NYMEX Light Sweet Crude Oil Future January 2016
Trading Metrics calculated at close of trading on 04-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2015 |
04-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
40.15 |
41.31 |
1.16 |
2.9% |
41.77 |
High |
41.78 |
42.00 |
0.22 |
0.5% |
42.61 |
Low |
40.07 |
39.60 |
-0.47 |
-1.2% |
39.60 |
Close |
41.08 |
39.97 |
-1.11 |
-2.7% |
39.97 |
Range |
1.71 |
2.40 |
0.69 |
40.4% |
3.01 |
ATR |
1.63 |
1.69 |
0.05 |
3.4% |
0.00 |
Volume |
496,884 |
510,758 |
13,874 |
2.8% |
2,337,977 |
|
Daily Pivots for day following 04-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
47.72 |
46.25 |
41.29 |
|
R3 |
45.32 |
43.85 |
40.63 |
|
R2 |
42.92 |
42.92 |
40.41 |
|
R1 |
41.45 |
41.45 |
40.19 |
40.99 |
PP |
40.52 |
40.52 |
40.52 |
40.29 |
S1 |
39.05 |
39.05 |
39.75 |
38.59 |
S2 |
38.12 |
38.12 |
39.53 |
|
S3 |
35.72 |
36.65 |
39.31 |
|
S4 |
33.32 |
34.25 |
38.65 |
|
|
Weekly Pivots for week ending 04-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
49.76 |
47.87 |
41.63 |
|
R3 |
46.75 |
44.86 |
40.80 |
|
R2 |
43.74 |
43.74 |
40.52 |
|
R1 |
41.85 |
41.85 |
40.25 |
41.29 |
PP |
40.73 |
40.73 |
40.73 |
40.45 |
S1 |
38.84 |
38.84 |
39.69 |
38.28 |
S2 |
37.72 |
37.72 |
39.42 |
|
S3 |
34.71 |
35.83 |
39.14 |
|
S4 |
31.70 |
32.82 |
38.31 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
42.61 |
39.60 |
3.01 |
7.5% |
1.68 |
4.2% |
12% |
False |
True |
467,595 |
10 |
43.46 |
39.60 |
3.86 |
9.7% |
1.69 |
4.2% |
10% |
False |
True |
441,674 |
20 |
46.71 |
39.60 |
7.11 |
17.8% |
1.60 |
4.0% |
5% |
False |
True |
360,282 |
40 |
52.05 |
39.60 |
12.45 |
31.1% |
1.63 |
4.1% |
3% |
False |
True |
226,323 |
60 |
52.05 |
39.60 |
12.45 |
31.1% |
1.68 |
4.2% |
3% |
False |
True |
167,154 |
80 |
52.05 |
39.60 |
12.45 |
31.1% |
1.85 |
4.6% |
3% |
False |
True |
135,265 |
100 |
54.37 |
39.60 |
14.77 |
37.0% |
1.75 |
4.4% |
3% |
False |
True |
112,813 |
120 |
63.15 |
39.60 |
23.55 |
58.9% |
1.75 |
4.4% |
2% |
False |
True |
96,148 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
52.20 |
2.618 |
48.28 |
1.618 |
45.88 |
1.000 |
44.40 |
0.618 |
43.48 |
HIGH |
42.00 |
0.618 |
41.08 |
0.500 |
40.80 |
0.382 |
40.52 |
LOW |
39.60 |
0.618 |
38.12 |
1.000 |
37.20 |
1.618 |
35.72 |
2.618 |
33.32 |
4.250 |
29.40 |
|
|
Fisher Pivots for day following 04-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
40.80 |
40.80 |
PP |
40.52 |
40.52 |
S1 |
40.25 |
40.25 |
|