NYMEX Light Sweet Crude Oil Future March 2016
Trading Metrics calculated at close of trading on 04-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2015 |
04-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
42.62 |
43.77 |
1.15 |
2.7% |
44.10 |
High |
44.31 |
44.45 |
0.14 |
0.3% |
44.93 |
Low |
42.60 |
42.22 |
-0.38 |
-0.9% |
42.22 |
Close |
43.60 |
42.54 |
-1.06 |
-2.4% |
42.54 |
Range |
1.71 |
2.23 |
0.52 |
30.4% |
2.71 |
ATR |
1.53 |
1.58 |
0.05 |
3.3% |
0.00 |
Volume |
67,376 |
68,109 |
733 |
1.1% |
325,922 |
|
Daily Pivots for day following 04-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
49.76 |
48.38 |
43.77 |
|
R3 |
47.53 |
46.15 |
43.15 |
|
R2 |
45.30 |
45.30 |
42.95 |
|
R1 |
43.92 |
43.92 |
42.74 |
43.50 |
PP |
43.07 |
43.07 |
43.07 |
42.86 |
S1 |
41.69 |
41.69 |
42.34 |
41.27 |
S2 |
40.84 |
40.84 |
42.13 |
|
S3 |
38.61 |
39.46 |
41.93 |
|
S4 |
36.38 |
37.23 |
41.31 |
|
|
Weekly Pivots for week ending 04-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
51.36 |
49.66 |
44.03 |
|
R3 |
48.65 |
46.95 |
43.29 |
|
R2 |
45.94 |
45.94 |
43.04 |
|
R1 |
44.24 |
44.24 |
42.79 |
43.74 |
PP |
43.23 |
43.23 |
43.23 |
42.98 |
S1 |
41.53 |
41.53 |
42.29 |
41.03 |
S2 |
40.52 |
40.52 |
42.04 |
|
S3 |
37.81 |
38.82 |
41.79 |
|
S4 |
35.10 |
36.11 |
41.05 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
44.93 |
42.22 |
2.71 |
6.4% |
1.58 |
3.7% |
12% |
False |
True |
65,184 |
10 |
45.93 |
42.22 |
3.71 |
8.7% |
1.60 |
3.8% |
9% |
False |
True |
58,408 |
20 |
48.28 |
42.22 |
6.06 |
14.2% |
1.50 |
3.5% |
5% |
False |
True |
56,016 |
40 |
53.01 |
42.22 |
10.79 |
25.4% |
1.52 |
3.6% |
3% |
False |
True |
45,192 |
60 |
53.01 |
42.22 |
10.79 |
25.4% |
1.57 |
3.7% |
3% |
False |
True |
39,636 |
80 |
53.08 |
41.25 |
11.83 |
27.8% |
1.74 |
4.1% |
11% |
False |
False |
35,882 |
100 |
55.05 |
41.25 |
13.80 |
32.4% |
1.64 |
3.8% |
9% |
False |
False |
31,336 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
53.93 |
2.618 |
50.29 |
1.618 |
48.06 |
1.000 |
46.68 |
0.618 |
45.83 |
HIGH |
44.45 |
0.618 |
43.60 |
0.500 |
43.34 |
0.382 |
43.07 |
LOW |
42.22 |
0.618 |
40.84 |
1.000 |
39.99 |
1.618 |
38.61 |
2.618 |
36.38 |
4.250 |
32.74 |
|
|
Fisher Pivots for day following 04-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
43.34 |
43.34 |
PP |
43.07 |
43.07 |
S1 |
42.81 |
42.81 |
|