NYMEX Light Sweet Crude Oil Future May 2016
| Trading Metrics calculated at close of trading on 27-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2016 |
27-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
32.70 |
33.27 |
0.57 |
1.7% |
32.07 |
| High |
35.13 |
35.58 |
0.45 |
1.3% |
34.77 |
| Low |
32.05 |
33.04 |
0.99 |
3.1% |
29.85 |
| Close |
34.22 |
35.07 |
0.85 |
2.5% |
34.67 |
| Range |
3.08 |
2.54 |
-0.54 |
-17.5% |
4.92 |
| ATR |
1.95 |
1.99 |
0.04 |
2.2% |
0.00 |
| Volume |
76,605 |
97,119 |
20,514 |
26.8% |
295,404 |
|
| Daily Pivots for day following 27-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
42.18 |
41.17 |
36.47 |
|
| R3 |
39.64 |
38.63 |
35.77 |
|
| R2 |
37.10 |
37.10 |
35.54 |
|
| R1 |
36.09 |
36.09 |
35.30 |
36.60 |
| PP |
34.56 |
34.56 |
34.56 |
34.82 |
| S1 |
33.55 |
33.55 |
34.84 |
34.06 |
| S2 |
32.02 |
32.02 |
34.60 |
|
| S3 |
29.48 |
31.01 |
34.37 |
|
| S4 |
26.94 |
28.47 |
33.67 |
|
|
| 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 |
35.58 |
30.35 |
5.23 |
14.9% |
2.69 |
7.7% |
90% |
True |
False |
80,212 |
| 10 |
35.58 |
29.85 |
5.73 |
16.3% |
2.25 |
6.4% |
91% |
True |
False |
73,653 |
| 20 |
41.35 |
29.85 |
11.50 |
32.8% |
1.99 |
5.7% |
45% |
False |
False |
50,853 |
| 40 |
46.46 |
29.85 |
16.61 |
47.4% |
1.67 |
4.8% |
31% |
False |
False |
36,845 |
| 60 |
51.63 |
29.85 |
21.78 |
62.1% |
1.57 |
4.5% |
24% |
False |
False |
29,087 |
| 80 |
53.22 |
29.85 |
23.37 |
66.6% |
1.50 |
4.3% |
22% |
False |
False |
24,096 |
| 100 |
53.22 |
29.85 |
23.37 |
66.6% |
1.47 |
4.2% |
22% |
False |
False |
20,209 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
46.38 |
|
2.618 |
42.23 |
|
1.618 |
39.69 |
|
1.000 |
38.12 |
|
0.618 |
37.15 |
|
HIGH |
35.58 |
|
0.618 |
34.61 |
|
0.500 |
34.31 |
|
0.382 |
34.01 |
|
LOW |
33.04 |
|
0.618 |
31.47 |
|
1.000 |
30.50 |
|
1.618 |
28.93 |
|
2.618 |
26.39 |
|
4.250 |
22.25 |
|
|
| Fisher Pivots for day following 27-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
34.82 |
34.65 |
| PP |
34.56 |
34.23 |
| S1 |
34.31 |
33.82 |
|