NYMEX Light Sweet Crude Oil Future May 2016
| Trading Metrics calculated at close of trading on 07-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2016 |
07-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
39.46 |
37.52 |
-1.94 |
-4.9% |
40.48 |
| High |
39.55 |
37.60 |
-1.95 |
-4.9% |
40.55 |
| Low |
37.21 |
35.50 |
-1.71 |
-4.6% |
38.96 |
| Close |
37.30 |
36.68 |
-0.62 |
-1.7% |
39.98 |
| Range |
2.34 |
2.10 |
-0.24 |
-10.3% |
1.59 |
| ATR |
1.45 |
1.50 |
0.05 |
3.2% |
0.00 |
| Volume |
32,883 |
34,158 |
1,275 |
3.9% |
53,844 |
|
| Daily Pivots for day following 07-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
42.89 |
41.89 |
37.84 |
|
| R3 |
40.79 |
39.79 |
37.26 |
|
| R2 |
38.69 |
38.69 |
37.07 |
|
| R1 |
37.69 |
37.69 |
36.87 |
37.14 |
| PP |
36.59 |
36.59 |
36.59 |
36.32 |
| S1 |
35.59 |
35.59 |
36.49 |
35.04 |
| S2 |
34.49 |
34.49 |
36.30 |
|
| S3 |
32.39 |
33.49 |
36.10 |
|
| S4 |
30.29 |
31.39 |
35.53 |
|
|
| Weekly Pivots for week ending 01-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
44.60 |
43.88 |
40.85 |
|
| R3 |
43.01 |
42.29 |
40.42 |
|
| R2 |
41.42 |
41.42 |
40.27 |
|
| R1 |
40.70 |
40.70 |
40.13 |
40.27 |
| PP |
39.83 |
39.83 |
39.83 |
39.61 |
| S1 |
39.11 |
39.11 |
39.83 |
38.68 |
| S2 |
38.24 |
38.24 |
39.69 |
|
| S3 |
36.65 |
37.52 |
39.54 |
|
| S4 |
35.06 |
35.93 |
39.11 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
41.35 |
35.50 |
5.85 |
15.9% |
1.85 |
5.0% |
20% |
False |
True |
28,679 |
| 10 |
41.35 |
35.50 |
5.85 |
15.9% |
1.51 |
4.1% |
20% |
False |
True |
21,627 |
| 20 |
42.98 |
35.50 |
7.48 |
20.4% |
1.38 |
3.8% |
16% |
False |
True |
22,801 |
| 40 |
48.60 |
35.50 |
13.10 |
35.7% |
1.40 |
3.8% |
9% |
False |
True |
20,347 |
| 60 |
51.63 |
35.50 |
16.13 |
44.0% |
1.33 |
3.6% |
7% |
False |
True |
16,737 |
| 80 |
53.22 |
35.50 |
17.72 |
48.3% |
1.35 |
3.7% |
7% |
False |
True |
14,255 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
46.53 |
|
2.618 |
43.10 |
|
1.618 |
41.00 |
|
1.000 |
39.70 |
|
0.618 |
38.90 |
|
HIGH |
37.60 |
|
0.618 |
36.80 |
|
0.500 |
36.55 |
|
0.382 |
36.30 |
|
LOW |
35.50 |
|
0.618 |
34.20 |
|
1.000 |
33.40 |
|
1.618 |
32.10 |
|
2.618 |
30.00 |
|
4.250 |
26.58 |
|
|
| Fisher Pivots for day following 07-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
36.64 |
37.86 |
| PP |
36.59 |
37.46 |
| S1 |
36.55 |
37.07 |
|