NYMEX Light Sweet Crude Oil Future February 2016
Trading Metrics calculated at close of trading on 24-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2015 |
24-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
36.47 |
37.86 |
1.39 |
3.8% |
36.99 |
High |
37.95 |
38.28 |
0.33 |
0.9% |
39.13 |
Low |
36.28 |
37.38 |
1.10 |
3.0% |
35.68 |
Close |
37.50 |
38.10 |
0.60 |
1.6% |
36.06 |
Range |
1.67 |
0.90 |
-0.77 |
-46.1% |
3.45 |
ATR |
1.55 |
1.50 |
-0.05 |
-3.0% |
0.00 |
Volume |
374,658 |
205,873 |
-168,785 |
-45.1% |
1,503,981 |
|
Daily Pivots for day following 24-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
40.62 |
40.26 |
38.60 |
|
R3 |
39.72 |
39.36 |
38.35 |
|
R2 |
38.82 |
38.82 |
38.27 |
|
R1 |
38.46 |
38.46 |
38.18 |
38.64 |
PP |
37.92 |
37.92 |
37.92 |
38.01 |
S1 |
37.56 |
37.56 |
38.02 |
37.74 |
S2 |
37.02 |
37.02 |
37.94 |
|
S3 |
36.12 |
36.66 |
37.85 |
|
S4 |
35.22 |
35.76 |
37.61 |
|
|
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 |
38.28 |
35.35 |
2.93 |
7.7% |
1.09 |
2.9% |
94% |
True |
False |
316,684 |
10 |
39.13 |
35.35 |
3.78 |
9.9% |
1.39 |
3.7% |
73% |
False |
False |
291,301 |
20 |
44.63 |
35.35 |
9.28 |
24.4% |
1.55 |
4.1% |
30% |
False |
False |
230,739 |
40 |
50.02 |
35.35 |
14.67 |
38.5% |
1.55 |
4.1% |
19% |
False |
False |
149,161 |
60 |
52.60 |
35.35 |
17.25 |
45.3% |
1.61 |
4.2% |
16% |
False |
False |
110,392 |
80 |
52.60 |
35.35 |
17.25 |
45.3% |
1.63 |
4.3% |
16% |
False |
False |
87,938 |
100 |
52.60 |
35.35 |
17.25 |
45.3% |
1.70 |
4.5% |
16% |
False |
False |
74,109 |
120 |
56.31 |
35.35 |
20.96 |
55.0% |
1.65 |
4.3% |
13% |
False |
False |
62,977 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
42.11 |
2.618 |
40.64 |
1.618 |
39.74 |
1.000 |
39.18 |
0.618 |
38.84 |
HIGH |
38.28 |
0.618 |
37.94 |
0.500 |
37.83 |
0.382 |
37.72 |
LOW |
37.38 |
0.618 |
36.82 |
1.000 |
36.48 |
1.618 |
35.92 |
2.618 |
35.02 |
4.250 |
33.56 |
|
|
Fisher Pivots for day following 24-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
38.01 |
37.72 |
PP |
37.92 |
37.35 |
S1 |
37.83 |
36.97 |
|