NYMEX Light Sweet Crude Oil Future January 2016
Trading Metrics calculated at close of trading on 10-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2015 |
10-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
37.86 |
37.27 |
-0.59 |
-1.6% |
41.77 |
High |
38.99 |
37.54 |
-1.45 |
-3.7% |
42.61 |
Low |
36.87 |
36.38 |
-0.49 |
-1.3% |
39.60 |
Close |
37.16 |
36.76 |
-0.40 |
-1.1% |
39.97 |
Range |
2.12 |
1.16 |
-0.96 |
-45.3% |
3.01 |
ATR |
1.79 |
1.75 |
-0.05 |
-2.5% |
0.00 |
Volume |
646,166 |
513,940 |
-132,226 |
-20.5% |
2,337,977 |
|
Daily Pivots for day following 10-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
40.37 |
39.73 |
37.40 |
|
R3 |
39.21 |
38.57 |
37.08 |
|
R2 |
38.05 |
38.05 |
36.97 |
|
R1 |
37.41 |
37.41 |
36.87 |
37.15 |
PP |
36.89 |
36.89 |
36.89 |
36.77 |
S1 |
36.25 |
36.25 |
36.65 |
35.99 |
S2 |
35.73 |
35.73 |
36.55 |
|
S3 |
34.57 |
35.09 |
36.44 |
|
S4 |
33.41 |
33.93 |
36.12 |
|
|
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 |
36.38 |
5.62 |
15.3% |
2.05 |
5.6% |
7% |
False |
True |
614,692 |
10 |
43.30 |
36.38 |
6.92 |
18.8% |
1.79 |
4.9% |
5% |
False |
True |
521,715 |
20 |
44.54 |
36.38 |
8.16 |
22.2% |
1.72 |
4.7% |
5% |
False |
True |
445,509 |
40 |
49.23 |
36.38 |
12.85 |
35.0% |
1.63 |
4.4% |
3% |
False |
True |
281,855 |
60 |
52.05 |
36.38 |
15.67 |
42.6% |
1.70 |
4.6% |
2% |
False |
True |
207,011 |
80 |
52.05 |
36.38 |
15.67 |
42.6% |
1.89 |
5.1% |
2% |
False |
True |
165,454 |
100 |
52.94 |
36.38 |
16.56 |
45.0% |
1.78 |
4.9% |
2% |
False |
True |
137,921 |
120 |
62.97 |
36.38 |
26.59 |
72.3% |
1.76 |
4.8% |
1% |
False |
True |
117,217 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
42.47 |
2.618 |
40.58 |
1.618 |
39.42 |
1.000 |
38.70 |
0.618 |
38.26 |
HIGH |
37.54 |
0.618 |
37.10 |
0.500 |
36.96 |
0.382 |
36.82 |
LOW |
36.38 |
0.618 |
35.66 |
1.000 |
35.22 |
1.618 |
34.50 |
2.618 |
33.34 |
4.250 |
31.45 |
|
|
Fisher Pivots for day following 10-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
36.96 |
37.69 |
PP |
36.89 |
37.38 |
S1 |
36.83 |
37.07 |
|