NYMEX Light Sweet Crude Oil Future February 2016
Trading Metrics calculated at close of trading on 08-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2015 |
08-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
41.61 |
39.30 |
-2.31 |
-5.6% |
43.05 |
High |
41.61 |
40.05 |
-1.56 |
-3.7% |
43.92 |
Low |
39.09 |
38.29 |
-0.80 |
-2.0% |
41.03 |
Close |
39.30 |
39.01 |
-0.29 |
-0.7% |
41.39 |
Range |
2.52 |
1.76 |
-0.76 |
-30.2% |
2.89 |
ATR |
1.69 |
1.69 |
0.01 |
0.3% |
0.00 |
Volume |
264,152 |
352,770 |
88,618 |
33.5% |
544,329 |
|
Daily Pivots for day following 08-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
44.40 |
43.46 |
39.98 |
|
R3 |
42.64 |
41.70 |
39.49 |
|
R2 |
40.88 |
40.88 |
39.33 |
|
R1 |
39.94 |
39.94 |
39.17 |
39.53 |
PP |
39.12 |
39.12 |
39.12 |
38.91 |
S1 |
38.18 |
38.18 |
38.85 |
37.77 |
S2 |
37.36 |
37.36 |
38.69 |
|
S3 |
35.60 |
36.42 |
38.53 |
|
S4 |
33.84 |
34.66 |
38.04 |
|
|
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 |
43.37 |
38.29 |
5.08 |
13.0% |
2.06 |
5.3% |
14% |
False |
True |
197,882 |
10 |
44.82 |
38.29 |
6.53 |
16.7% |
1.70 |
4.4% |
11% |
False |
True |
135,399 |
20 |
46.79 |
38.29 |
8.50 |
21.8% |
1.62 |
4.2% |
8% |
False |
True |
109,422 |
40 |
50.15 |
38.29 |
11.86 |
30.4% |
1.56 |
4.0% |
6% |
False |
True |
74,771 |
60 |
52.60 |
38.29 |
14.31 |
36.7% |
1.63 |
4.2% |
5% |
False |
True |
57,746 |
80 |
52.60 |
38.29 |
14.31 |
36.7% |
1.78 |
4.6% |
5% |
False |
True |
48,490 |
100 |
54.03 |
38.29 |
15.74 |
40.3% |
1.68 |
4.3% |
5% |
False |
True |
40,982 |
120 |
63.11 |
38.29 |
24.82 |
63.6% |
1.66 |
4.3% |
3% |
False |
True |
35,047 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
47.53 |
2.618 |
44.66 |
1.618 |
42.90 |
1.000 |
41.81 |
0.618 |
41.14 |
HIGH |
40.05 |
0.618 |
39.38 |
0.500 |
39.17 |
0.382 |
38.96 |
LOW |
38.29 |
0.618 |
37.20 |
1.000 |
36.53 |
1.618 |
35.44 |
2.618 |
33.68 |
4.250 |
30.81 |
|
|
Fisher Pivots for day following 08-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
39.17 |
40.83 |
PP |
39.12 |
40.22 |
S1 |
39.06 |
39.62 |
|