NYMEX Light Sweet Crude Oil Future January 2016
Trading Metrics calculated at close of trading on 21-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2015 |
21-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
34.87 |
34.58 |
-0.29 |
-0.8% |
35.40 |
High |
35.57 |
34.86 |
-0.71 |
-2.0% |
37.88 |
Low |
34.29 |
33.98 |
-0.31 |
-0.9% |
34.29 |
Close |
34.73 |
34.74 |
0.01 |
0.0% |
34.73 |
Range |
1.28 |
0.88 |
-0.40 |
-31.3% |
3.59 |
ATR |
1.72 |
1.66 |
-0.06 |
-3.5% |
0.00 |
Volume |
116,038 |
19,661 |
-96,377 |
-83.1% |
1,739,867 |
|
Daily Pivots for day following 21-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
37.17 |
36.83 |
35.22 |
|
R3 |
36.29 |
35.95 |
34.98 |
|
R2 |
35.41 |
35.41 |
34.90 |
|
R1 |
35.07 |
35.07 |
34.82 |
35.24 |
PP |
34.53 |
34.53 |
34.53 |
34.61 |
S1 |
34.19 |
34.19 |
34.66 |
34.36 |
S2 |
33.65 |
33.65 |
34.58 |
|
S3 |
32.77 |
33.31 |
34.50 |
|
S4 |
31.89 |
32.43 |
34.26 |
|
|
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 |
33.98 |
3.90 |
11.2% |
1.46 |
4.2% |
19% |
False |
True |
241,810 |
10 |
38.99 |
33.98 |
5.01 |
14.4% |
1.64 |
4.7% |
15% |
False |
True |
419,222 |
20 |
43.46 |
33.98 |
9.48 |
27.3% |
1.73 |
5.0% |
8% |
False |
True |
440,587 |
40 |
49.23 |
33.98 |
15.25 |
43.9% |
1.67 |
4.8% |
5% |
False |
True |
322,394 |
60 |
52.05 |
33.98 |
18.07 |
52.0% |
1.68 |
4.8% |
4% |
False |
True |
240,179 |
80 |
52.05 |
33.98 |
18.07 |
52.0% |
1.85 |
5.3% |
4% |
False |
True |
190,462 |
100 |
52.05 |
33.98 |
18.07 |
52.0% |
1.80 |
5.2% |
4% |
False |
True |
159,300 |
120 |
59.75 |
33.98 |
25.77 |
74.2% |
1.78 |
5.1% |
3% |
False |
True |
135,530 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
38.60 |
2.618 |
37.16 |
1.618 |
36.28 |
1.000 |
35.74 |
0.618 |
35.40 |
HIGH |
34.86 |
0.618 |
34.52 |
0.500 |
34.42 |
0.382 |
34.32 |
LOW |
33.98 |
0.618 |
33.44 |
1.000 |
33.10 |
1.618 |
32.56 |
2.618 |
31.68 |
4.250 |
30.24 |
|
|
Fisher Pivots for day following 21-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
34.63 |
34.91 |
PP |
34.53 |
34.85 |
S1 |
34.42 |
34.80 |
|