NYMEX Light Sweet Crude Oil Future March 2016
Trading Metrics calculated at close of trading on 14-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2015 |
14-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
39.61 |
38.33 |
-1.28 |
-3.2% |
42.68 |
High |
39.82 |
39.14 |
-0.68 |
-1.7% |
42.70 |
Low |
38.18 |
37.33 |
-0.85 |
-2.2% |
38.18 |
Close |
38.57 |
38.75 |
0.18 |
0.5% |
38.57 |
Range |
1.64 |
1.81 |
0.17 |
10.4% |
4.52 |
ATR |
1.61 |
1.63 |
0.01 |
0.9% |
0.00 |
Volume |
142,521 |
120,275 |
-22,246 |
-15.6% |
726,700 |
|
Daily Pivots for day following 14-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
43.84 |
43.10 |
39.75 |
|
R3 |
42.03 |
41.29 |
39.25 |
|
R2 |
40.22 |
40.22 |
39.08 |
|
R1 |
39.48 |
39.48 |
38.92 |
39.85 |
PP |
38.41 |
38.41 |
38.41 |
38.59 |
S1 |
37.67 |
37.67 |
38.58 |
38.04 |
S2 |
36.60 |
36.60 |
38.42 |
|
S3 |
34.79 |
35.86 |
38.25 |
|
S4 |
32.98 |
34.05 |
37.75 |
|
|
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 |
41.44 |
37.33 |
4.11 |
10.6% |
1.60 |
4.1% |
35% |
False |
True |
144,248 |
10 |
44.45 |
37.33 |
7.12 |
18.4% |
1.72 |
4.4% |
20% |
False |
True |
112,451 |
20 |
45.93 |
37.33 |
8.60 |
22.2% |
1.59 |
4.1% |
17% |
False |
True |
82,934 |
40 |
50.70 |
37.33 |
13.37 |
34.5% |
1.53 |
4.0% |
11% |
False |
True |
61,630 |
60 |
53.01 |
37.33 |
15.68 |
40.5% |
1.58 |
4.1% |
9% |
False |
True |
51,197 |
80 |
53.08 |
37.33 |
15.75 |
40.6% |
1.77 |
4.6% |
9% |
False |
True |
44,648 |
100 |
53.08 |
37.33 |
15.75 |
40.6% |
1.68 |
4.3% |
9% |
False |
True |
39,228 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
46.83 |
2.618 |
43.88 |
1.618 |
42.07 |
1.000 |
40.95 |
0.618 |
40.26 |
HIGH |
39.14 |
0.618 |
38.45 |
0.500 |
38.24 |
0.382 |
38.02 |
LOW |
37.33 |
0.618 |
36.21 |
1.000 |
35.52 |
1.618 |
34.40 |
2.618 |
32.59 |
4.250 |
29.64 |
|
|
Fisher Pivots for day following 14-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
38.58 |
38.85 |
PP |
38.41 |
38.82 |
S1 |
38.24 |
38.78 |
|