NYMEX Light Sweet Crude Oil Future May 2016
| Trading Metrics calculated at close of trading on 19-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2016 |
19-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
34.11 |
32.07 |
-2.04 |
-6.0% |
36.10 |
| High |
34.13 |
33.22 |
-0.91 |
-2.7% |
36.46 |
| Low |
32.01 |
31.24 |
-0.77 |
-2.4% |
32.01 |
| Close |
32.31 |
31.68 |
-0.63 |
-1.9% |
32.31 |
| Range |
2.12 |
1.98 |
-0.14 |
-6.6% |
4.45 |
| ATR |
1.63 |
1.65 |
0.03 |
1.5% |
0.00 |
| Volume |
38,214 |
69,379 |
31,165 |
81.6% |
260,922 |
|
| Daily Pivots for day following 19-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
37.99 |
36.81 |
32.77 |
|
| R3 |
36.01 |
34.83 |
32.22 |
|
| R2 |
34.03 |
34.03 |
32.04 |
|
| R1 |
32.85 |
32.85 |
31.86 |
32.45 |
| PP |
32.05 |
32.05 |
32.05 |
31.85 |
| S1 |
30.87 |
30.87 |
31.50 |
30.47 |
| S2 |
30.07 |
30.07 |
31.32 |
|
| S3 |
28.09 |
28.89 |
31.14 |
|
| S4 |
26.11 |
26.91 |
30.59 |
|
|
| Weekly Pivots for week ending 15-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
46.94 |
44.08 |
34.76 |
|
| R3 |
42.49 |
39.63 |
33.53 |
|
| R2 |
38.04 |
38.04 |
33.13 |
|
| R1 |
35.18 |
35.18 |
32.72 |
34.39 |
| PP |
33.59 |
33.59 |
33.59 |
33.20 |
| S1 |
30.73 |
30.73 |
31.90 |
29.94 |
| S2 |
29.14 |
29.14 |
31.49 |
|
| S3 |
24.69 |
26.28 |
31.09 |
|
| S4 |
20.24 |
21.83 |
29.86 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
35.54 |
31.24 |
4.30 |
13.6% |
1.88 |
5.9% |
10% |
False |
True |
58,981 |
| 10 |
40.21 |
31.24 |
8.97 |
28.3% |
1.88 |
5.9% |
5% |
False |
True |
46,926 |
| 20 |
41.35 |
31.24 |
10.11 |
31.9% |
1.53 |
4.8% |
4% |
False |
True |
31,946 |
| 40 |
47.45 |
31.24 |
16.21 |
51.2% |
1.49 |
4.7% |
3% |
False |
True |
27,441 |
| 60 |
51.63 |
31.24 |
20.39 |
64.4% |
1.44 |
4.6% |
2% |
False |
True |
22,002 |
| 80 |
53.22 |
31.24 |
21.98 |
69.4% |
1.39 |
4.4% |
2% |
False |
True |
18,480 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
41.64 |
|
2.618 |
38.40 |
|
1.618 |
36.42 |
|
1.000 |
35.20 |
|
0.618 |
34.44 |
|
HIGH |
33.22 |
|
0.618 |
32.46 |
|
0.500 |
32.23 |
|
0.382 |
32.00 |
|
LOW |
31.24 |
|
0.618 |
30.02 |
|
1.000 |
29.26 |
|
1.618 |
28.04 |
|
2.618 |
26.06 |
|
4.250 |
22.83 |
|
|
| Fisher Pivots for day following 19-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
32.23 |
32.83 |
| PP |
32.05 |
32.44 |
| S1 |
31.86 |
32.06 |
|