NYMEX Light Sweet Crude Oil Future January 2016
Trading Metrics calculated at close of trading on 15-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2015 |
15-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
35.40 |
36.32 |
0.92 |
2.6% |
40.10 |
High |
36.70 |
37.88 |
1.18 |
3.2% |
40.15 |
Low |
34.53 |
36.03 |
1.50 |
4.3% |
35.16 |
Close |
36.31 |
37.35 |
1.04 |
2.9% |
35.62 |
Range |
2.17 |
1.85 |
-0.32 |
-14.7% |
4.99 |
ATR |
1.77 |
1.78 |
0.01 |
0.3% |
0.00 |
Volume |
550,476 |
474,159 |
-76,317 |
-13.9% |
3,068,109 |
|
Daily Pivots for day following 15-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
42.64 |
41.84 |
38.37 |
|
R3 |
40.79 |
39.99 |
37.86 |
|
R2 |
38.94 |
38.94 |
37.69 |
|
R1 |
38.14 |
38.14 |
37.52 |
38.54 |
PP |
37.09 |
37.09 |
37.09 |
37.29 |
S1 |
36.29 |
36.29 |
37.18 |
36.69 |
S2 |
35.24 |
35.24 |
37.01 |
|
S3 |
33.39 |
34.44 |
36.84 |
|
S4 |
31.54 |
32.59 |
36.33 |
|
|
Weekly Pivots for week ending 11-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
51.95 |
48.77 |
38.36 |
|
R3 |
46.96 |
43.78 |
36.99 |
|
R2 |
41.97 |
41.97 |
36.53 |
|
R1 |
38.79 |
38.79 |
36.08 |
37.89 |
PP |
36.98 |
36.98 |
36.98 |
36.52 |
S1 |
33.80 |
33.80 |
35.16 |
32.90 |
S2 |
31.99 |
31.99 |
34.71 |
|
S3 |
27.00 |
28.81 |
34.25 |
|
S4 |
22.01 |
23.82 |
32.88 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
38.99 |
34.53 |
4.46 |
11.9% |
1.80 |
4.8% |
63% |
False |
False |
538,029 |
10 |
42.00 |
34.53 |
7.47 |
20.0% |
1.98 |
5.3% |
38% |
False |
False |
564,567 |
20 |
43.46 |
34.53 |
8.93 |
23.9% |
1.72 |
4.6% |
32% |
False |
False |
478,847 |
40 |
49.23 |
34.53 |
14.70 |
39.4% |
1.66 |
4.4% |
19% |
False |
False |
314,077 |
60 |
52.05 |
34.53 |
17.52 |
46.9% |
1.70 |
4.6% |
16% |
False |
False |
230,894 |
80 |
52.05 |
34.53 |
17.52 |
46.9% |
1.90 |
5.1% |
16% |
False |
False |
183,169 |
100 |
52.05 |
34.53 |
17.52 |
46.9% |
1.80 |
4.8% |
16% |
False |
False |
152,652 |
120 |
61.36 |
34.53 |
26.83 |
71.8% |
1.78 |
4.8% |
11% |
False |
False |
129,733 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
45.74 |
2.618 |
42.72 |
1.618 |
40.87 |
1.000 |
39.73 |
0.618 |
39.02 |
HIGH |
37.88 |
0.618 |
37.17 |
0.500 |
36.96 |
0.382 |
36.74 |
LOW |
36.03 |
0.618 |
34.89 |
1.000 |
34.18 |
1.618 |
33.04 |
2.618 |
31.19 |
4.250 |
28.17 |
|
|
Fisher Pivots for day following 15-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
37.22 |
36.97 |
PP |
37.09 |
36.59 |
S1 |
36.96 |
36.21 |
|