NYMEX Light Sweet Crude Oil Future May 2016
| Trading Metrics calculated at close of trading on 22-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2016 |
22-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
30.84 |
32.22 |
1.38 |
4.5% |
32.07 |
| High |
32.62 |
34.77 |
2.15 |
6.6% |
34.77 |
| Low |
30.35 |
31.87 |
1.52 |
5.0% |
29.85 |
| Close |
31.93 |
34.67 |
2.74 |
8.6% |
34.67 |
| Range |
2.27 |
2.90 |
0.63 |
27.8% |
4.92 |
| ATR |
1.72 |
1.80 |
0.08 |
4.9% |
0.00 |
| Volume |
72,305 |
74,539 |
2,234 |
3.1% |
295,404 |
|
| Daily Pivots for day following 22-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
42.47 |
41.47 |
36.27 |
|
| R3 |
39.57 |
38.57 |
35.47 |
|
| R2 |
36.67 |
36.67 |
35.20 |
|
| R1 |
35.67 |
35.67 |
34.94 |
36.17 |
| PP |
33.77 |
33.77 |
33.77 |
34.02 |
| S1 |
32.77 |
32.77 |
34.40 |
33.27 |
| S2 |
30.87 |
30.87 |
34.14 |
|
| S3 |
27.97 |
29.87 |
33.87 |
|
| S4 |
25.07 |
26.97 |
33.08 |
|
|
| Weekly Pivots for week ending 22-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
47.86 |
46.18 |
37.38 |
|
| R3 |
42.94 |
41.26 |
36.02 |
|
| R2 |
38.02 |
38.02 |
35.57 |
|
| R1 |
36.34 |
36.34 |
35.12 |
37.18 |
| PP |
33.10 |
33.10 |
33.10 |
33.52 |
| S1 |
31.42 |
31.42 |
34.22 |
32.26 |
| S2 |
28.18 |
28.18 |
33.77 |
|
| S3 |
23.26 |
26.50 |
33.32 |
|
| S4 |
18.34 |
21.58 |
31.96 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
34.77 |
29.85 |
4.92 |
14.2% |
2.24 |
6.5% |
98% |
True |
False |
66,723 |
| 10 |
37.55 |
29.85 |
7.70 |
22.2% |
2.02 |
5.8% |
63% |
False |
False |
59,725 |
| 20 |
41.35 |
29.85 |
11.50 |
33.2% |
1.77 |
5.1% |
42% |
False |
False |
40,676 |
| 40 |
47.45 |
29.85 |
17.60 |
50.8% |
1.56 |
4.5% |
27% |
False |
False |
31,604 |
| 60 |
51.63 |
29.85 |
21.78 |
62.8% |
1.51 |
4.4% |
22% |
False |
False |
25,371 |
| 80 |
53.22 |
29.85 |
23.37 |
67.4% |
1.45 |
4.2% |
21% |
False |
False |
21,095 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
47.10 |
|
2.618 |
42.36 |
|
1.618 |
39.46 |
|
1.000 |
37.67 |
|
0.618 |
36.56 |
|
HIGH |
34.77 |
|
0.618 |
33.66 |
|
0.500 |
33.32 |
|
0.382 |
32.98 |
|
LOW |
31.87 |
|
0.618 |
30.08 |
|
1.000 |
28.97 |
|
1.618 |
27.18 |
|
2.618 |
24.28 |
|
4.250 |
19.55 |
|
|
| Fisher Pivots for day following 22-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
34.22 |
33.88 |
| PP |
33.77 |
33.10 |
| S1 |
33.32 |
32.31 |
|