NYMEX Light Sweet Crude Oil Future February 2016
Trading Metrics calculated at close of trading on 01-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2015 |
01-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
43.05 |
43.00 |
-0.05 |
-0.1% |
42.79 |
High |
43.92 |
43.49 |
-0.43 |
-1.0% |
44.82 |
Low |
42.84 |
42.48 |
-0.36 |
-0.8% |
41.84 |
Close |
42.96 |
43.13 |
0.17 |
0.4% |
43.06 |
Range |
1.08 |
1.01 |
-0.07 |
-6.5% |
2.98 |
ATR |
1.56 |
1.52 |
-0.04 |
-2.5% |
0.00 |
Volume |
87,776 |
84,065 |
-3,711 |
-4.2% |
318,895 |
|
Daily Pivots for day following 01-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
46.06 |
45.61 |
43.69 |
|
R3 |
45.05 |
44.60 |
43.41 |
|
R2 |
44.04 |
44.04 |
43.32 |
|
R1 |
43.59 |
43.59 |
43.22 |
43.82 |
PP |
43.03 |
43.03 |
43.03 |
43.15 |
S1 |
42.58 |
42.58 |
43.04 |
42.81 |
S2 |
42.02 |
42.02 |
42.94 |
|
S3 |
41.01 |
41.57 |
42.85 |
|
S4 |
40.00 |
40.56 |
42.57 |
|
|
Weekly Pivots for week ending 27-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
52.18 |
50.60 |
44.70 |
|
R3 |
49.20 |
47.62 |
43.88 |
|
R2 |
46.22 |
46.22 |
43.61 |
|
R1 |
44.64 |
44.64 |
43.33 |
45.43 |
PP |
43.24 |
43.24 |
43.24 |
43.64 |
S1 |
41.66 |
41.66 |
42.79 |
42.45 |
S2 |
40.26 |
40.26 |
42.51 |
|
S3 |
37.28 |
38.68 |
42.24 |
|
S4 |
34.30 |
35.70 |
41.42 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
44.82 |
42.48 |
2.34 |
5.4% |
1.34 |
3.1% |
28% |
False |
True |
72,917 |
10 |
44.82 |
41.84 |
2.98 |
6.9% |
1.41 |
3.3% |
43% |
False |
False |
84,168 |
20 |
50.02 |
41.84 |
8.18 |
19.0% |
1.53 |
3.5% |
16% |
False |
False |
73,373 |
40 |
52.60 |
41.84 |
10.76 |
24.9% |
1.59 |
3.7% |
12% |
False |
False |
53,984 |
60 |
52.60 |
41.84 |
10.76 |
24.9% |
1.61 |
3.7% |
12% |
False |
False |
42,964 |
80 |
52.60 |
40.67 |
11.93 |
27.7% |
1.74 |
4.0% |
21% |
False |
False |
37,295 |
100 |
56.05 |
40.67 |
15.38 |
35.7% |
1.66 |
3.8% |
16% |
False |
False |
31,418 |
120 |
63.33 |
40.67 |
22.66 |
52.5% |
1.62 |
3.8% |
11% |
False |
False |
27,018 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
47.78 |
2.618 |
46.13 |
1.618 |
45.12 |
1.000 |
44.50 |
0.618 |
44.11 |
HIGH |
43.49 |
0.618 |
43.10 |
0.500 |
42.99 |
0.382 |
42.87 |
LOW |
42.48 |
0.618 |
41.86 |
1.000 |
41.47 |
1.618 |
40.85 |
2.618 |
39.84 |
4.250 |
38.19 |
|
|
Fisher Pivots for day following 01-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
43.08 |
43.56 |
PP |
43.03 |
43.41 |
S1 |
42.99 |
43.27 |
|