NYMEX Light Sweet Crude Oil Future March 2016
Trading Metrics calculated at close of trading on 23-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2015 |
23-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
36.83 |
37.36 |
0.53 |
1.4% |
38.33 |
High |
37.46 |
38.87 |
1.41 |
3.8% |
40.18 |
Low |
36.69 |
37.21 |
0.52 |
1.4% |
36.91 |
Close |
37.06 |
38.42 |
1.36 |
3.7% |
37.21 |
Range |
0.77 |
1.66 |
0.89 |
115.6% |
3.27 |
ATR |
1.46 |
1.49 |
0.02 |
1.7% |
0.00 |
Volume |
87,271 |
97,650 |
10,379 |
11.9% |
535,170 |
|
Daily Pivots for day following 23-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
43.15 |
42.44 |
39.33 |
|
R3 |
41.49 |
40.78 |
38.88 |
|
R2 |
39.83 |
39.83 |
38.72 |
|
R1 |
39.12 |
39.12 |
38.57 |
39.48 |
PP |
38.17 |
38.17 |
38.17 |
38.34 |
S1 |
37.46 |
37.46 |
38.27 |
37.82 |
S2 |
36.51 |
36.51 |
38.12 |
|
S3 |
34.85 |
35.80 |
37.96 |
|
S4 |
33.19 |
34.14 |
37.51 |
|
|
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 |
38.87 |
36.48 |
2.39 |
6.2% |
1.08 |
2.8% |
81% |
True |
False |
81,565 |
10 |
40.37 |
36.48 |
3.89 |
10.1% |
1.34 |
3.5% |
50% |
False |
False |
105,704 |
20 |
45.71 |
36.48 |
9.23 |
24.0% |
1.51 |
3.9% |
21% |
False |
False |
95,728 |
40 |
50.70 |
36.48 |
14.22 |
37.0% |
1.55 |
4.0% |
14% |
False |
False |
72,111 |
60 |
53.01 |
36.48 |
16.53 |
43.0% |
1.56 |
4.1% |
12% |
False |
False |
59,549 |
80 |
53.01 |
36.48 |
16.53 |
43.0% |
1.64 |
4.3% |
12% |
False |
False |
50,691 |
100 |
53.08 |
36.48 |
16.60 |
43.2% |
1.68 |
4.4% |
12% |
False |
False |
45,136 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
45.93 |
2.618 |
43.22 |
1.618 |
41.56 |
1.000 |
40.53 |
0.618 |
39.90 |
HIGH |
38.87 |
0.618 |
38.24 |
0.500 |
38.04 |
0.382 |
37.84 |
LOW |
37.21 |
0.618 |
36.18 |
1.000 |
35.55 |
1.618 |
34.52 |
2.618 |
32.86 |
4.250 |
30.16 |
|
|
Fisher Pivots for day following 23-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
38.29 |
38.17 |
PP |
38.17 |
37.92 |
S1 |
38.04 |
37.68 |
|