NYMEX Light Sweet Crude Oil Future February 2016
Trading Metrics calculated at close of trading on 16-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2015 |
16-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
37.53 |
38.06 |
0.53 |
1.4% |
41.61 |
High |
39.13 |
38.53 |
-0.60 |
-1.5% |
41.61 |
Low |
37.34 |
36.54 |
-0.80 |
-2.1% |
36.82 |
Close |
38.51 |
36.75 |
-1.76 |
-4.6% |
37.25 |
Range |
1.79 |
1.99 |
0.20 |
11.2% |
4.79 |
ATR |
1.69 |
1.72 |
0.02 |
1.2% |
0.00 |
Volume |
273,412 |
300,698 |
27,286 |
10.0% |
1,340,123 |
|
Daily Pivots for day following 16-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
43.24 |
41.99 |
37.84 |
|
R3 |
41.25 |
40.00 |
37.30 |
|
R2 |
39.26 |
39.26 |
37.11 |
|
R1 |
38.01 |
38.01 |
36.93 |
37.64 |
PP |
37.27 |
37.27 |
37.27 |
37.09 |
S1 |
36.02 |
36.02 |
36.57 |
35.65 |
S2 |
35.28 |
35.28 |
36.39 |
|
S3 |
33.29 |
34.03 |
36.20 |
|
S4 |
31.30 |
32.04 |
35.66 |
|
|
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 |
39.13 |
36.10 |
3.03 |
8.2% |
1.68 |
4.6% |
21% |
False |
False |
253,019 |
10 |
43.37 |
36.10 |
7.27 |
19.8% |
1.88 |
5.1% |
9% |
False |
False |
238,646 |
20 |
44.82 |
36.10 |
8.72 |
23.7% |
1.67 |
4.5% |
7% |
False |
False |
164,886 |
40 |
50.02 |
36.10 |
13.92 |
37.9% |
1.61 |
4.4% |
5% |
False |
False |
108,182 |
60 |
52.60 |
36.10 |
16.50 |
44.9% |
1.64 |
4.5% |
4% |
False |
False |
81,109 |
80 |
52.60 |
36.10 |
16.50 |
44.9% |
1.80 |
4.9% |
4% |
False |
False |
66,317 |
100 |
52.60 |
36.10 |
16.50 |
44.9% |
1.72 |
4.7% |
4% |
False |
False |
55,890 |
120 |
61.44 |
36.10 |
25.34 |
69.0% |
1.69 |
4.6% |
3% |
False |
False |
47,613 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
46.99 |
2.618 |
43.74 |
1.618 |
41.75 |
1.000 |
40.52 |
0.618 |
39.76 |
HIGH |
38.53 |
0.618 |
37.77 |
0.500 |
37.54 |
0.382 |
37.30 |
LOW |
36.54 |
0.618 |
35.31 |
1.000 |
34.55 |
1.618 |
33.32 |
2.618 |
31.33 |
4.250 |
28.08 |
|
|
Fisher Pivots for day following 16-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
37.54 |
37.62 |
PP |
37.27 |
37.33 |
S1 |
37.01 |
37.04 |
|