NYMEX Light Sweet Crude Oil Future February 2016
Trading Metrics calculated at close of trading on 14-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2015 |
14-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
38.29 |
36.99 |
-1.30 |
-3.4% |
41.61 |
High |
38.53 |
37.97 |
-0.56 |
-1.5% |
41.61 |
Low |
36.82 |
36.10 |
-0.72 |
-2.0% |
36.82 |
Close |
37.25 |
37.60 |
0.35 |
0.9% |
37.25 |
Range |
1.71 |
1.87 |
0.16 |
9.4% |
4.79 |
ATR |
1.67 |
1.69 |
0.01 |
0.8% |
0.00 |
Volume |
228,159 |
234,759 |
6,600 |
2.9% |
1,340,123 |
|
Daily Pivots for day following 14-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
42.83 |
42.09 |
38.63 |
|
R3 |
40.96 |
40.22 |
38.11 |
|
R2 |
39.09 |
39.09 |
37.94 |
|
R1 |
38.35 |
38.35 |
37.77 |
38.72 |
PP |
37.22 |
37.22 |
37.22 |
37.41 |
S1 |
36.48 |
36.48 |
37.43 |
36.85 |
S2 |
35.35 |
35.35 |
37.26 |
|
S3 |
33.48 |
34.61 |
37.09 |
|
S4 |
31.61 |
32.74 |
36.57 |
|
|
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 |
40.34 |
36.10 |
4.24 |
11.3% |
1.68 |
4.5% |
35% |
False |
True |
262,146 |
10 |
43.49 |
36.10 |
7.39 |
19.7% |
1.80 |
4.8% |
20% |
False |
True |
203,143 |
20 |
44.82 |
36.10 |
8.72 |
23.2% |
1.65 |
4.4% |
17% |
False |
True |
144,474 |
40 |
50.02 |
36.10 |
13.92 |
37.0% |
1.59 |
4.2% |
11% |
False |
True |
95,805 |
60 |
52.60 |
36.10 |
16.50 |
43.9% |
1.63 |
4.3% |
9% |
False |
True |
72,087 |
80 |
52.60 |
36.10 |
16.50 |
43.9% |
1.80 |
4.8% |
9% |
False |
True |
59,555 |
100 |
52.60 |
36.10 |
16.50 |
43.9% |
1.70 |
4.5% |
9% |
False |
True |
50,278 |
120 |
62.08 |
36.10 |
25.98 |
69.1% |
1.68 |
4.5% |
6% |
False |
True |
42,880 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
45.92 |
2.618 |
42.87 |
1.618 |
41.00 |
1.000 |
39.84 |
0.618 |
39.13 |
HIGH |
37.97 |
0.618 |
37.26 |
0.500 |
37.04 |
0.382 |
36.81 |
LOW |
36.10 |
0.618 |
34.94 |
1.000 |
34.23 |
1.618 |
33.07 |
2.618 |
31.20 |
4.250 |
28.15 |
|
|
Fisher Pivots for day following 14-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
37.41 |
37.61 |
PP |
37.22 |
37.60 |
S1 |
37.04 |
37.60 |
|