NYMEX Light Sweet Crude Oil Future March 2016
Trading Metrics calculated at close of trading on 17-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2015 |
17-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
39.11 |
38.20 |
-0.91 |
-2.3% |
42.68 |
High |
39.56 |
38.23 |
-1.33 |
-3.4% |
42.70 |
Low |
37.71 |
37.15 |
-0.56 |
-1.5% |
38.18 |
Close |
37.90 |
37.46 |
-0.44 |
-1.2% |
38.57 |
Range |
1.85 |
1.08 |
-0.77 |
-41.6% |
4.52 |
ATR |
1.65 |
1.61 |
-0.04 |
-2.5% |
0.00 |
Volume |
127,201 |
83,721 |
-43,480 |
-34.2% |
726,700 |
|
Daily Pivots for day following 17-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
40.85 |
40.24 |
38.05 |
|
R3 |
39.77 |
39.16 |
37.76 |
|
R2 |
38.69 |
38.69 |
37.66 |
|
R1 |
38.08 |
38.08 |
37.56 |
37.85 |
PP |
37.61 |
37.61 |
37.61 |
37.50 |
S1 |
37.00 |
37.00 |
37.36 |
36.77 |
S2 |
36.53 |
36.53 |
37.26 |
|
S3 |
35.45 |
35.92 |
37.16 |
|
S4 |
34.37 |
34.84 |
36.87 |
|
|
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 |
40.18 |
37.15 |
3.03 |
8.1% |
1.62 |
4.3% |
10% |
False |
True |
121,731 |
10 |
44.45 |
37.15 |
7.30 |
19.5% |
1.72 |
4.6% |
4% |
False |
True |
126,094 |
20 |
45.93 |
37.15 |
8.78 |
23.4% |
1.60 |
4.3% |
4% |
False |
True |
91,578 |
40 |
50.70 |
37.15 |
13.55 |
36.2% |
1.56 |
4.2% |
2% |
False |
True |
67,601 |
60 |
53.01 |
37.15 |
15.86 |
42.3% |
1.57 |
4.2% |
2% |
False |
True |
55,725 |
80 |
53.08 |
37.15 |
15.93 |
42.5% |
1.76 |
4.7% |
2% |
False |
True |
48,092 |
100 |
53.08 |
37.15 |
15.93 |
42.5% |
1.69 |
4.5% |
2% |
False |
True |
42,406 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
42.82 |
2.618 |
41.06 |
1.618 |
39.98 |
1.000 |
39.31 |
0.618 |
38.90 |
HIGH |
38.23 |
0.618 |
37.82 |
0.500 |
37.69 |
0.382 |
37.56 |
LOW |
37.15 |
0.618 |
36.48 |
1.000 |
36.07 |
1.618 |
35.40 |
2.618 |
34.32 |
4.250 |
32.56 |
|
|
Fisher Pivots for day following 17-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
37.69 |
38.67 |
PP |
37.61 |
38.26 |
S1 |
37.54 |
37.86 |
|