NYMEX Light Sweet Crude Oil Future March 2016
Trading Metrics calculated at close of trading on 02-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2015 |
02-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
43.93 |
43.90 |
-0.03 |
-0.1% |
43.94 |
High |
44.41 |
44.23 |
-0.18 |
-0.4% |
45.93 |
Low |
43.40 |
42.37 |
-1.03 |
-2.4% |
42.94 |
Close |
44.08 |
42.49 |
-1.59 |
-3.6% |
44.10 |
Range |
1.01 |
1.86 |
0.85 |
84.2% |
2.99 |
ATR |
1.48 |
1.51 |
0.03 |
1.8% |
0.00 |
Volume |
59,844 |
82,214 |
22,370 |
37.4% |
201,445 |
|
Daily Pivots for day following 02-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
48.61 |
47.41 |
43.51 |
|
R3 |
46.75 |
45.55 |
43.00 |
|
R2 |
44.89 |
44.89 |
42.83 |
|
R1 |
43.69 |
43.69 |
42.66 |
43.36 |
PP |
43.03 |
43.03 |
43.03 |
42.87 |
S1 |
41.83 |
41.83 |
42.32 |
41.50 |
S2 |
41.17 |
41.17 |
42.15 |
|
S3 |
39.31 |
39.97 |
41.98 |
|
S4 |
37.45 |
38.11 |
41.47 |
|
|
Weekly Pivots for week ending 27-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
53.29 |
51.69 |
45.74 |
|
R3 |
50.30 |
48.70 |
44.92 |
|
R2 |
47.31 |
47.31 |
44.65 |
|
R1 |
45.71 |
45.71 |
44.37 |
46.51 |
PP |
44.32 |
44.32 |
44.32 |
44.73 |
S1 |
42.72 |
42.72 |
43.83 |
43.52 |
S2 |
41.33 |
41.33 |
43.55 |
|
S3 |
38.34 |
39.73 |
43.28 |
|
S4 |
35.35 |
36.74 |
42.46 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
45.71 |
42.37 |
3.34 |
7.9% |
1.39 |
3.3% |
4% |
False |
True |
52,429 |
10 |
45.93 |
42.37 |
3.56 |
8.4% |
1.42 |
3.4% |
3% |
False |
True |
56,389 |
20 |
50.67 |
42.37 |
8.30 |
19.5% |
1.47 |
3.5% |
1% |
False |
True |
53,698 |
40 |
53.01 |
42.37 |
10.64 |
25.0% |
1.52 |
3.6% |
1% |
False |
True |
43,975 |
60 |
53.01 |
42.37 |
10.64 |
25.0% |
1.58 |
3.7% |
1% |
False |
True |
38,021 |
80 |
53.08 |
41.25 |
11.83 |
27.8% |
1.73 |
4.1% |
10% |
False |
False |
34,776 |
100 |
56.44 |
41.25 |
15.19 |
35.7% |
1.64 |
3.8% |
8% |
False |
False |
30,221 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
52.14 |
2.618 |
49.10 |
1.618 |
47.24 |
1.000 |
46.09 |
0.618 |
45.38 |
HIGH |
44.23 |
0.618 |
43.52 |
0.500 |
43.30 |
0.382 |
43.08 |
LOW |
42.37 |
0.618 |
41.22 |
1.000 |
40.51 |
1.618 |
39.36 |
2.618 |
37.50 |
4.250 |
34.47 |
|
|
Fisher Pivots for day following 02-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
43.30 |
43.65 |
PP |
43.03 |
43.26 |
S1 |
42.76 |
42.88 |
|