NYMEX Light Sweet Crude Oil Future February 2016
Trading Metrics calculated at close of trading on 23-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2015 |
23-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
35.80 |
36.47 |
0.67 |
1.9% |
36.99 |
High |
36.54 |
37.95 |
1.41 |
3.9% |
39.13 |
Low |
35.66 |
36.28 |
0.62 |
1.7% |
35.68 |
Close |
36.14 |
37.50 |
1.36 |
3.8% |
36.06 |
Range |
0.88 |
1.67 |
0.79 |
89.8% |
3.45 |
ATR |
1.53 |
1.55 |
0.02 |
1.3% |
0.00 |
Volume |
302,263 |
374,658 |
72,395 |
24.0% |
1,503,981 |
|
Daily Pivots for day following 23-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
42.25 |
41.55 |
38.42 |
|
R3 |
40.58 |
39.88 |
37.96 |
|
R2 |
38.91 |
38.91 |
37.81 |
|
R1 |
38.21 |
38.21 |
37.65 |
38.56 |
PP |
37.24 |
37.24 |
37.24 |
37.42 |
S1 |
36.54 |
36.54 |
37.35 |
36.89 |
S2 |
35.57 |
35.57 |
37.19 |
|
S3 |
33.90 |
34.87 |
37.04 |
|
S4 |
32.23 |
33.20 |
36.58 |
|
|
Weekly Pivots for week ending 18-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
47.31 |
45.13 |
37.96 |
|
R3 |
43.86 |
41.68 |
37.01 |
|
R2 |
40.41 |
40.41 |
36.69 |
|
R1 |
38.23 |
38.23 |
36.38 |
37.60 |
PP |
36.96 |
36.96 |
36.96 |
36.64 |
S1 |
34.78 |
34.78 |
35.74 |
34.15 |
S2 |
33.51 |
33.51 |
35.43 |
|
S3 |
30.06 |
31.33 |
35.11 |
|
S4 |
26.61 |
27.88 |
34.16 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
37.95 |
35.35 |
2.60 |
6.9% |
1.14 |
3.0% |
83% |
True |
False |
334,022 |
10 |
39.13 |
35.35 |
3.78 |
10.1% |
1.41 |
3.8% |
57% |
False |
False |
293,521 |
20 |
44.63 |
35.35 |
9.28 |
24.7% |
1.58 |
4.2% |
23% |
False |
False |
223,877 |
40 |
50.02 |
35.35 |
14.67 |
39.1% |
1.60 |
4.3% |
15% |
False |
False |
144,980 |
60 |
52.60 |
35.35 |
17.25 |
46.0% |
1.61 |
4.3% |
12% |
False |
False |
107,263 |
80 |
52.60 |
35.35 |
17.25 |
46.0% |
1.68 |
4.5% |
12% |
False |
False |
85,747 |
100 |
52.60 |
35.35 |
17.25 |
46.0% |
1.70 |
4.5% |
12% |
False |
False |
72,119 |
120 |
56.31 |
35.35 |
20.96 |
55.9% |
1.66 |
4.4% |
10% |
False |
False |
61,333 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
45.05 |
2.618 |
42.32 |
1.618 |
40.65 |
1.000 |
39.62 |
0.618 |
38.98 |
HIGH |
37.95 |
0.618 |
37.31 |
0.500 |
37.12 |
0.382 |
36.92 |
LOW |
36.28 |
0.618 |
35.25 |
1.000 |
34.61 |
1.618 |
33.58 |
2.618 |
31.91 |
4.250 |
29.18 |
|
|
Fisher Pivots for day following 23-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
37.37 |
37.22 |
PP |
37.24 |
36.93 |
S1 |
37.12 |
36.65 |
|