NYMEX Light Sweet Crude Oil Future January 2016
Trading Metrics calculated at close of trading on 18-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2015 |
18-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
35.80 |
34.87 |
-0.93 |
-2.6% |
35.40 |
High |
35.84 |
35.57 |
-0.27 |
-0.8% |
37.88 |
Low |
34.63 |
34.29 |
-0.34 |
-1.0% |
34.29 |
Close |
34.95 |
34.73 |
-0.22 |
-0.6% |
34.73 |
Range |
1.21 |
1.28 |
0.07 |
5.8% |
3.59 |
ATR |
1.76 |
1.72 |
-0.03 |
-1.9% |
0.00 |
Volume |
196,227 |
116,038 |
-80,189 |
-40.9% |
1,739,867 |
|
Daily Pivots for day following 18-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
38.70 |
38.00 |
35.43 |
|
R3 |
37.42 |
36.72 |
35.08 |
|
R2 |
36.14 |
36.14 |
34.96 |
|
R1 |
35.44 |
35.44 |
34.85 |
35.15 |
PP |
34.86 |
34.86 |
34.86 |
34.72 |
S1 |
34.16 |
34.16 |
34.61 |
33.87 |
S2 |
33.58 |
33.58 |
34.50 |
|
S3 |
32.30 |
32.88 |
34.38 |
|
S4 |
31.02 |
31.60 |
34.03 |
|
|
Weekly Pivots for week ending 18-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
46.40 |
44.16 |
36.70 |
|
R3 |
42.81 |
40.57 |
35.72 |
|
R2 |
39.22 |
39.22 |
35.39 |
|
R1 |
36.98 |
36.98 |
35.06 |
36.31 |
PP |
35.63 |
35.63 |
35.63 |
35.30 |
S1 |
33.39 |
33.39 |
34.40 |
32.72 |
S2 |
32.04 |
32.04 |
34.07 |
|
S3 |
28.45 |
29.80 |
33.74 |
|
S4 |
24.86 |
26.21 |
32.76 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
37.88 |
34.29 |
3.59 |
10.3% |
1.71 |
4.9% |
12% |
False |
True |
347,973 |
10 |
40.15 |
34.29 |
5.86 |
16.9% |
1.81 |
5.2% |
8% |
False |
True |
480,797 |
20 |
43.46 |
34.29 |
9.17 |
26.4% |
1.75 |
5.0% |
5% |
False |
True |
461,236 |
40 |
49.23 |
34.29 |
14.94 |
43.0% |
1.69 |
4.9% |
3% |
False |
True |
324,895 |
60 |
52.05 |
34.29 |
17.76 |
51.1% |
1.69 |
4.9% |
2% |
False |
True |
240,786 |
80 |
52.05 |
34.29 |
17.76 |
51.1% |
1.89 |
5.4% |
2% |
False |
True |
190,688 |
100 |
52.05 |
34.29 |
17.76 |
51.1% |
1.80 |
5.2% |
2% |
False |
True |
159,273 |
120 |
60.46 |
34.29 |
26.17 |
75.4% |
1.79 |
5.1% |
2% |
False |
True |
135,506 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
41.01 |
2.618 |
38.92 |
1.618 |
37.64 |
1.000 |
36.85 |
0.618 |
36.36 |
HIGH |
35.57 |
0.618 |
35.08 |
0.500 |
34.93 |
0.382 |
34.78 |
LOW |
34.29 |
0.618 |
33.50 |
1.000 |
33.01 |
1.618 |
32.22 |
2.618 |
30.94 |
4.250 |
28.85 |
|
|
Fisher Pivots for day following 18-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
34.93 |
35.82 |
PP |
34.86 |
35.46 |
S1 |
34.80 |
35.09 |
|