NYMEX Light Sweet Crude Oil Future June 2016
Trading Metrics calculated at close of trading on 31-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2015 |
31-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
40.46 |
40.12 |
-0.34 |
-0.8% |
39.60 |
High |
40.55 |
41.25 |
0.70 |
1.7% |
41.31 |
Low |
39.72 |
39.62 |
-0.10 |
-0.3% |
38.89 |
Close |
39.92 |
40.71 |
0.79 |
2.0% |
41.25 |
Range |
0.83 |
1.63 |
0.80 |
96.4% |
2.42 |
ATR |
1.35 |
1.37 |
0.02 |
1.5% |
0.00 |
Volume |
14,167 |
21,716 |
7,549 |
53.3% |
111,304 |
|
Daily Pivots for day following 31-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
45.42 |
44.69 |
41.61 |
|
R3 |
43.79 |
43.06 |
41.16 |
|
R2 |
42.16 |
42.16 |
41.01 |
|
R1 |
41.43 |
41.43 |
40.86 |
41.80 |
PP |
40.53 |
40.53 |
40.53 |
40.71 |
S1 |
39.80 |
39.80 |
40.56 |
40.17 |
S2 |
38.90 |
38.90 |
40.41 |
|
S3 |
37.27 |
38.17 |
40.26 |
|
S4 |
35.64 |
36.54 |
39.81 |
|
|
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 |
39.62 |
1.69 |
4.2% |
1.23 |
3.0% |
64% |
False |
True |
15,836 |
10 |
41.31 |
38.89 |
2.42 |
5.9% |
1.12 |
2.8% |
75% |
False |
False |
22,462 |
20 |
46.54 |
38.89 |
7.65 |
18.8% |
1.37 |
3.4% |
24% |
False |
False |
35,857 |
40 |
52.04 |
38.89 |
13.15 |
32.3% |
1.39 |
3.4% |
14% |
False |
False |
31,706 |
60 |
53.77 |
38.89 |
14.88 |
36.6% |
1.41 |
3.5% |
12% |
False |
False |
30,560 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
48.18 |
2.618 |
45.52 |
1.618 |
43.89 |
1.000 |
42.88 |
0.618 |
42.26 |
HIGH |
41.25 |
0.618 |
40.63 |
0.500 |
40.44 |
0.382 |
40.24 |
LOW |
39.62 |
0.618 |
38.61 |
1.000 |
37.99 |
1.618 |
36.98 |
2.618 |
35.35 |
4.250 |
32.69 |
|
|
Fisher Pivots for day following 31-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
40.62 |
40.62 |
PP |
40.53 |
40.53 |
S1 |
40.44 |
40.44 |
|