NYMEX Light Sweet Crude Oil Future January 2016
| Trading Metrics calculated at close of trading on 16-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2015 |
16-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
36.32 |
36.79 |
0.47 |
1.3% |
40.10 |
| High |
37.88 |
37.35 |
-0.53 |
-1.4% |
40.15 |
| Low |
36.03 |
35.29 |
-0.74 |
-2.1% |
35.16 |
| Close |
37.35 |
35.52 |
-1.83 |
-4.9% |
35.62 |
| Range |
1.85 |
2.06 |
0.21 |
11.4% |
4.99 |
| ATR |
1.78 |
1.80 |
0.02 |
1.1% |
0.00 |
| Volume |
474,159 |
402,967 |
-71,192 |
-15.0% |
3,068,109 |
|
| Daily Pivots for day following 16-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
42.23 |
40.94 |
36.65 |
|
| R3 |
40.17 |
38.88 |
36.09 |
|
| R2 |
38.11 |
38.11 |
35.90 |
|
| R1 |
36.82 |
36.82 |
35.71 |
36.44 |
| PP |
36.05 |
36.05 |
36.05 |
35.86 |
| S1 |
34.76 |
34.76 |
35.33 |
34.38 |
| S2 |
33.99 |
33.99 |
35.14 |
|
| S3 |
31.93 |
32.70 |
34.95 |
|
| S4 |
29.87 |
30.64 |
34.39 |
|
|
| 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 |
37.88 |
34.53 |
3.35 |
9.4% |
1.78 |
5.0% |
30% |
False |
False |
489,389 |
| 10 |
42.00 |
34.53 |
7.47 |
21.0% |
1.97 |
5.6% |
13% |
False |
False |
550,335 |
| 20 |
43.46 |
34.53 |
8.93 |
25.1% |
1.75 |
4.9% |
11% |
False |
False |
485,350 |
| 40 |
49.23 |
34.53 |
14.70 |
41.4% |
1.68 |
4.7% |
7% |
False |
False |
321,785 |
| 60 |
52.05 |
34.53 |
17.52 |
49.3% |
1.71 |
4.8% |
6% |
False |
False |
237,071 |
| 80 |
52.05 |
34.53 |
17.52 |
49.3% |
1.89 |
5.3% |
6% |
False |
False |
187,779 |
| 100 |
52.05 |
34.53 |
17.52 |
49.3% |
1.81 |
5.1% |
6% |
False |
False |
156,492 |
| 120 |
61.26 |
34.53 |
26.73 |
75.3% |
1.79 |
5.0% |
4% |
False |
False |
133,029 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
46.11 |
|
2.618 |
42.74 |
|
1.618 |
40.68 |
|
1.000 |
39.41 |
|
0.618 |
38.62 |
|
HIGH |
37.35 |
|
0.618 |
36.56 |
|
0.500 |
36.32 |
|
0.382 |
36.08 |
|
LOW |
35.29 |
|
0.618 |
34.02 |
|
1.000 |
33.23 |
|
1.618 |
31.96 |
|
2.618 |
29.90 |
|
4.250 |
26.54 |
|
|
| Fisher Pivots for day following 16-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
36.32 |
36.21 |
| PP |
36.05 |
35.98 |
| S1 |
35.79 |
35.75 |
|