NYMEX Light Sweet Crude Oil Future January 2016
Trading Metrics calculated at close of trading on 07-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2015 |
07-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
41.31 |
40.10 |
-1.21 |
-2.9% |
41.77 |
High |
42.00 |
40.15 |
-1.85 |
-4.4% |
42.61 |
Low |
39.60 |
37.50 |
-2.10 |
-5.3% |
39.60 |
Close |
39.97 |
37.65 |
-2.32 |
-5.8% |
39.97 |
Range |
2.40 |
2.65 |
0.25 |
10.4% |
3.01 |
ATR |
1.69 |
1.76 |
0.07 |
4.1% |
0.00 |
Volume |
510,758 |
635,413 |
124,655 |
24.4% |
2,337,977 |
|
Daily Pivots for day following 07-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
46.38 |
44.67 |
39.11 |
|
R3 |
43.73 |
42.02 |
38.38 |
|
R2 |
41.08 |
41.08 |
38.14 |
|
R1 |
39.37 |
39.37 |
37.89 |
38.90 |
PP |
38.43 |
38.43 |
38.43 |
38.20 |
S1 |
36.72 |
36.72 |
37.41 |
36.25 |
S2 |
35.78 |
35.78 |
37.16 |
|
S3 |
33.13 |
34.07 |
36.92 |
|
S4 |
30.48 |
31.42 |
36.19 |
|
|
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 |
42.23 |
37.50 |
4.73 |
12.6% |
1.99 |
5.3% |
3% |
False |
True |
520,776 |
10 |
43.46 |
37.50 |
5.96 |
15.8% |
1.82 |
4.8% |
3% |
False |
True |
461,951 |
20 |
46.29 |
37.50 |
8.79 |
23.3% |
1.66 |
4.4% |
2% |
False |
True |
382,521 |
40 |
51.29 |
37.50 |
13.79 |
36.6% |
1.65 |
4.4% |
1% |
False |
True |
239,604 |
60 |
52.05 |
37.50 |
14.55 |
38.6% |
1.69 |
4.5% |
1% |
False |
True |
177,165 |
80 |
52.05 |
37.50 |
14.55 |
38.6% |
1.86 |
4.9% |
1% |
False |
True |
142,443 |
100 |
53.60 |
37.50 |
16.10 |
42.8% |
1.76 |
4.7% |
1% |
False |
True |
119,036 |
120 |
62.97 |
37.50 |
25.47 |
67.6% |
1.75 |
4.7% |
1% |
False |
True |
101,333 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
51.41 |
2.618 |
47.09 |
1.618 |
44.44 |
1.000 |
42.80 |
0.618 |
41.79 |
HIGH |
40.15 |
0.618 |
39.14 |
0.500 |
38.83 |
0.382 |
38.51 |
LOW |
37.50 |
0.618 |
35.86 |
1.000 |
34.85 |
1.618 |
33.21 |
2.618 |
30.56 |
4.250 |
26.24 |
|
|
Fisher Pivots for day following 07-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
38.83 |
39.75 |
PP |
38.43 |
39.05 |
S1 |
38.04 |
38.35 |
|