NYMEX Light Sweet Crude Oil Future June 2016
Trading Metrics calculated at close of trading on 28-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2015 |
28-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
40.68 |
41.11 |
0.43 |
1.1% |
39.60 |
High |
41.31 |
41.11 |
-0.20 |
-0.5% |
41.31 |
Low |
40.23 |
39.79 |
-0.44 |
-1.1% |
38.89 |
Close |
41.25 |
40.04 |
-1.21 |
-2.9% |
41.25 |
Range |
1.08 |
1.32 |
0.24 |
22.2% |
2.42 |
ATR |
1.36 |
1.37 |
0.01 |
0.5% |
0.00 |
Volume |
16,654 |
14,105 |
-2,549 |
-15.3% |
111,304 |
|
Daily Pivots for day following 28-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
44.27 |
43.48 |
40.77 |
|
R3 |
42.95 |
42.16 |
40.40 |
|
R2 |
41.63 |
41.63 |
40.28 |
|
R1 |
40.84 |
40.84 |
40.16 |
40.58 |
PP |
40.31 |
40.31 |
40.31 |
40.18 |
S1 |
39.52 |
39.52 |
39.92 |
39.26 |
S2 |
38.99 |
38.99 |
39.80 |
|
S3 |
37.67 |
38.20 |
39.68 |
|
S4 |
36.35 |
36.88 |
39.31 |
|
|
Weekly Pivots for week ending 25-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
47.74 |
46.92 |
42.58 |
|
R3 |
45.32 |
44.50 |
41.92 |
|
R2 |
42.90 |
42.90 |
41.69 |
|
R1 |
42.08 |
42.08 |
41.47 |
42.49 |
PP |
40.48 |
40.48 |
40.48 |
40.69 |
S1 |
39.66 |
39.66 |
41.03 |
40.07 |
S2 |
38.06 |
38.06 |
40.81 |
|
S3 |
35.64 |
37.24 |
40.58 |
|
S4 |
33.22 |
34.82 |
39.92 |
|
|
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 |
6.0% |
1.06 |
2.7% |
48% |
False |
False |
25,081 |
10 |
42.30 |
38.89 |
3.41 |
8.5% |
1.24 |
3.1% |
34% |
False |
False |
32,520 |
20 |
47.03 |
38.89 |
8.14 |
20.3% |
1.37 |
3.4% |
14% |
False |
False |
37,284 |
40 |
52.04 |
38.89 |
13.15 |
32.8% |
1.41 |
3.5% |
9% |
False |
False |
32,291 |
60 |
53.77 |
38.89 |
14.88 |
37.2% |
1.45 |
3.6% |
8% |
False |
False |
31,381 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
46.72 |
2.618 |
44.57 |
1.618 |
43.25 |
1.000 |
42.43 |
0.618 |
41.93 |
HIGH |
41.11 |
0.618 |
40.61 |
0.500 |
40.45 |
0.382 |
40.29 |
LOW |
39.79 |
0.618 |
38.97 |
1.000 |
38.47 |
1.618 |
37.65 |
2.618 |
36.33 |
4.250 |
34.18 |
|
|
Fisher Pivots for day following 28-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
40.45 |
40.29 |
PP |
40.31 |
40.20 |
S1 |
40.18 |
40.12 |
|