NYMEX Light Sweet Crude Oil Future March 2016
Trading Metrics calculated at close of trading on 08-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2015 |
08-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
42.68 |
40.54 |
-2.14 |
-5.0% |
44.10 |
High |
42.70 |
41.20 |
-1.50 |
-3.5% |
44.93 |
Low |
40.36 |
39.58 |
-0.78 |
-1.9% |
42.22 |
Close |
40.54 |
40.21 |
-0.33 |
-0.8% |
42.54 |
Range |
2.34 |
1.62 |
-0.72 |
-30.8% |
2.71 |
ATR |
1.64 |
1.64 |
0.00 |
-0.1% |
0.00 |
Volume |
125,733 |
179,570 |
53,837 |
42.8% |
325,922 |
|
Daily Pivots for day following 08-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
45.19 |
44.32 |
41.10 |
|
R3 |
43.57 |
42.70 |
40.66 |
|
R2 |
41.95 |
41.95 |
40.51 |
|
R1 |
41.08 |
41.08 |
40.36 |
40.71 |
PP |
40.33 |
40.33 |
40.33 |
40.14 |
S1 |
39.46 |
39.46 |
40.06 |
39.09 |
S2 |
38.71 |
38.71 |
39.91 |
|
S3 |
37.09 |
37.84 |
39.76 |
|
S4 |
35.47 |
36.22 |
39.32 |
|
|
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 |
39.58 |
4.87 |
12.1% |
1.95 |
4.9% |
13% |
False |
True |
104,600 |
10 |
45.93 |
39.58 |
6.35 |
15.8% |
1.64 |
4.1% |
10% |
False |
True |
75,701 |
20 |
47.51 |
39.58 |
7.93 |
19.7% |
1.57 |
3.9% |
8% |
False |
True |
66,067 |
40 |
50.70 |
39.58 |
11.12 |
27.7% |
1.51 |
3.8% |
6% |
False |
True |
50,914 |
60 |
53.01 |
39.58 |
13.43 |
33.4% |
1.59 |
4.0% |
5% |
False |
True |
43,990 |
80 |
53.08 |
39.58 |
13.50 |
33.6% |
1.76 |
4.4% |
5% |
False |
True |
39,142 |
100 |
54.45 |
39.58 |
14.87 |
37.0% |
1.66 |
4.1% |
4% |
False |
True |
34,233 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
48.09 |
2.618 |
45.44 |
1.618 |
43.82 |
1.000 |
42.82 |
0.618 |
42.20 |
HIGH |
41.20 |
0.618 |
40.58 |
0.500 |
40.39 |
0.382 |
40.20 |
LOW |
39.58 |
0.618 |
38.58 |
1.000 |
37.96 |
1.618 |
36.96 |
2.618 |
35.34 |
4.250 |
32.70 |
|
|
Fisher Pivots for day following 08-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
40.39 |
42.02 |
PP |
40.33 |
41.41 |
S1 |
40.27 |
40.81 |
|