NYMEX Light Sweet Crude Oil Future May 2016
| Trading Metrics calculated at close of trading on 12-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2016 |
12-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
36.10 |
34.59 |
-1.51 |
-4.2% |
40.96 |
| High |
36.46 |
35.54 |
-0.92 |
-2.5% |
41.35 |
| Low |
34.33 |
33.23 |
-1.10 |
-3.2% |
35.50 |
| Close |
34.79 |
33.70 |
-1.09 |
-3.1% |
36.55 |
| Range |
2.13 |
2.31 |
0.18 |
8.5% |
5.85 |
| ATR |
1.56 |
1.61 |
0.05 |
3.5% |
0.00 |
| Volume |
35,393 |
38,618 |
3,225 |
9.1% |
164,173 |
|
| Daily Pivots for day following 12-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
41.09 |
39.70 |
34.97 |
|
| R3 |
38.78 |
37.39 |
34.34 |
|
| R2 |
36.47 |
36.47 |
34.12 |
|
| R1 |
35.08 |
35.08 |
33.91 |
34.62 |
| PP |
34.16 |
34.16 |
34.16 |
33.93 |
| S1 |
32.77 |
32.77 |
33.49 |
32.31 |
| S2 |
31.85 |
31.85 |
33.28 |
|
| S3 |
29.54 |
30.46 |
33.06 |
|
| S4 |
27.23 |
28.15 |
32.43 |
|
|
| Weekly Pivots for week ending 08-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
55.35 |
51.80 |
39.77 |
|
| R3 |
49.50 |
45.95 |
38.16 |
|
| R2 |
43.65 |
43.65 |
37.62 |
|
| R1 |
40.10 |
40.10 |
37.09 |
38.95 |
| PP |
37.80 |
37.80 |
37.80 |
37.23 |
| S1 |
34.25 |
34.25 |
36.01 |
33.10 |
| S2 |
31.95 |
31.95 |
35.48 |
|
| S3 |
26.10 |
28.40 |
34.94 |
|
| S4 |
20.25 |
22.55 |
33.33 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
39.55 |
33.23 |
6.32 |
18.8% |
2.10 |
6.2% |
7% |
False |
True |
36,395 |
| 10 |
41.35 |
33.23 |
8.12 |
24.1% |
1.73 |
5.1% |
6% |
False |
True |
28,053 |
| 20 |
41.66 |
33.23 |
8.43 |
25.0% |
1.48 |
4.4% |
6% |
False |
True |
24,319 |
| 40 |
47.45 |
33.23 |
14.22 |
42.2% |
1.45 |
4.3% |
3% |
False |
True |
22,221 |
| 60 |
51.63 |
33.23 |
18.40 |
54.6% |
1.38 |
4.1% |
3% |
False |
True |
18,206 |
| 80 |
53.22 |
33.23 |
19.99 |
59.3% |
1.39 |
4.1% |
2% |
False |
True |
15,500 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
45.36 |
|
2.618 |
41.59 |
|
1.618 |
39.28 |
|
1.000 |
37.85 |
|
0.618 |
36.97 |
|
HIGH |
35.54 |
|
0.618 |
34.66 |
|
0.500 |
34.39 |
|
0.382 |
34.11 |
|
LOW |
33.23 |
|
0.618 |
31.80 |
|
1.000 |
30.92 |
|
1.618 |
29.49 |
|
2.618 |
27.18 |
|
4.250 |
23.41 |
|
|
| Fisher Pivots for day following 12-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
34.39 |
35.39 |
| PP |
34.16 |
34.83 |
| S1 |
33.93 |
34.26 |
|