NYMEX Light Sweet Crude Oil Future June 2016
Trading Metrics calculated at close of trading on 24-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2015 |
24-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
39.41 |
40.68 |
1.27 |
3.2% |
40.96 |
High |
40.78 |
41.31 |
0.53 |
1.3% |
42.30 |
Low |
39.26 |
40.23 |
0.97 |
2.5% |
39.44 |
Close |
40.38 |
41.25 |
0.87 |
2.2% |
39.70 |
Range |
1.52 |
1.08 |
-0.44 |
-28.9% |
2.86 |
ATR |
1.38 |
1.36 |
-0.02 |
-1.6% |
0.00 |
Volume |
34,797 |
16,654 |
-18,143 |
-52.1% |
199,791 |
|
Daily Pivots for day following 24-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
44.17 |
43.79 |
41.84 |
|
R3 |
43.09 |
42.71 |
41.55 |
|
R2 |
42.01 |
42.01 |
41.45 |
|
R1 |
41.63 |
41.63 |
41.35 |
41.82 |
PP |
40.93 |
40.93 |
40.93 |
41.03 |
S1 |
40.55 |
40.55 |
41.15 |
40.74 |
S2 |
39.85 |
39.85 |
41.05 |
|
S3 |
38.77 |
39.47 |
40.95 |
|
S4 |
37.69 |
38.39 |
40.66 |
|
|
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 |
41.31 |
38.89 |
2.42 |
5.9% |
1.02 |
2.5% |
98% |
True |
False |
26,462 |
10 |
42.30 |
38.89 |
3.41 |
8.3% |
1.26 |
3.1% |
69% |
False |
False |
36,125 |
20 |
47.83 |
38.89 |
8.94 |
21.7% |
1.38 |
3.3% |
26% |
False |
False |
37,218 |
40 |
52.04 |
38.89 |
13.15 |
31.9% |
1.41 |
3.4% |
18% |
False |
False |
32,652 |
60 |
53.77 |
38.89 |
14.88 |
36.1% |
1.47 |
3.6% |
16% |
False |
False |
31,519 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
45.90 |
2.618 |
44.14 |
1.618 |
43.06 |
1.000 |
42.39 |
0.618 |
41.98 |
HIGH |
41.31 |
0.618 |
40.90 |
0.500 |
40.77 |
0.382 |
40.64 |
LOW |
40.23 |
0.618 |
39.56 |
1.000 |
39.15 |
1.618 |
38.48 |
2.618 |
37.40 |
4.250 |
35.64 |
|
|
Fisher Pivots for day following 24-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
41.09 |
40.88 |
PP |
40.93 |
40.51 |
S1 |
40.77 |
40.14 |
|