NYMEX Light Sweet Crude Oil Future February 2016
Trading Metrics calculated at close of trading on 29-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2015 |
29-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
38.00 |
36.70 |
-1.30 |
-3.4% |
35.90 |
High |
38.09 |
37.94 |
-0.15 |
-0.4% |
38.28 |
Low |
36.60 |
36.66 |
0.06 |
0.2% |
35.35 |
Close |
36.81 |
37.87 |
1.06 |
2.9% |
38.10 |
Range |
1.49 |
1.28 |
-0.21 |
-14.1% |
2.93 |
ATR |
1.50 |
1.49 |
-0.02 |
-1.1% |
0.00 |
Volume |
220,644 |
241,945 |
21,301 |
9.7% |
1,180,874 |
|
Daily Pivots for day following 29-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
41.33 |
40.88 |
38.57 |
|
R3 |
40.05 |
39.60 |
38.22 |
|
R2 |
38.77 |
38.77 |
38.10 |
|
R1 |
38.32 |
38.32 |
37.99 |
38.55 |
PP |
37.49 |
37.49 |
37.49 |
37.60 |
S1 |
37.04 |
37.04 |
37.75 |
37.27 |
S2 |
36.21 |
36.21 |
37.64 |
|
S3 |
34.93 |
35.76 |
37.52 |
|
S4 |
33.65 |
34.48 |
37.17 |
|
|
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 |
35.66 |
2.62 |
6.9% |
1.24 |
3.3% |
84% |
False |
False |
269,076 |
10 |
39.13 |
35.35 |
3.78 |
10.0% |
1.31 |
3.5% |
67% |
False |
False |
291,268 |
20 |
43.49 |
35.35 |
8.14 |
21.5% |
1.56 |
4.1% |
31% |
False |
False |
247,206 |
40 |
50.02 |
35.35 |
14.67 |
38.7% |
1.54 |
4.1% |
17% |
False |
False |
158,790 |
60 |
52.60 |
35.35 |
17.25 |
45.6% |
1.59 |
4.2% |
15% |
False |
False |
117,248 |
80 |
52.60 |
35.35 |
17.25 |
45.6% |
1.60 |
4.2% |
15% |
False |
False |
93,132 |
100 |
52.60 |
35.35 |
17.25 |
45.6% |
1.70 |
4.5% |
15% |
False |
False |
78,535 |
120 |
56.31 |
35.35 |
20.96 |
55.3% |
1.64 |
4.3% |
12% |
False |
False |
66,734 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
43.38 |
2.618 |
41.29 |
1.618 |
40.01 |
1.000 |
39.22 |
0.618 |
38.73 |
HIGH |
37.94 |
0.618 |
37.45 |
0.500 |
37.30 |
0.382 |
37.15 |
LOW |
36.66 |
0.618 |
35.87 |
1.000 |
35.38 |
1.618 |
34.59 |
2.618 |
33.31 |
4.250 |
31.22 |
|
|
Fisher Pivots for day following 29-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
37.68 |
37.73 |
PP |
37.49 |
37.58 |
S1 |
37.30 |
37.44 |
|