NYMEX Light Sweet Crude Oil Future February 2016
Trading Metrics calculated at close of trading on 15-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2015 |
15-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
36.99 |
37.53 |
0.54 |
1.5% |
41.61 |
High |
37.97 |
39.13 |
1.16 |
3.1% |
41.61 |
Low |
36.10 |
37.34 |
1.24 |
3.4% |
36.82 |
Close |
37.60 |
38.51 |
0.91 |
2.4% |
37.25 |
Range |
1.87 |
1.79 |
-0.08 |
-4.3% |
4.79 |
ATR |
1.69 |
1.69 |
0.01 |
0.4% |
0.00 |
Volume |
234,759 |
273,412 |
38,653 |
16.5% |
1,340,123 |
|
Daily Pivots for day following 15-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
43.70 |
42.89 |
39.49 |
|
R3 |
41.91 |
41.10 |
39.00 |
|
R2 |
40.12 |
40.12 |
38.84 |
|
R1 |
39.31 |
39.31 |
38.67 |
39.72 |
PP |
38.33 |
38.33 |
38.33 |
38.53 |
S1 |
37.52 |
37.52 |
38.35 |
37.93 |
S2 |
36.54 |
36.54 |
38.18 |
|
S3 |
34.75 |
35.73 |
38.02 |
|
S4 |
32.96 |
33.94 |
37.53 |
|
|
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 |
11.0% |
1.69 |
4.4% |
57% |
False |
False |
246,274 |
10 |
43.37 |
36.10 |
7.27 |
18.9% |
1.88 |
4.9% |
33% |
False |
False |
222,078 |
20 |
44.82 |
36.10 |
8.72 |
22.6% |
1.64 |
4.3% |
28% |
False |
False |
153,123 |
40 |
50.02 |
36.10 |
13.92 |
36.1% |
1.59 |
4.1% |
17% |
False |
False |
101,749 |
60 |
52.60 |
36.10 |
16.50 |
42.8% |
1.63 |
4.2% |
15% |
False |
False |
76,422 |
80 |
52.60 |
36.10 |
16.50 |
42.8% |
1.80 |
4.7% |
15% |
False |
False |
62,795 |
100 |
52.60 |
36.10 |
16.50 |
42.8% |
1.71 |
4.4% |
15% |
False |
False |
52,961 |
120 |
61.65 |
36.10 |
25.55 |
66.3% |
1.68 |
4.4% |
9% |
False |
False |
45,134 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
46.74 |
2.618 |
43.82 |
1.618 |
42.03 |
1.000 |
40.92 |
0.618 |
40.24 |
HIGH |
39.13 |
0.618 |
38.45 |
0.500 |
38.24 |
0.382 |
38.02 |
LOW |
37.34 |
0.618 |
36.23 |
1.000 |
35.55 |
1.618 |
34.44 |
2.618 |
32.65 |
4.250 |
29.73 |
|
|
Fisher Pivots for day following 15-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
38.42 |
38.21 |
PP |
38.33 |
37.91 |
S1 |
38.24 |
37.62 |
|