NYMEX Light Sweet Crude Oil Future June 2016
Trading Metrics calculated at close of trading on 23-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2015 |
23-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
39.15 |
39.41 |
0.26 |
0.7% |
40.96 |
High |
39.55 |
40.78 |
1.23 |
3.1% |
42.30 |
Low |
38.97 |
39.26 |
0.29 |
0.7% |
39.44 |
Close |
39.14 |
40.38 |
1.24 |
3.2% |
39.70 |
Range |
0.58 |
1.52 |
0.94 |
162.1% |
2.86 |
ATR |
1.36 |
1.38 |
0.02 |
1.5% |
0.00 |
Volume |
35,745 |
34,797 |
-948 |
-2.7% |
199,791 |
|
Daily Pivots for day following 23-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
44.70 |
44.06 |
41.22 |
|
R3 |
43.18 |
42.54 |
40.80 |
|
R2 |
41.66 |
41.66 |
40.66 |
|
R1 |
41.02 |
41.02 |
40.52 |
41.34 |
PP |
40.14 |
40.14 |
40.14 |
40.30 |
S1 |
39.50 |
39.50 |
40.24 |
39.82 |
S2 |
38.62 |
38.62 |
40.10 |
|
S3 |
37.10 |
37.98 |
39.96 |
|
S4 |
35.58 |
36.46 |
39.54 |
|
|
Weekly Pivots for week ending 18-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
49.06 |
47.24 |
41.27 |
|
R3 |
46.20 |
44.38 |
40.49 |
|
R2 |
43.34 |
43.34 |
40.22 |
|
R1 |
41.52 |
41.52 |
39.96 |
41.00 |
PP |
40.48 |
40.48 |
40.48 |
40.22 |
S1 |
38.66 |
38.66 |
39.44 |
38.14 |
S2 |
37.62 |
37.62 |
39.18 |
|
S3 |
34.76 |
35.80 |
38.91 |
|
S4 |
31.90 |
32.94 |
38.13 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
40.80 |
38.89 |
1.91 |
4.7% |
1.02 |
2.5% |
78% |
False |
False |
29,089 |
10 |
42.73 |
38.89 |
3.84 |
9.5% |
1.23 |
3.0% |
39% |
False |
False |
39,032 |
20 |
48.02 |
38.89 |
9.13 |
22.6% |
1.39 |
3.5% |
16% |
False |
False |
37,643 |
40 |
52.04 |
38.89 |
13.15 |
32.6% |
1.45 |
3.6% |
11% |
False |
False |
33,271 |
60 |
53.77 |
38.89 |
14.88 |
36.8% |
1.47 |
3.6% |
10% |
False |
False |
31,596 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
47.24 |
2.618 |
44.76 |
1.618 |
43.24 |
1.000 |
42.30 |
0.618 |
41.72 |
HIGH |
40.78 |
0.618 |
40.20 |
0.500 |
40.02 |
0.382 |
39.84 |
LOW |
39.26 |
0.618 |
38.32 |
1.000 |
37.74 |
1.618 |
36.80 |
2.618 |
35.28 |
4.250 |
32.80 |
|
|
Fisher Pivots for day following 23-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
40.26 |
40.20 |
PP |
40.14 |
40.02 |
S1 |
40.02 |
39.84 |
|