NYMEX Light Sweet Crude Oil Future January 2016
Trading Metrics calculated at close of trading on 08-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2015 |
08-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
40.10 |
37.68 |
-2.42 |
-6.0% |
41.77 |
High |
40.15 |
38.58 |
-1.57 |
-3.9% |
42.61 |
Low |
37.50 |
36.64 |
-0.86 |
-2.3% |
39.60 |
Close |
37.65 |
37.51 |
-0.14 |
-0.4% |
39.97 |
Range |
2.65 |
1.94 |
-0.71 |
-26.8% |
3.01 |
ATR |
1.76 |
1.77 |
0.01 |
0.8% |
0.00 |
Volume |
635,413 |
767,184 |
131,771 |
20.7% |
2,337,977 |
|
Daily Pivots for day following 08-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
43.40 |
42.39 |
38.58 |
|
R3 |
41.46 |
40.45 |
38.04 |
|
R2 |
39.52 |
39.52 |
37.87 |
|
R1 |
38.51 |
38.51 |
37.69 |
38.05 |
PP |
37.58 |
37.58 |
37.58 |
37.34 |
S1 |
36.57 |
36.57 |
37.33 |
36.11 |
S2 |
35.64 |
35.64 |
37.15 |
|
S3 |
33.70 |
34.63 |
36.98 |
|
S4 |
31.76 |
32.69 |
36.44 |
|
|
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 |
42.00 |
36.64 |
5.36 |
14.3% |
2.17 |
5.8% |
16% |
False |
True |
591,105 |
10 |
43.46 |
36.64 |
6.82 |
18.2% |
1.78 |
4.7% |
13% |
False |
True |
487,051 |
20 |
45.93 |
36.64 |
9.29 |
24.8% |
1.69 |
4.5% |
9% |
False |
True |
409,001 |
40 |
49.57 |
36.64 |
12.93 |
34.5% |
1.62 |
4.3% |
7% |
False |
True |
256,970 |
60 |
52.05 |
36.64 |
15.41 |
41.1% |
1.70 |
4.5% |
6% |
False |
True |
189,383 |
80 |
52.05 |
36.64 |
15.41 |
41.1% |
1.87 |
5.0% |
6% |
False |
True |
151,695 |
100 |
53.60 |
36.64 |
16.96 |
45.2% |
1.77 |
4.7% |
5% |
False |
True |
126,635 |
120 |
62.97 |
36.64 |
26.33 |
70.2% |
1.76 |
4.7% |
3% |
False |
True |
107,683 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
46.83 |
2.618 |
43.66 |
1.618 |
41.72 |
1.000 |
40.52 |
0.618 |
39.78 |
HIGH |
38.58 |
0.618 |
37.84 |
0.500 |
37.61 |
0.382 |
37.38 |
LOW |
36.64 |
0.618 |
35.44 |
1.000 |
34.70 |
1.618 |
33.50 |
2.618 |
31.56 |
4.250 |
28.40 |
|
|
Fisher Pivots for day following 08-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
37.61 |
39.32 |
PP |
37.58 |
38.72 |
S1 |
37.54 |
38.11 |
|