NYMEX Light Sweet Crude Oil Future February 2016
Trading Metrics calculated at close of trading on 04-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2015 |
04-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
41.54 |
42.72 |
1.18 |
2.8% |
43.05 |
High |
43.19 |
43.37 |
0.18 |
0.4% |
43.92 |
Low |
41.49 |
41.03 |
-0.46 |
-1.1% |
41.03 |
Close |
42.50 |
41.39 |
-1.11 |
-2.6% |
41.39 |
Range |
1.70 |
2.34 |
0.64 |
37.6% |
2.89 |
ATR |
1.57 |
1.63 |
0.05 |
3.5% |
0.00 |
Volume |
119,418 |
118,057 |
-1,361 |
-1.1% |
544,329 |
|
Daily Pivots for day following 04-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
48.95 |
47.51 |
42.68 |
|
R3 |
46.61 |
45.17 |
42.03 |
|
R2 |
44.27 |
44.27 |
41.82 |
|
R1 |
42.83 |
42.83 |
41.60 |
42.38 |
PP |
41.93 |
41.93 |
41.93 |
41.71 |
S1 |
40.49 |
40.49 |
41.18 |
40.04 |
S2 |
39.59 |
39.59 |
40.96 |
|
S3 |
37.25 |
38.15 |
40.75 |
|
S4 |
34.91 |
35.81 |
40.10 |
|
|
Weekly Pivots for week ending 04-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
50.78 |
48.98 |
42.98 |
|
R3 |
47.89 |
46.09 |
42.18 |
|
R2 |
45.00 |
45.00 |
41.92 |
|
R1 |
43.20 |
43.20 |
41.65 |
42.66 |
PP |
42.11 |
42.11 |
42.11 |
41.84 |
S1 |
40.31 |
40.31 |
41.13 |
39.77 |
S2 |
39.22 |
39.22 |
40.86 |
|
S3 |
36.33 |
37.42 |
40.60 |
|
S4 |
33.44 |
34.53 |
39.80 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
43.92 |
41.03 |
2.89 |
7.0% |
1.62 |
3.9% |
12% |
False |
True |
108,865 |
10 |
44.82 |
41.03 |
3.79 |
9.2% |
1.64 |
4.0% |
9% |
False |
True |
96,928 |
20 |
47.56 |
41.03 |
6.53 |
15.8% |
1.54 |
3.7% |
6% |
False |
True |
85,450 |
40 |
52.60 |
41.03 |
11.57 |
28.0% |
1.57 |
3.8% |
3% |
False |
True |
60,938 |
60 |
52.60 |
41.03 |
11.57 |
28.0% |
1.60 |
3.9% |
3% |
False |
True |
48,272 |
80 |
52.60 |
40.67 |
11.93 |
28.8% |
1.75 |
4.2% |
6% |
False |
False |
41,189 |
100 |
54.58 |
40.67 |
13.91 |
33.6% |
1.66 |
4.0% |
5% |
False |
False |
34,910 |
120 |
63.33 |
40.67 |
22.66 |
54.7% |
1.65 |
4.0% |
3% |
False |
False |
30,013 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
53.32 |
2.618 |
49.50 |
1.618 |
47.16 |
1.000 |
45.71 |
0.618 |
44.82 |
HIGH |
43.37 |
0.618 |
42.48 |
0.500 |
42.20 |
0.382 |
41.92 |
LOW |
41.03 |
0.618 |
39.58 |
1.000 |
38.69 |
1.618 |
37.24 |
2.618 |
34.90 |
4.250 |
31.09 |
|
|
Fisher Pivots for day following 04-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
42.20 |
42.20 |
PP |
41.93 |
41.93 |
S1 |
41.66 |
41.66 |
|