NYMEX Light Sweet Crude Oil Future March 2016
Trading Metrics calculated at close of trading on 11-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2015 |
11-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
40.09 |
39.61 |
-0.48 |
-1.2% |
42.68 |
High |
40.37 |
39.82 |
-0.55 |
-1.4% |
42.70 |
Low |
39.42 |
38.18 |
-1.24 |
-3.1% |
38.18 |
Close |
39.78 |
38.57 |
-1.21 |
-3.0% |
38.57 |
Range |
0.95 |
1.64 |
0.69 |
72.6% |
4.52 |
ATR |
1.61 |
1.61 |
0.00 |
0.1% |
0.00 |
Volume |
124,284 |
142,521 |
18,237 |
14.7% |
726,700 |
|
Daily Pivots for day following 11-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
43.78 |
42.81 |
39.47 |
|
R3 |
42.14 |
41.17 |
39.02 |
|
R2 |
40.50 |
40.50 |
38.87 |
|
R1 |
39.53 |
39.53 |
38.72 |
39.20 |
PP |
38.86 |
38.86 |
38.86 |
38.69 |
S1 |
37.89 |
37.89 |
38.42 |
37.56 |
S2 |
37.22 |
37.22 |
38.27 |
|
S3 |
35.58 |
36.25 |
38.12 |
|
S4 |
33.94 |
34.61 |
37.67 |
|
|
Weekly Pivots for week ending 11-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
53.38 |
50.49 |
41.06 |
|
R3 |
48.86 |
45.97 |
39.81 |
|
R2 |
44.34 |
44.34 |
39.40 |
|
R1 |
41.45 |
41.45 |
38.98 |
40.64 |
PP |
39.82 |
39.82 |
39.82 |
39.41 |
S1 |
36.93 |
36.93 |
38.16 |
36.12 |
S2 |
35.30 |
35.30 |
37.74 |
|
S3 |
30.78 |
32.41 |
37.33 |
|
S4 |
26.26 |
27.89 |
36.08 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
42.70 |
38.18 |
4.52 |
11.7% |
1.71 |
4.4% |
9% |
False |
True |
145,340 |
10 |
44.93 |
38.18 |
6.75 |
17.5% |
1.65 |
4.3% |
6% |
False |
True |
105,262 |
20 |
45.93 |
38.18 |
7.75 |
20.1% |
1.59 |
4.1% |
5% |
False |
True |
79,970 |
40 |
50.70 |
38.18 |
12.52 |
32.5% |
1.52 |
3.9% |
3% |
False |
True |
59,337 |
60 |
53.01 |
38.18 |
14.83 |
38.4% |
1.59 |
4.1% |
3% |
False |
True |
49,562 |
80 |
53.08 |
38.18 |
14.90 |
38.6% |
1.77 |
4.6% |
3% |
False |
True |
43,602 |
100 |
53.08 |
38.18 |
14.90 |
38.6% |
1.67 |
4.3% |
3% |
False |
True |
38,166 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
46.79 |
2.618 |
44.11 |
1.618 |
42.47 |
1.000 |
41.46 |
0.618 |
40.83 |
HIGH |
39.82 |
0.618 |
39.19 |
0.500 |
39.00 |
0.382 |
38.81 |
LOW |
38.18 |
0.618 |
37.17 |
1.000 |
36.54 |
1.618 |
35.53 |
2.618 |
33.89 |
4.250 |
31.21 |
|
|
Fisher Pivots for day following 11-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
39.00 |
39.81 |
PP |
38.86 |
39.40 |
S1 |
38.71 |
38.98 |
|