NYMEX Light Sweet Crude Oil Future March 2016
Trading Metrics calculated at close of trading on 09-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2015 |
09-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
40.54 |
40.36 |
-0.18 |
-0.4% |
44.10 |
High |
41.20 |
41.44 |
0.24 |
0.6% |
44.93 |
Low |
39.58 |
39.46 |
-0.12 |
-0.3% |
42.22 |
Close |
40.21 |
39.95 |
-0.26 |
-0.6% |
42.54 |
Range |
1.62 |
1.98 |
0.36 |
22.2% |
2.71 |
ATR |
1.64 |
1.66 |
0.02 |
1.5% |
0.00 |
Volume |
179,570 |
154,592 |
-24,978 |
-13.9% |
325,922 |
|
Daily Pivots for day following 09-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
46.22 |
45.07 |
41.04 |
|
R3 |
44.24 |
43.09 |
40.49 |
|
R2 |
42.26 |
42.26 |
40.31 |
|
R1 |
41.11 |
41.11 |
40.13 |
40.70 |
PP |
40.28 |
40.28 |
40.28 |
40.08 |
S1 |
39.13 |
39.13 |
39.77 |
38.72 |
S2 |
38.30 |
38.30 |
39.59 |
|
S3 |
36.32 |
37.15 |
39.41 |
|
S4 |
34.34 |
35.17 |
38.86 |
|
|
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 |
39.46 |
4.99 |
12.5% |
1.98 |
4.9% |
10% |
False |
True |
119,076 |
10 |
45.71 |
39.46 |
6.25 |
15.6% |
1.68 |
4.2% |
8% |
False |
True |
85,752 |
20 |
47.16 |
39.46 |
7.70 |
19.3% |
1.61 |
4.0% |
6% |
False |
True |
71,899 |
40 |
50.70 |
39.46 |
11.24 |
28.1% |
1.52 |
3.8% |
4% |
False |
True |
53,955 |
60 |
53.01 |
39.46 |
13.55 |
33.9% |
1.61 |
4.0% |
4% |
False |
True |
46,006 |
80 |
53.08 |
39.46 |
13.62 |
34.1% |
1.77 |
4.4% |
4% |
False |
True |
40,880 |
100 |
54.45 |
39.46 |
14.99 |
37.5% |
1.67 |
4.2% |
3% |
False |
True |
35,694 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
49.86 |
2.618 |
46.62 |
1.618 |
44.64 |
1.000 |
43.42 |
0.618 |
42.66 |
HIGH |
41.44 |
0.618 |
40.68 |
0.500 |
40.45 |
0.382 |
40.22 |
LOW |
39.46 |
0.618 |
38.24 |
1.000 |
37.48 |
1.618 |
36.26 |
2.618 |
34.28 |
4.250 |
31.05 |
|
|
Fisher Pivots for day following 09-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
40.45 |
41.08 |
PP |
40.28 |
40.70 |
S1 |
40.12 |
40.33 |
|