NYMEX Light Sweet Crude Oil Future February 2016
Trading Metrics calculated at close of trading on 11-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2015 |
11-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
38.89 |
38.29 |
-0.60 |
-1.5% |
41.61 |
High |
39.11 |
38.53 |
-0.58 |
-1.5% |
41.61 |
Low |
38.08 |
36.82 |
-1.26 |
-3.3% |
36.82 |
Close |
38.43 |
37.25 |
-1.18 |
-3.1% |
37.25 |
Range |
1.03 |
1.71 |
0.68 |
66.0% |
4.79 |
ATR |
1.67 |
1.67 |
0.00 |
0.2% |
0.00 |
Volume |
228,071 |
228,159 |
88 |
0.0% |
1,340,123 |
|
Daily Pivots for day following 11-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
42.66 |
41.67 |
38.19 |
|
R3 |
40.95 |
39.96 |
37.72 |
|
R2 |
39.24 |
39.24 |
37.56 |
|
R1 |
38.25 |
38.25 |
37.41 |
37.89 |
PP |
37.53 |
37.53 |
37.53 |
37.36 |
S1 |
36.54 |
36.54 |
37.09 |
36.18 |
S2 |
35.82 |
35.82 |
36.94 |
|
S3 |
34.11 |
34.83 |
36.78 |
|
S4 |
32.40 |
33.12 |
36.31 |
|
|
Weekly Pivots for week ending 11-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
52.93 |
49.88 |
39.88 |
|
R3 |
48.14 |
45.09 |
38.57 |
|
R2 |
43.35 |
43.35 |
38.13 |
|
R1 |
40.30 |
40.30 |
37.69 |
39.43 |
PP |
38.56 |
38.56 |
38.56 |
38.13 |
S1 |
35.51 |
35.51 |
36.81 |
34.64 |
S2 |
33.77 |
33.77 |
36.37 |
|
S3 |
28.98 |
30.72 |
35.93 |
|
S4 |
24.19 |
25.93 |
34.62 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
41.61 |
36.82 |
4.79 |
12.9% |
1.81 |
4.9% |
9% |
False |
True |
268,024 |
10 |
43.92 |
36.82 |
7.10 |
19.1% |
1.72 |
4.6% |
6% |
False |
True |
188,445 |
20 |
44.82 |
36.82 |
8.00 |
21.5% |
1.65 |
4.4% |
5% |
False |
True |
136,517 |
40 |
50.02 |
36.82 |
13.20 |
35.4% |
1.57 |
4.2% |
3% |
False |
True |
90,708 |
60 |
52.60 |
36.82 |
15.78 |
42.4% |
1.64 |
4.4% |
3% |
False |
True |
68,481 |
80 |
52.60 |
36.82 |
15.78 |
42.4% |
1.79 |
4.8% |
3% |
False |
True |
56,914 |
100 |
52.60 |
36.82 |
15.78 |
42.4% |
1.69 |
4.5% |
3% |
False |
True |
48,001 |
120 |
63.05 |
36.82 |
26.23 |
70.4% |
1.67 |
4.5% |
2% |
False |
True |
40,951 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
45.80 |
2.618 |
43.01 |
1.618 |
41.30 |
1.000 |
40.24 |
0.618 |
39.59 |
HIGH |
38.53 |
0.618 |
37.88 |
0.500 |
37.68 |
0.382 |
37.47 |
LOW |
36.82 |
0.618 |
35.76 |
1.000 |
35.11 |
1.618 |
34.05 |
2.618 |
32.34 |
4.250 |
29.55 |
|
|
Fisher Pivots for day following 11-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
37.68 |
38.58 |
PP |
37.53 |
38.14 |
S1 |
37.39 |
37.69 |
|