NYMEX Light Sweet Crude Oil Future February 2016
Trading Metrics calculated at close of trading on 28-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2015 |
28-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
37.86 |
38.00 |
0.14 |
0.4% |
35.90 |
High |
38.28 |
38.09 |
-0.19 |
-0.5% |
38.28 |
Low |
37.38 |
36.60 |
-0.78 |
-2.1% |
35.35 |
Close |
38.10 |
36.81 |
-1.29 |
-3.4% |
38.10 |
Range |
0.90 |
1.49 |
0.59 |
65.6% |
2.93 |
ATR |
1.50 |
1.50 |
0.00 |
0.0% |
0.00 |
Volume |
205,873 |
220,644 |
14,771 |
7.2% |
1,180,874 |
|
Daily Pivots for day following 28-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
41.64 |
40.71 |
37.63 |
|
R3 |
40.15 |
39.22 |
37.22 |
|
R2 |
38.66 |
38.66 |
37.08 |
|
R1 |
37.73 |
37.73 |
36.95 |
37.45 |
PP |
37.17 |
37.17 |
37.17 |
37.03 |
S1 |
36.24 |
36.24 |
36.67 |
35.96 |
S2 |
35.68 |
35.68 |
36.54 |
|
S3 |
34.19 |
34.75 |
36.40 |
|
S4 |
32.70 |
33.26 |
35.99 |
|
|
Weekly Pivots for week ending 25-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
46.03 |
45.00 |
39.71 |
|
R3 |
43.10 |
42.07 |
38.91 |
|
R2 |
40.17 |
40.17 |
38.64 |
|
R1 |
39.14 |
39.14 |
38.37 |
39.66 |
PP |
37.24 |
37.24 |
37.24 |
37.50 |
S1 |
36.21 |
36.21 |
37.83 |
36.73 |
S2 |
34.31 |
34.31 |
37.56 |
|
S3 |
31.38 |
33.28 |
37.29 |
|
S4 |
28.45 |
30.35 |
36.49 |
|
|
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 |
8.0% |
1.14 |
3.1% |
50% |
False |
False |
280,303 |
10 |
39.13 |
35.35 |
3.78 |
10.3% |
1.37 |
3.7% |
39% |
False |
False |
290,549 |
20 |
43.92 |
35.35 |
8.57 |
23.3% |
1.55 |
4.2% |
17% |
False |
False |
239,497 |
40 |
50.02 |
35.35 |
14.67 |
39.9% |
1.55 |
4.2% |
10% |
False |
False |
153,488 |
60 |
52.60 |
35.35 |
17.25 |
46.9% |
1.60 |
4.3% |
8% |
False |
False |
113,682 |
80 |
52.60 |
35.35 |
17.25 |
46.9% |
1.61 |
4.4% |
8% |
False |
False |
90,373 |
100 |
52.60 |
35.35 |
17.25 |
46.9% |
1.70 |
4.6% |
8% |
False |
False |
76,236 |
120 |
56.31 |
35.35 |
20.96 |
56.9% |
1.65 |
4.5% |
7% |
False |
False |
64,761 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
44.42 |
2.618 |
41.99 |
1.618 |
40.50 |
1.000 |
39.58 |
0.618 |
39.01 |
HIGH |
38.09 |
0.618 |
37.52 |
0.500 |
37.35 |
0.382 |
37.17 |
LOW |
36.60 |
0.618 |
35.68 |
1.000 |
35.11 |
1.618 |
34.19 |
2.618 |
32.70 |
4.250 |
30.27 |
|
|
Fisher Pivots for day following 28-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
37.35 |
37.28 |
PP |
37.17 |
37.12 |
S1 |
36.99 |
36.97 |
|