NYMEX Light Sweet Crude Oil Future March 2016
Trading Metrics calculated at close of trading on 16-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2015 |
16-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
38.68 |
39.11 |
0.43 |
1.1% |
42.68 |
High |
40.18 |
39.56 |
-0.62 |
-1.5% |
42.70 |
Low |
38.48 |
37.71 |
-0.77 |
-2.0% |
38.18 |
Close |
39.56 |
37.90 |
-1.66 |
-4.2% |
38.57 |
Range |
1.70 |
1.85 |
0.15 |
8.8% |
4.52 |
ATR |
1.63 |
1.65 |
0.02 |
1.0% |
0.00 |
Volume |
134,938 |
127,201 |
-7,737 |
-5.7% |
726,700 |
|
Daily Pivots for day following 16-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
43.94 |
42.77 |
38.92 |
|
R3 |
42.09 |
40.92 |
38.41 |
|
R2 |
40.24 |
40.24 |
38.24 |
|
R1 |
39.07 |
39.07 |
38.07 |
38.73 |
PP |
38.39 |
38.39 |
38.39 |
38.22 |
S1 |
37.22 |
37.22 |
37.73 |
36.88 |
S2 |
36.54 |
36.54 |
37.56 |
|
S3 |
34.69 |
35.37 |
37.39 |
|
S4 |
32.84 |
33.52 |
36.88 |
|
|
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 |
40.37 |
37.33 |
3.04 |
8.0% |
1.59 |
4.2% |
19% |
False |
False |
129,843 |
10 |
44.45 |
37.33 |
7.12 |
18.8% |
1.78 |
4.7% |
8% |
False |
False |
124,459 |
20 |
45.93 |
37.33 |
8.60 |
22.7% |
1.60 |
4.2% |
7% |
False |
False |
90,424 |
40 |
50.70 |
37.33 |
13.37 |
35.3% |
1.56 |
4.1% |
4% |
False |
False |
66,401 |
60 |
53.01 |
37.33 |
15.68 |
41.4% |
1.59 |
4.2% |
4% |
False |
False |
54,871 |
80 |
53.08 |
37.33 |
15.75 |
41.6% |
1.77 |
4.7% |
4% |
False |
False |
47,265 |
100 |
53.08 |
37.33 |
15.75 |
41.6% |
1.69 |
4.5% |
4% |
False |
False |
41,688 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
47.42 |
2.618 |
44.40 |
1.618 |
42.55 |
1.000 |
41.41 |
0.618 |
40.70 |
HIGH |
39.56 |
0.618 |
38.85 |
0.500 |
38.64 |
0.382 |
38.42 |
LOW |
37.71 |
0.618 |
36.57 |
1.000 |
35.86 |
1.618 |
34.72 |
2.618 |
32.87 |
4.250 |
29.85 |
|
|
Fisher Pivots for day following 16-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
38.64 |
38.76 |
PP |
38.39 |
38.47 |
S1 |
38.15 |
38.19 |
|