NYMEX Light Sweet Crude Oil Future March 2016
Trading Metrics calculated at close of trading on 29-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2015 |
29-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
39.09 |
37.68 |
-1.41 |
-3.6% |
37.04 |
High |
39.09 |
38.93 |
-0.16 |
-0.4% |
39.24 |
Low |
37.62 |
37.66 |
0.04 |
0.1% |
36.48 |
Close |
37.82 |
38.86 |
1.04 |
2.7% |
39.11 |
Range |
1.47 |
1.27 |
-0.20 |
-13.6% |
2.76 |
ATR |
1.45 |
1.44 |
-0.01 |
-0.9% |
0.00 |
Volume |
49,195 |
54,907 |
5,712 |
11.6% |
301,740 |
|
Daily Pivots for day following 29-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
42.29 |
41.85 |
39.56 |
|
R3 |
41.02 |
40.58 |
39.21 |
|
R2 |
39.75 |
39.75 |
39.09 |
|
R1 |
39.31 |
39.31 |
38.98 |
39.53 |
PP |
38.48 |
38.48 |
38.48 |
38.60 |
S1 |
38.04 |
38.04 |
38.74 |
38.26 |
S2 |
37.21 |
37.21 |
38.63 |
|
S3 |
35.94 |
36.77 |
38.51 |
|
S4 |
34.67 |
35.50 |
38.16 |
|
|
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 |
36.69 |
2.55 |
6.6% |
1.23 |
3.2% |
85% |
False |
False |
67,138 |
10 |
40.18 |
36.48 |
3.70 |
9.5% |
1.27 |
3.3% |
64% |
False |
False |
82,073 |
20 |
44.45 |
36.48 |
7.97 |
20.5% |
1.49 |
3.8% |
30% |
False |
False |
97,262 |
40 |
50.70 |
36.48 |
14.22 |
36.6% |
1.49 |
3.8% |
17% |
False |
False |
73,355 |
60 |
53.01 |
36.48 |
16.53 |
42.5% |
1.54 |
4.0% |
14% |
False |
False |
60,486 |
80 |
53.01 |
36.48 |
16.53 |
42.5% |
1.56 |
4.0% |
14% |
False |
False |
51,435 |
100 |
53.08 |
36.48 |
16.60 |
42.7% |
1.68 |
4.3% |
14% |
False |
False |
46,219 |
120 |
56.63 |
36.48 |
20.15 |
51.9% |
1.62 |
4.2% |
12% |
False |
False |
40,376 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
44.33 |
2.618 |
42.25 |
1.618 |
40.98 |
1.000 |
40.20 |
0.618 |
39.71 |
HIGH |
38.93 |
0.618 |
38.44 |
0.500 |
38.30 |
0.382 |
38.15 |
LOW |
37.66 |
0.618 |
36.88 |
1.000 |
36.39 |
1.618 |
35.61 |
2.618 |
34.34 |
4.250 |
32.26 |
|
|
Fisher Pivots for day following 29-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
38.67 |
38.72 |
PP |
38.48 |
38.57 |
S1 |
38.30 |
38.43 |
|