NYMEX Light Sweet Crude Oil Future March 2016
Trading Metrics calculated at close of trading on 30-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2015 |
30-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
37.68 |
38.36 |
0.68 |
1.8% |
37.04 |
High |
38.93 |
38.36 |
-0.57 |
-1.5% |
39.24 |
Low |
37.66 |
37.46 |
-0.20 |
-0.5% |
36.48 |
Close |
38.86 |
37.64 |
-1.22 |
-3.1% |
39.11 |
Range |
1.27 |
0.90 |
-0.37 |
-29.1% |
2.76 |
ATR |
1.44 |
1.44 |
0.00 |
-0.2% |
0.00 |
Volume |
54,907 |
59,446 |
4,539 |
8.3% |
301,740 |
|
Daily Pivots for day following 30-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
40.52 |
39.98 |
38.14 |
|
R3 |
39.62 |
39.08 |
37.89 |
|
R2 |
38.72 |
38.72 |
37.81 |
|
R1 |
38.18 |
38.18 |
37.72 |
38.00 |
PP |
37.82 |
37.82 |
37.82 |
37.73 |
S1 |
37.28 |
37.28 |
37.56 |
37.10 |
S2 |
36.92 |
36.92 |
37.48 |
|
S3 |
36.02 |
36.38 |
37.39 |
|
S4 |
35.12 |
35.48 |
37.15 |
|
|
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 |
37.21 |
2.03 |
5.4% |
1.25 |
3.3% |
21% |
False |
False |
61,573 |
10 |
39.56 |
36.48 |
3.08 |
8.2% |
1.19 |
3.2% |
38% |
False |
False |
74,524 |
20 |
44.45 |
36.48 |
7.97 |
21.2% |
1.49 |
3.9% |
15% |
False |
False |
97,242 |
40 |
50.70 |
36.48 |
14.22 |
37.8% |
1.49 |
4.0% |
8% |
False |
False |
74,238 |
60 |
53.01 |
36.48 |
16.53 |
43.9% |
1.53 |
4.1% |
7% |
False |
False |
61,026 |
80 |
53.01 |
36.48 |
16.53 |
43.9% |
1.56 |
4.1% |
7% |
False |
False |
51,976 |
100 |
53.08 |
36.48 |
16.60 |
44.1% |
1.68 |
4.5% |
7% |
False |
False |
46,662 |
120 |
56.44 |
36.48 |
19.96 |
53.0% |
1.61 |
4.3% |
6% |
False |
False |
40,790 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
42.19 |
2.618 |
40.72 |
1.618 |
39.82 |
1.000 |
39.26 |
0.618 |
38.92 |
HIGH |
38.36 |
0.618 |
38.02 |
0.500 |
37.91 |
0.382 |
37.80 |
LOW |
37.46 |
0.618 |
36.90 |
1.000 |
36.56 |
1.618 |
36.00 |
2.618 |
35.10 |
4.250 |
33.64 |
|
|
Fisher Pivots for day following 30-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
37.91 |
38.28 |
PP |
37.82 |
38.06 |
S1 |
37.73 |
37.85 |
|