NYMEX Light Sweet Crude Oil Future January 2016
Trading Metrics calculated at close of trading on 01-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2015 |
01-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
41.77 |
41.73 |
-0.04 |
-0.1% |
41.49 |
High |
42.61 |
42.23 |
-0.38 |
-0.9% |
43.46 |
Low |
41.50 |
41.17 |
-0.33 |
-0.8% |
40.41 |
Close |
41.65 |
41.85 |
0.20 |
0.5% |
41.71 |
Range |
1.11 |
1.06 |
-0.05 |
-4.5% |
3.05 |
ATR |
1.62 |
1.58 |
-0.04 |
-2.5% |
0.00 |
Volume |
369,509 |
415,537 |
46,028 |
12.5% |
1,646,127 |
|
Daily Pivots for day following 01-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
44.93 |
44.45 |
42.43 |
|
R3 |
43.87 |
43.39 |
42.14 |
|
R2 |
42.81 |
42.81 |
42.04 |
|
R1 |
42.33 |
42.33 |
41.95 |
42.57 |
PP |
41.75 |
41.75 |
41.75 |
41.87 |
S1 |
41.27 |
41.27 |
41.75 |
41.51 |
S2 |
40.69 |
40.69 |
41.66 |
|
S3 |
39.63 |
40.21 |
41.56 |
|
S4 |
38.57 |
39.15 |
41.27 |
|
|
Weekly Pivots for week ending 27-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
51.01 |
49.41 |
43.39 |
|
R3 |
47.96 |
46.36 |
42.55 |
|
R2 |
44.91 |
44.91 |
42.27 |
|
R1 |
43.31 |
43.31 |
41.99 |
44.11 |
PP |
41.86 |
41.86 |
41.86 |
42.26 |
S1 |
40.26 |
40.26 |
41.43 |
41.06 |
S2 |
38.81 |
38.81 |
41.15 |
|
S3 |
35.76 |
37.21 |
40.87 |
|
S4 |
32.71 |
34.16 |
40.03 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
43.46 |
41.17 |
2.29 |
5.5% |
1.39 |
3.3% |
30% |
False |
True |
382,996 |
10 |
43.46 |
40.41 |
3.05 |
7.3% |
1.47 |
3.5% |
47% |
False |
False |
393,127 |
20 |
49.23 |
40.41 |
8.82 |
21.1% |
1.58 |
3.8% |
16% |
False |
False |
299,746 |
40 |
52.05 |
40.41 |
11.64 |
27.8% |
1.65 |
3.9% |
12% |
False |
False |
193,586 |
60 |
52.05 |
40.41 |
11.64 |
27.8% |
1.68 |
4.0% |
12% |
False |
False |
143,055 |
80 |
52.05 |
39.97 |
12.08 |
28.9% |
1.83 |
4.4% |
16% |
False |
False |
117,478 |
100 |
55.70 |
39.97 |
15.73 |
37.6% |
1.74 |
4.2% |
12% |
False |
False |
97,853 |
120 |
63.15 |
39.97 |
23.18 |
55.4% |
1.72 |
4.1% |
8% |
False |
False |
83,353 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
46.74 |
2.618 |
45.01 |
1.618 |
43.95 |
1.000 |
43.29 |
0.618 |
42.89 |
HIGH |
42.23 |
0.618 |
41.83 |
0.500 |
41.70 |
0.382 |
41.57 |
LOW |
41.17 |
0.618 |
40.51 |
1.000 |
40.11 |
1.618 |
39.45 |
2.618 |
38.39 |
4.250 |
36.67 |
|
|
Fisher Pivots for day following 01-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
41.80 |
42.24 |
PP |
41.75 |
42.11 |
S1 |
41.70 |
41.98 |
|