NYMEX Light Sweet Crude Oil Future February 2016
Trading Metrics calculated at close of trading on 09-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2015 |
09-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
39.30 |
39.21 |
-0.09 |
-0.2% |
43.05 |
High |
40.05 |
40.34 |
0.29 |
0.7% |
43.92 |
Low |
38.29 |
38.30 |
0.01 |
0.0% |
41.03 |
Close |
39.01 |
38.72 |
-0.29 |
-0.7% |
41.39 |
Range |
1.76 |
2.04 |
0.28 |
15.9% |
2.89 |
ATR |
1.69 |
1.72 |
0.02 |
1.5% |
0.00 |
Volume |
352,770 |
266,971 |
-85,799 |
-24.3% |
544,329 |
|
Daily Pivots for day following 09-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
45.24 |
44.02 |
39.84 |
|
R3 |
43.20 |
41.98 |
39.28 |
|
R2 |
41.16 |
41.16 |
39.09 |
|
R1 |
39.94 |
39.94 |
38.91 |
39.53 |
PP |
39.12 |
39.12 |
39.12 |
38.92 |
S1 |
37.90 |
37.90 |
38.53 |
37.49 |
S2 |
37.08 |
37.08 |
38.35 |
|
S3 |
35.04 |
35.86 |
38.16 |
|
S4 |
33.00 |
33.82 |
37.60 |
|
|
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 |
13.1% |
2.07 |
5.4% |
8% |
False |
False |
224,273 |
10 |
44.63 |
38.29 |
6.34 |
16.4% |
1.75 |
4.5% |
7% |
False |
False |
154,233 |
20 |
46.38 |
38.29 |
8.09 |
20.9% |
1.67 |
4.3% |
5% |
False |
False |
120,501 |
40 |
50.02 |
38.29 |
11.73 |
30.3% |
1.56 |
4.0% |
4% |
False |
False |
80,666 |
60 |
52.60 |
38.29 |
14.31 |
37.0% |
1.65 |
4.3% |
3% |
False |
False |
61,632 |
80 |
52.60 |
38.29 |
14.31 |
37.0% |
1.80 |
4.6% |
3% |
False |
False |
51,619 |
100 |
54.03 |
38.29 |
15.74 |
40.7% |
1.69 |
4.4% |
3% |
False |
False |
43,609 |
120 |
63.11 |
38.29 |
24.82 |
64.1% |
1.67 |
4.3% |
2% |
False |
False |
37,249 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
49.01 |
2.618 |
45.68 |
1.618 |
43.64 |
1.000 |
42.38 |
0.618 |
41.60 |
HIGH |
40.34 |
0.618 |
39.56 |
0.500 |
39.32 |
0.382 |
39.08 |
LOW |
38.30 |
0.618 |
37.04 |
1.000 |
36.26 |
1.618 |
35.00 |
2.618 |
32.96 |
4.250 |
29.63 |
|
|
Fisher Pivots for day following 09-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
39.32 |
39.95 |
PP |
39.12 |
39.54 |
S1 |
38.92 |
39.13 |
|