NYMEX Light Sweet Crude Oil Future February 2016
Trading Metrics calculated at close of trading on 31-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2015 |
31-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
37.36 |
36.81 |
-0.55 |
-1.5% |
35.90 |
High |
37.40 |
37.79 |
0.39 |
1.0% |
38.28 |
Low |
36.40 |
36.22 |
-0.18 |
-0.5% |
35.35 |
Close |
36.60 |
37.04 |
0.44 |
1.2% |
38.10 |
Range |
1.00 |
1.57 |
0.57 |
57.0% |
2.93 |
ATR |
1.49 |
1.49 |
0.01 |
0.4% |
0.00 |
Volume |
267,912 |
283,623 |
15,711 |
5.9% |
1,180,874 |
|
Daily Pivots for day following 31-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
41.73 |
40.95 |
37.90 |
|
R3 |
40.16 |
39.38 |
37.47 |
|
R2 |
38.59 |
38.59 |
37.33 |
|
R1 |
37.81 |
37.81 |
37.18 |
38.20 |
PP |
37.02 |
37.02 |
37.02 |
37.21 |
S1 |
36.24 |
36.24 |
36.90 |
36.63 |
S2 |
35.45 |
35.45 |
36.75 |
|
S3 |
33.88 |
34.67 |
36.61 |
|
S4 |
32.31 |
33.10 |
36.18 |
|
|
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 |
36.22 |
2.06 |
5.6% |
1.25 |
3.4% |
40% |
False |
True |
243,999 |
10 |
38.28 |
35.35 |
2.93 |
7.9% |
1.19 |
3.2% |
58% |
False |
False |
289,011 |
20 |
43.37 |
35.35 |
8.02 |
21.7% |
1.53 |
4.1% |
21% |
False |
False |
263,828 |
40 |
50.00 |
35.35 |
14.65 |
39.6% |
1.52 |
4.1% |
12% |
False |
False |
171,151 |
60 |
52.60 |
35.35 |
17.25 |
46.6% |
1.55 |
4.2% |
10% |
False |
False |
125,841 |
80 |
52.60 |
35.35 |
17.25 |
46.6% |
1.59 |
4.3% |
10% |
False |
False |
99,657 |
100 |
52.60 |
35.35 |
17.25 |
46.6% |
1.70 |
4.6% |
10% |
False |
False |
83,791 |
120 |
56.05 |
35.35 |
20.70 |
55.9% |
1.64 |
4.4% |
8% |
False |
False |
71,227 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
44.46 |
2.618 |
41.90 |
1.618 |
40.33 |
1.000 |
39.36 |
0.618 |
38.76 |
HIGH |
37.79 |
0.618 |
37.19 |
0.500 |
37.01 |
0.382 |
36.82 |
LOW |
36.22 |
0.618 |
35.25 |
1.000 |
34.65 |
1.618 |
33.68 |
2.618 |
32.11 |
4.250 |
29.55 |
|
|
Fisher Pivots for day following 31-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
37.03 |
37.08 |
PP |
37.02 |
37.07 |
S1 |
37.01 |
37.05 |
|