NYMEX Light Sweet Crude Oil Future June 2016
Trading Metrics calculated at close of trading on 30-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2015 |
30-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
39.90 |
40.46 |
0.56 |
1.4% |
39.60 |
High |
41.07 |
40.55 |
-0.52 |
-1.3% |
41.31 |
Low |
39.80 |
39.72 |
-0.08 |
-0.2% |
38.89 |
Close |
41.01 |
39.92 |
-1.09 |
-2.7% |
41.25 |
Range |
1.27 |
0.83 |
-0.44 |
-34.6% |
2.42 |
ATR |
1.36 |
1.35 |
0.00 |
-0.4% |
0.00 |
Volume |
12,539 |
14,167 |
1,628 |
13.0% |
111,304 |
|
Daily Pivots for day following 30-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
42.55 |
42.07 |
40.38 |
|
R3 |
41.72 |
41.24 |
40.15 |
|
R2 |
40.89 |
40.89 |
40.07 |
|
R1 |
40.41 |
40.41 |
40.00 |
40.24 |
PP |
40.06 |
40.06 |
40.06 |
39.98 |
S1 |
39.58 |
39.58 |
39.84 |
39.41 |
S2 |
39.23 |
39.23 |
39.77 |
|
S3 |
38.40 |
38.75 |
39.69 |
|
S4 |
37.57 |
37.92 |
39.46 |
|
|
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 |
39.26 |
2.05 |
5.1% |
1.20 |
3.0% |
32% |
False |
False |
18,452 |
10 |
41.77 |
38.89 |
2.88 |
7.2% |
1.12 |
2.8% |
36% |
False |
False |
25,175 |
20 |
46.54 |
38.89 |
7.65 |
19.2% |
1.37 |
3.4% |
13% |
False |
False |
36,206 |
40 |
52.04 |
38.89 |
13.15 |
32.9% |
1.40 |
3.5% |
8% |
False |
False |
31,934 |
60 |
53.77 |
38.89 |
14.88 |
37.3% |
1.43 |
3.6% |
7% |
False |
False |
30,865 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
44.08 |
2.618 |
42.72 |
1.618 |
41.89 |
1.000 |
41.38 |
0.618 |
41.06 |
HIGH |
40.55 |
0.618 |
40.23 |
0.500 |
40.14 |
0.382 |
40.04 |
LOW |
39.72 |
0.618 |
39.21 |
1.000 |
38.89 |
1.618 |
38.38 |
2.618 |
37.55 |
4.250 |
36.19 |
|
|
Fisher Pivots for day following 30-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
40.14 |
40.42 |
PP |
40.06 |
40.25 |
S1 |
39.99 |
40.09 |
|