NYMEX Light Sweet Crude Oil Future March 2016
Trading Metrics calculated at close of trading on 18-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2015 |
18-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
38.20 |
37.32 |
-0.88 |
-2.3% |
38.33 |
High |
38.23 |
38.08 |
-0.15 |
-0.4% |
40.18 |
Low |
37.15 |
36.91 |
-0.24 |
-0.6% |
36.91 |
Close |
37.46 |
37.21 |
-0.25 |
-0.7% |
37.21 |
Range |
1.08 |
1.17 |
0.09 |
8.3% |
3.27 |
ATR |
1.61 |
1.57 |
-0.03 |
-1.9% |
0.00 |
Volume |
83,721 |
69,035 |
-14,686 |
-17.5% |
535,170 |
|
Daily Pivots for day following 18-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
40.91 |
40.23 |
37.85 |
|
R3 |
39.74 |
39.06 |
37.53 |
|
R2 |
38.57 |
38.57 |
37.42 |
|
R1 |
37.89 |
37.89 |
37.32 |
37.65 |
PP |
37.40 |
37.40 |
37.40 |
37.28 |
S1 |
36.72 |
36.72 |
37.10 |
36.48 |
S2 |
36.23 |
36.23 |
37.00 |
|
S3 |
35.06 |
35.55 |
36.89 |
|
S4 |
33.89 |
34.38 |
36.57 |
|
|
Weekly Pivots for week ending 18-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
47.91 |
45.83 |
39.01 |
|
R3 |
44.64 |
42.56 |
38.11 |
|
R2 |
41.37 |
41.37 |
37.81 |
|
R1 |
39.29 |
39.29 |
37.51 |
38.70 |
PP |
38.10 |
38.10 |
38.10 |
37.80 |
S1 |
36.02 |
36.02 |
36.91 |
35.43 |
S2 |
34.83 |
34.83 |
36.61 |
|
S3 |
31.56 |
32.75 |
36.31 |
|
S4 |
28.29 |
29.48 |
35.41 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
40.18 |
36.91 |
3.27 |
8.8% |
1.52 |
4.1% |
9% |
False |
True |
107,034 |
10 |
42.70 |
36.91 |
5.79 |
15.6% |
1.61 |
4.3% |
5% |
False |
True |
126,187 |
20 |
45.93 |
36.91 |
9.02 |
24.2% |
1.61 |
4.3% |
3% |
False |
True |
92,297 |
40 |
50.70 |
36.91 |
13.79 |
37.1% |
1.57 |
4.2% |
2% |
False |
True |
68,376 |
60 |
53.01 |
36.91 |
16.10 |
43.3% |
1.57 |
4.2% |
2% |
False |
True |
56,486 |
80 |
53.08 |
36.91 |
16.17 |
43.5% |
1.77 |
4.7% |
2% |
False |
True |
48,729 |
100 |
53.08 |
36.91 |
16.17 |
43.5% |
1.68 |
4.5% |
2% |
False |
True |
42,946 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
43.05 |
2.618 |
41.14 |
1.618 |
39.97 |
1.000 |
39.25 |
0.618 |
38.80 |
HIGH |
38.08 |
0.618 |
37.63 |
0.500 |
37.50 |
0.382 |
37.36 |
LOW |
36.91 |
0.618 |
36.19 |
1.000 |
35.74 |
1.618 |
35.02 |
2.618 |
33.85 |
4.250 |
31.94 |
|
|
Fisher Pivots for day following 18-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
37.50 |
38.24 |
PP |
37.40 |
37.89 |
S1 |
37.31 |
37.55 |
|