NYMEX Light Sweet Crude Oil Future May 2016
| Trading Metrics calculated at close of trading on 28-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2016 |
28-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
33.27 |
34.99 |
1.72 |
5.2% |
32.07 |
| High |
35.58 |
37.52 |
1.94 |
5.5% |
34.77 |
| Low |
33.04 |
34.58 |
1.54 |
4.7% |
29.85 |
| Close |
35.07 |
36.03 |
0.96 |
2.7% |
34.67 |
| Range |
2.54 |
2.94 |
0.40 |
15.7% |
4.92 |
| ATR |
1.99 |
2.06 |
0.07 |
3.4% |
0.00 |
| Volume |
97,119 |
96,347 |
-772 |
-0.8% |
295,404 |
|
| Daily Pivots for day following 28-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
44.86 |
43.39 |
37.65 |
|
| R3 |
41.92 |
40.45 |
36.84 |
|
| R2 |
38.98 |
38.98 |
36.57 |
|
| R1 |
37.51 |
37.51 |
36.30 |
38.25 |
| PP |
36.04 |
36.04 |
36.04 |
36.41 |
| S1 |
34.57 |
34.57 |
35.76 |
35.31 |
| S2 |
33.10 |
33.10 |
35.49 |
|
| S3 |
30.16 |
31.63 |
35.22 |
|
| S4 |
27.22 |
28.69 |
34.41 |
|
|
| 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 |
37.52 |
31.87 |
5.65 |
15.7% |
2.83 |
7.8% |
74% |
True |
False |
85,020 |
| 10 |
37.52 |
29.85 |
7.67 |
21.3% |
2.38 |
6.6% |
81% |
True |
False |
77,115 |
| 20 |
41.35 |
29.85 |
11.50 |
31.9% |
2.08 |
5.8% |
54% |
False |
False |
55,115 |
| 40 |
46.00 |
29.85 |
16.15 |
44.8% |
1.71 |
4.8% |
38% |
False |
False |
38,825 |
| 60 |
51.63 |
29.85 |
21.78 |
60.4% |
1.59 |
4.4% |
28% |
False |
False |
30,536 |
| 80 |
53.22 |
29.85 |
23.37 |
64.9% |
1.52 |
4.2% |
26% |
False |
False |
25,197 |
| 100 |
53.22 |
29.85 |
23.37 |
64.9% |
1.49 |
4.1% |
26% |
False |
False |
21,101 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
50.02 |
|
2.618 |
45.22 |
|
1.618 |
42.28 |
|
1.000 |
40.46 |
|
0.618 |
39.34 |
|
HIGH |
37.52 |
|
0.618 |
36.40 |
|
0.500 |
36.05 |
|
0.382 |
35.70 |
|
LOW |
34.58 |
|
0.618 |
32.76 |
|
1.000 |
31.64 |
|
1.618 |
29.82 |
|
2.618 |
26.88 |
|
4.250 |
22.09 |
|
|
| Fisher Pivots for day following 28-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
36.05 |
35.62 |
| PP |
36.04 |
35.20 |
| S1 |
36.04 |
34.79 |
|