NYMEX Light Sweet Crude Oil Future March 2016
Trading Metrics calculated at close of trading on 10-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2015 |
10-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
40.36 |
40.09 |
-0.27 |
-0.7% |
44.10 |
High |
41.44 |
40.37 |
-1.07 |
-2.6% |
44.93 |
Low |
39.46 |
39.42 |
-0.04 |
-0.1% |
42.22 |
Close |
39.95 |
39.78 |
-0.17 |
-0.4% |
42.54 |
Range |
1.98 |
0.95 |
-1.03 |
-52.0% |
2.71 |
ATR |
1.66 |
1.61 |
-0.05 |
-3.1% |
0.00 |
Volume |
154,592 |
124,284 |
-30,308 |
-19.6% |
325,922 |
|
Daily Pivots for day following 10-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
42.71 |
42.19 |
40.30 |
|
R3 |
41.76 |
41.24 |
40.04 |
|
R2 |
40.81 |
40.81 |
39.95 |
|
R1 |
40.29 |
40.29 |
39.87 |
40.08 |
PP |
39.86 |
39.86 |
39.86 |
39.75 |
S1 |
39.34 |
39.34 |
39.69 |
39.13 |
S2 |
38.91 |
38.91 |
39.61 |
|
S3 |
37.96 |
38.39 |
39.52 |
|
S4 |
37.01 |
37.44 |
39.26 |
|
|
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 |
39.42 |
5.03 |
12.6% |
1.82 |
4.6% |
7% |
False |
True |
130,457 |
10 |
45.66 |
39.42 |
6.24 |
15.7% |
1.64 |
4.1% |
6% |
False |
True |
93,689 |
20 |
46.20 |
39.42 |
6.78 |
17.0% |
1.59 |
4.0% |
5% |
False |
True |
75,404 |
40 |
50.70 |
39.42 |
11.28 |
28.4% |
1.52 |
3.8% |
3% |
False |
True |
56,466 |
60 |
53.01 |
39.42 |
13.59 |
34.2% |
1.59 |
4.0% |
3% |
False |
True |
47,618 |
80 |
53.08 |
39.42 |
13.66 |
34.3% |
1.78 |
4.5% |
3% |
False |
True |
42,165 |
100 |
53.88 |
39.42 |
14.46 |
36.3% |
1.67 |
4.2% |
2% |
False |
True |
36,856 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
44.41 |
2.618 |
42.86 |
1.618 |
41.91 |
1.000 |
41.32 |
0.618 |
40.96 |
HIGH |
40.37 |
0.618 |
40.01 |
0.500 |
39.90 |
0.382 |
39.78 |
LOW |
39.42 |
0.618 |
38.83 |
1.000 |
38.47 |
1.618 |
37.88 |
2.618 |
36.93 |
4.250 |
35.38 |
|
|
Fisher Pivots for day following 10-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
39.90 |
40.43 |
PP |
39.86 |
40.21 |
S1 |
39.82 |
40.00 |
|