NYMEX Light Sweet Crude Oil Future February 2016
Trading Metrics calculated at close of trading on 07-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2015 |
07-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
42.72 |
41.61 |
-1.11 |
-2.6% |
43.05 |
High |
43.37 |
41.61 |
-1.76 |
-4.1% |
43.92 |
Low |
41.03 |
39.09 |
-1.94 |
-4.7% |
41.03 |
Close |
41.39 |
39.30 |
-2.09 |
-5.0% |
41.39 |
Range |
2.34 |
2.52 |
0.18 |
7.7% |
2.89 |
ATR |
1.63 |
1.69 |
0.06 |
3.9% |
0.00 |
Volume |
118,057 |
264,152 |
146,095 |
123.7% |
544,329 |
|
Daily Pivots for day following 07-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
47.56 |
45.95 |
40.69 |
|
R3 |
45.04 |
43.43 |
39.99 |
|
R2 |
42.52 |
42.52 |
39.76 |
|
R1 |
40.91 |
40.91 |
39.53 |
40.46 |
PP |
40.00 |
40.00 |
40.00 |
39.77 |
S1 |
38.39 |
38.39 |
39.07 |
37.94 |
S2 |
37.48 |
37.48 |
38.84 |
|
S3 |
34.96 |
35.87 |
38.61 |
|
S4 |
32.44 |
33.35 |
37.91 |
|
|
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 |
43.49 |
39.09 |
4.40 |
11.2% |
1.91 |
4.9% |
5% |
False |
True |
144,141 |
10 |
44.82 |
39.09 |
5.73 |
14.6% |
1.75 |
4.5% |
4% |
False |
True |
112,737 |
20 |
47.16 |
39.09 |
8.07 |
20.5% |
1.60 |
4.1% |
3% |
False |
True |
95,844 |
40 |
51.85 |
39.09 |
12.76 |
32.5% |
1.59 |
4.0% |
2% |
False |
True |
66,596 |
60 |
52.60 |
39.09 |
13.51 |
34.4% |
1.62 |
4.1% |
2% |
False |
True |
52,261 |
80 |
52.60 |
39.09 |
13.51 |
34.4% |
1.77 |
4.5% |
2% |
False |
True |
44,188 |
100 |
54.03 |
39.09 |
14.94 |
38.0% |
1.67 |
4.3% |
1% |
False |
True |
37,491 |
120 |
63.11 |
39.09 |
24.02 |
61.1% |
1.65 |
4.2% |
1% |
False |
True |
32,133 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
52.32 |
2.618 |
48.21 |
1.618 |
45.69 |
1.000 |
44.13 |
0.618 |
43.17 |
HIGH |
41.61 |
0.618 |
40.65 |
0.500 |
40.35 |
0.382 |
40.05 |
LOW |
39.09 |
0.618 |
37.53 |
1.000 |
36.57 |
1.618 |
35.01 |
2.618 |
32.49 |
4.250 |
28.38 |
|
|
Fisher Pivots for day following 07-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
40.35 |
41.23 |
PP |
40.00 |
40.59 |
S1 |
39.65 |
39.94 |
|