NYMEX Light Sweet Crude Oil Future March 2016
Trading Metrics calculated at close of trading on 28-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2015 |
28-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
38.75 |
39.09 |
0.34 |
0.9% |
37.04 |
High |
39.24 |
39.09 |
-0.15 |
-0.4% |
39.24 |
Low |
38.28 |
37.62 |
-0.66 |
-1.7% |
36.48 |
Close |
39.11 |
37.82 |
-1.29 |
-3.3% |
39.11 |
Range |
0.96 |
1.47 |
0.51 |
53.1% |
2.76 |
ATR |
1.45 |
1.45 |
0.00 |
0.2% |
0.00 |
Volume |
46,669 |
49,195 |
2,526 |
5.4% |
301,740 |
|
Daily Pivots for day following 28-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
42.59 |
41.67 |
38.63 |
|
R3 |
41.12 |
40.20 |
38.22 |
|
R2 |
39.65 |
39.65 |
38.09 |
|
R1 |
38.73 |
38.73 |
37.95 |
38.46 |
PP |
38.18 |
38.18 |
38.18 |
38.04 |
S1 |
37.26 |
37.26 |
37.69 |
36.99 |
S2 |
36.71 |
36.71 |
37.55 |
|
S3 |
35.24 |
35.79 |
37.42 |
|
S4 |
33.77 |
34.32 |
37.01 |
|
|
Weekly Pivots for week ending 25-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
46.56 |
45.59 |
40.63 |
|
R3 |
43.80 |
42.83 |
39.87 |
|
R2 |
41.04 |
41.04 |
39.62 |
|
R1 |
40.07 |
40.07 |
39.36 |
40.56 |
PP |
38.28 |
38.28 |
38.28 |
38.52 |
S1 |
37.31 |
37.31 |
38.86 |
37.80 |
S2 |
35.52 |
35.52 |
38.60 |
|
S3 |
32.76 |
34.55 |
38.35 |
|
S4 |
30.00 |
31.79 |
37.59 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
39.24 |
36.48 |
2.76 |
7.3% |
1.12 |
3.0% |
49% |
False |
False |
70,187 |
10 |
40.18 |
36.48 |
3.70 |
9.8% |
1.32 |
3.5% |
36% |
False |
False |
88,610 |
20 |
44.93 |
36.48 |
8.45 |
22.3% |
1.48 |
3.9% |
16% |
False |
False |
96,936 |
40 |
50.70 |
36.48 |
14.22 |
37.6% |
1.50 |
4.0% |
9% |
False |
False |
72,581 |
60 |
53.01 |
36.48 |
16.53 |
43.7% |
1.55 |
4.1% |
8% |
False |
False |
60,234 |
80 |
53.01 |
36.48 |
16.53 |
43.7% |
1.57 |
4.2% |
8% |
False |
False |
51,121 |
100 |
53.08 |
36.48 |
16.60 |
43.9% |
1.68 |
4.4% |
8% |
False |
False |
45,836 |
120 |
56.63 |
36.48 |
20.15 |
53.3% |
1.62 |
4.3% |
7% |
False |
False |
39,991 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
45.34 |
2.618 |
42.94 |
1.618 |
41.47 |
1.000 |
40.56 |
0.618 |
40.00 |
HIGH |
39.09 |
0.618 |
38.53 |
0.500 |
38.36 |
0.382 |
38.18 |
LOW |
37.62 |
0.618 |
36.71 |
1.000 |
36.15 |
1.618 |
35.24 |
2.618 |
33.77 |
4.250 |
31.37 |
|
|
Fisher Pivots for day following 28-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
38.36 |
38.23 |
PP |
38.18 |
38.09 |
S1 |
38.00 |
37.96 |
|