
150,251 |
| 20 |
40.50 |
28.76 |
11.74 |
33.8% |
2.13 |
6.1% |
51% |
False |
False |
109,412 |
| 40 |
45.29 |
28.76 |
16.53 |
47.6% |
1.78 |
5.1% |
36% |
False |
False |
74,646 |
| 60 |
51.29 |
28.76 |
22.53 |
64.9% |
1.66 |
4.8% |
26% |
False |
False |
56,341 |
| 80 |
53.35 |
28.76 |
24.59 |
70.8% |
1.62 |
4.7% |
24% |
False |
False |
45,645 |
| 100 |
53.35 |
28.76 |
24.59 |
70.8% |
1.59 |
4.6% |
24% |
False |
False |
38,151 |
| 120 |
53.50 |
28.76 |
24.74 |
71.3% |
1.65 |
4.7% |
24% |
False |
False |
33,209 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
49.20 |
|
2.618 |
44.24 |
|
1.618 |
41.20 |
|
1.000 |
39.32 |
|
0.618 |
38.16 |
|
HIGH |
36.28 |
|
0.618 |
35.12 |
|
0.500 |
34.76 |
|
0.382 |
34.40 |
|
LOW |
33.24 |
|
0.618 |
31.36 |
|
1.000 |
30.20 |
|
1.618 |
28.32 |
|
2.618 |
25.28 |
|
4.250 |
20.32 |
|
|
| Fisher Pivots for day following 28-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
34.76 |
34.30 |
| PP |
34.74 |
33.90 |
| S1 |
34.73 |
33.49 |
|