NYMEX Light Sweet Crude Oil Future February 2016
Trading Metrics calculated at close of trading on 10-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2015 |
10-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
39.21 |
38.89 |
-0.32 |
-0.8% |
43.05 |
High |
40.34 |
39.11 |
-1.23 |
-3.0% |
43.92 |
Low |
38.30 |
38.08 |
-0.22 |
-0.6% |
41.03 |
Close |
38.72 |
38.43 |
-0.29 |
-0.7% |
41.39 |
Range |
2.04 |
1.03 |
-1.01 |
-49.5% |
2.89 |
ATR |
1.72 |
1.67 |
-0.05 |
-2.9% |
0.00 |
Volume |
266,971 |
228,071 |
-38,900 |
-14.6% |
544,329 |
|
Daily Pivots for day following 10-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
41.63 |
41.06 |
39.00 |
|
R3 |
40.60 |
40.03 |
38.71 |
|
R2 |
39.57 |
39.57 |
38.62 |
|
R1 |
39.00 |
39.00 |
38.52 |
38.77 |
PP |
38.54 |
38.54 |
38.54 |
38.43 |
S1 |
37.97 |
37.97 |
38.34 |
37.74 |
S2 |
37.51 |
37.51 |
38.24 |
|
S3 |
36.48 |
36.94 |
38.15 |
|
S4 |
35.45 |
35.91 |
37.86 |
|
|
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 |
38.08 |
5.29 |
13.8% |
1.94 |
5.0% |
7% |
False |
True |
246,004 |
10 |
44.63 |
38.08 |
6.55 |
17.0% |
1.71 |
4.4% |
5% |
False |
True |
170,178 |
20 |
45.43 |
38.08 |
7.35 |
19.1% |
1.65 |
4.3% |
5% |
False |
True |
128,469 |
40 |
50.02 |
38.08 |
11.94 |
31.1% |
1.57 |
4.1% |
3% |
False |
True |
85,758 |
60 |
52.60 |
38.08 |
14.52 |
37.8% |
1.63 |
4.2% |
2% |
False |
True |
65,048 |
80 |
52.60 |
38.08 |
14.52 |
37.8% |
1.80 |
4.7% |
2% |
False |
True |
54,282 |
100 |
53.42 |
38.08 |
15.34 |
39.9% |
1.69 |
4.4% |
2% |
False |
True |
45,821 |
120 |
63.11 |
38.08 |
25.03 |
65.1% |
1.67 |
4.3% |
1% |
False |
True |
39,096 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
43.49 |
2.618 |
41.81 |
1.618 |
40.78 |
1.000 |
40.14 |
0.618 |
39.75 |
HIGH |
39.11 |
0.618 |
38.72 |
0.500 |
38.60 |
0.382 |
38.47 |
LOW |
38.08 |
0.618 |
37.44 |
1.000 |
37.05 |
1.618 |
36.41 |
2.618 |
35.38 |
4.250 |
33.70 |
|
|
Fisher Pivots for day following 10-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
38.60 |
39.21 |
PP |
38.54 |
38.95 |
S1 |
38.49 |
38.69 |
|