NYMEX Light Sweet Crude Oil Future February 2016
Trading Metrics calculated at close of trading on 03-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2015 |
03-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
42.92 |
41.54 |
-1.38 |
-3.2% |
42.79 |
High |
43.25 |
43.19 |
-0.06 |
-0.1% |
44.82 |
Low |
41.26 |
41.49 |
0.23 |
0.6% |
41.84 |
Close |
41.38 |
42.50 |
1.12 |
2.7% |
43.06 |
Range |
1.99 |
1.70 |
-0.29 |
-14.6% |
2.98 |
ATR |
1.55 |
1.57 |
0.02 |
1.2% |
0.00 |
Volume |
135,013 |
119,418 |
-15,595 |
-11.6% |
318,895 |
|
Daily Pivots for day following 03-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
47.49 |
46.70 |
43.44 |
|
R3 |
45.79 |
45.00 |
42.97 |
|
R2 |
44.09 |
44.09 |
42.81 |
|
R1 |
43.30 |
43.30 |
42.66 |
43.70 |
PP |
42.39 |
42.39 |
42.39 |
42.59 |
S1 |
41.60 |
41.60 |
42.34 |
42.00 |
S2 |
40.69 |
40.69 |
42.19 |
|
S3 |
38.99 |
39.90 |
42.03 |
|
S4 |
37.29 |
38.20 |
41.57 |
|
|
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 |
44.63 |
41.26 |
3.37 |
7.9% |
1.48 |
3.5% |
37% |
False |
False |
94,352 |
10 |
44.82 |
41.26 |
3.56 |
8.4% |
1.51 |
3.6% |
35% |
False |
False |
93,691 |
20 |
48.30 |
41.26 |
7.04 |
16.6% |
1.49 |
3.5% |
18% |
False |
False |
82,838 |
40 |
52.60 |
41.26 |
11.34 |
26.7% |
1.56 |
3.7% |
11% |
False |
False |
58,930 |
60 |
52.60 |
41.26 |
11.34 |
26.7% |
1.60 |
3.8% |
11% |
False |
False |
46,666 |
80 |
52.60 |
40.67 |
11.93 |
28.1% |
1.73 |
4.1% |
15% |
False |
False |
39,990 |
100 |
56.04 |
40.67 |
15.37 |
36.2% |
1.65 |
3.9% |
12% |
False |
False |
33,816 |
120 |
63.33 |
40.67 |
22.66 |
53.3% |
1.64 |
3.8% |
8% |
False |
False |
29,087 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
50.42 |
2.618 |
47.64 |
1.618 |
45.94 |
1.000 |
44.89 |
0.618 |
44.24 |
HIGH |
43.19 |
0.618 |
42.54 |
0.500 |
42.34 |
0.382 |
42.14 |
LOW |
41.49 |
0.618 |
40.44 |
1.000 |
39.79 |
1.618 |
38.74 |
2.618 |
37.04 |
4.250 |
34.27 |
|
|
Fisher Pivots for day following 03-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
42.45 |
42.46 |
PP |
42.39 |
42.42 |
S1 |
42.34 |
42.38 |
|