NYMEX Light Sweet Crude Oil Future January 2016
Trading Metrics calculated at close of trading on 09-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2015 |
09-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
37.68 |
37.86 |
0.18 |
0.5% |
41.77 |
High |
38.58 |
38.99 |
0.41 |
1.1% |
42.61 |
Low |
36.64 |
36.87 |
0.23 |
0.6% |
39.60 |
Close |
37.51 |
37.16 |
-0.35 |
-0.9% |
39.97 |
Range |
1.94 |
2.12 |
0.18 |
9.3% |
3.01 |
ATR |
1.77 |
1.79 |
0.03 |
1.4% |
0.00 |
Volume |
767,184 |
646,166 |
-121,018 |
-15.8% |
2,337,977 |
|
Daily Pivots for day following 09-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
44.03 |
42.72 |
38.33 |
|
R3 |
41.91 |
40.60 |
37.74 |
|
R2 |
39.79 |
39.79 |
37.55 |
|
R1 |
38.48 |
38.48 |
37.35 |
38.08 |
PP |
37.67 |
37.67 |
37.67 |
37.47 |
S1 |
36.36 |
36.36 |
36.97 |
35.96 |
S2 |
35.55 |
35.55 |
36.77 |
|
S3 |
33.43 |
34.24 |
36.58 |
|
S4 |
31.31 |
32.12 |
35.99 |
|
|
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 |
14.4% |
2.16 |
5.8% |
10% |
False |
False |
611,281 |
10 |
43.30 |
36.64 |
6.66 |
17.9% |
1.83 |
4.9% |
8% |
False |
False |
508,637 |
20 |
45.39 |
36.64 |
8.75 |
23.5% |
1.74 |
4.7% |
6% |
False |
False |
431,692 |
40 |
49.23 |
36.64 |
12.59 |
33.9% |
1.63 |
4.4% |
4% |
False |
False |
270,411 |
60 |
52.05 |
36.64 |
15.41 |
41.5% |
1.72 |
4.6% |
3% |
False |
False |
199,179 |
80 |
52.05 |
36.64 |
15.41 |
41.5% |
1.89 |
5.1% |
3% |
False |
False |
159,416 |
100 |
53.60 |
36.64 |
16.96 |
45.6% |
1.78 |
4.8% |
3% |
False |
False |
132,955 |
120 |
62.97 |
36.64 |
26.33 |
70.9% |
1.76 |
4.7% |
2% |
False |
False |
113,030 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
48.00 |
2.618 |
44.54 |
1.618 |
42.42 |
1.000 |
41.11 |
0.618 |
40.30 |
HIGH |
38.99 |
0.618 |
38.18 |
0.500 |
37.93 |
0.382 |
37.68 |
LOW |
36.87 |
0.618 |
35.56 |
1.000 |
34.75 |
1.618 |
33.44 |
2.618 |
31.32 |
4.250 |
27.86 |
|
|
Fisher Pivots for day following 09-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
37.93 |
38.40 |
PP |
37.67 |
37.98 |
S1 |
37.42 |
37.57 |
|