NYMEX Light Sweet Crude Oil Future March 2016
Trading Metrics calculated at close of trading on 07-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2015 |
07-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
43.77 |
42.68 |
-1.09 |
-2.5% |
44.10 |
High |
44.45 |
42.70 |
-1.75 |
-3.9% |
44.93 |
Low |
42.22 |
40.36 |
-1.86 |
-4.4% |
42.22 |
Close |
42.54 |
40.54 |
-2.00 |
-4.7% |
42.54 |
Range |
2.23 |
2.34 |
0.11 |
4.9% |
2.71 |
ATR |
1.58 |
1.64 |
0.05 |
3.4% |
0.00 |
Volume |
68,109 |
125,733 |
57,624 |
84.6% |
325,922 |
|
Daily Pivots for day following 07-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
48.22 |
46.72 |
41.83 |
|
R3 |
45.88 |
44.38 |
41.18 |
|
R2 |
43.54 |
43.54 |
40.97 |
|
R1 |
42.04 |
42.04 |
40.75 |
41.62 |
PP |
41.20 |
41.20 |
41.20 |
40.99 |
S1 |
39.70 |
39.70 |
40.33 |
39.28 |
S2 |
38.86 |
38.86 |
40.11 |
|
S3 |
36.52 |
37.36 |
39.90 |
|
S4 |
34.18 |
35.02 |
39.25 |
|
|
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 |
44.45 |
40.36 |
4.09 |
10.1% |
1.83 |
4.5% |
4% |
False |
True |
80,655 |
10 |
45.93 |
40.36 |
5.57 |
13.7% |
1.69 |
4.2% |
3% |
False |
True |
65,310 |
20 |
47.87 |
40.36 |
7.51 |
18.5% |
1.55 |
3.8% |
2% |
False |
True |
60,226 |
40 |
52.26 |
40.36 |
11.90 |
29.4% |
1.54 |
3.8% |
2% |
False |
True |
47,135 |
60 |
53.01 |
40.36 |
12.65 |
31.2% |
1.58 |
3.9% |
1% |
False |
True |
41,379 |
80 |
53.08 |
40.36 |
12.72 |
31.4% |
1.75 |
4.3% |
1% |
False |
True |
37,041 |
100 |
54.45 |
40.36 |
14.09 |
34.8% |
1.65 |
4.1% |
1% |
False |
True |
32,490 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
52.65 |
2.618 |
48.83 |
1.618 |
46.49 |
1.000 |
45.04 |
0.618 |
44.15 |
HIGH |
42.70 |
0.618 |
41.81 |
0.500 |
41.53 |
0.382 |
41.25 |
LOW |
40.36 |
0.618 |
38.91 |
1.000 |
38.02 |
1.618 |
36.57 |
2.618 |
34.23 |
4.250 |
30.42 |
|
|
Fisher Pivots for day following 07-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
41.53 |
42.41 |
PP |
41.20 |
41.78 |
S1 |
40.87 |
41.16 |
|