NYMEX Light Sweet Crude Oil Future February 2016
Trading Metrics calculated at close of trading on 02-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2015 |
02-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
43.00 |
42.92 |
-0.08 |
-0.2% |
42.79 |
High |
43.49 |
43.25 |
-0.24 |
-0.6% |
44.82 |
Low |
42.48 |
41.26 |
-1.22 |
-2.9% |
41.84 |
Close |
43.13 |
41.38 |
-1.75 |
-4.1% |
43.06 |
Range |
1.01 |
1.99 |
0.98 |
97.0% |
2.98 |
ATR |
1.52 |
1.55 |
0.03 |
2.2% |
0.00 |
Volume |
84,065 |
135,013 |
50,948 |
60.6% |
318,895 |
|
Daily Pivots for day following 02-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
47.93 |
46.65 |
42.47 |
|
R3 |
45.94 |
44.66 |
41.93 |
|
R2 |
43.95 |
43.95 |
41.74 |
|
R1 |
42.67 |
42.67 |
41.56 |
42.32 |
PP |
41.96 |
41.96 |
41.96 |
41.79 |
S1 |
40.68 |
40.68 |
41.20 |
40.33 |
S2 |
39.97 |
39.97 |
41.02 |
|
S3 |
37.98 |
38.69 |
40.83 |
|
S4 |
35.99 |
36.70 |
40.29 |
|
|
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 |
44.63 |
41.26 |
3.37 |
8.1% |
1.43 |
3.5% |
4% |
False |
True |
84,192 |
10 |
44.82 |
41.26 |
3.56 |
8.6% |
1.47 |
3.5% |
3% |
False |
True |
91,126 |
20 |
50.00 |
41.26 |
8.74 |
21.1% |
1.51 |
3.7% |
1% |
False |
True |
78,474 |
40 |
52.60 |
41.26 |
11.34 |
27.4% |
1.56 |
3.8% |
1% |
False |
True |
56,847 |
60 |
52.60 |
41.26 |
11.34 |
27.4% |
1.61 |
3.9% |
1% |
False |
True |
44,933 |
80 |
52.60 |
40.67 |
11.93 |
28.8% |
1.74 |
4.2% |
6% |
False |
False |
38,782 |
100 |
56.05 |
40.67 |
15.38 |
37.2% |
1.66 |
4.0% |
5% |
False |
False |
32,706 |
120 |
63.33 |
40.67 |
22.66 |
54.8% |
1.63 |
3.9% |
3% |
False |
False |
28,121 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
51.71 |
2.618 |
48.46 |
1.618 |
46.47 |
1.000 |
45.24 |
0.618 |
44.48 |
HIGH |
43.25 |
0.618 |
42.49 |
0.500 |
42.26 |
0.382 |
42.02 |
LOW |
41.26 |
0.618 |
40.03 |
1.000 |
39.27 |
1.618 |
38.04 |
2.618 |
36.05 |
4.250 |
32.80 |
|
|
Fisher Pivots for day following 02-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
42.26 |
42.59 |
PP |
41.96 |
42.19 |
S1 |
41.67 |
41.78 |
|