NYMEX Light Sweet Crude Oil Future March 2016
Trading Metrics calculated at close of trading on 31-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2015 |
31-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
38.36 |
37.84 |
-0.52 |
-1.4% |
37.04 |
High |
38.36 |
38.87 |
0.51 |
1.3% |
39.24 |
Low |
37.46 |
37.28 |
-0.18 |
-0.5% |
36.48 |
Close |
37.64 |
38.17 |
0.53 |
1.4% |
39.11 |
Range |
0.90 |
1.59 |
0.69 |
76.7% |
2.76 |
ATR |
1.44 |
1.45 |
0.01 |
0.8% |
0.00 |
Volume |
59,446 |
67,442 |
7,996 |
13.5% |
301,740 |
|
Daily Pivots for day following 31-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
42.88 |
42.11 |
39.04 |
|
R3 |
41.29 |
40.52 |
38.61 |
|
R2 |
39.70 |
39.70 |
38.46 |
|
R1 |
38.93 |
38.93 |
38.32 |
39.32 |
PP |
38.11 |
38.11 |
38.11 |
38.30 |
S1 |
37.34 |
37.34 |
38.02 |
37.73 |
S2 |
36.52 |
36.52 |
37.88 |
|
S3 |
34.93 |
35.75 |
37.73 |
|
S4 |
33.34 |
34.16 |
37.30 |
|
|
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 |
37.28 |
1.96 |
5.1% |
1.24 |
3.2% |
45% |
False |
True |
55,531 |
10 |
39.24 |
36.48 |
2.76 |
7.2% |
1.16 |
3.0% |
61% |
False |
False |
68,548 |
20 |
44.45 |
36.48 |
7.97 |
20.9% |
1.47 |
3.9% |
21% |
False |
False |
96,504 |
40 |
50.67 |
36.48 |
14.19 |
37.2% |
1.47 |
3.9% |
12% |
False |
False |
75,101 |
60 |
53.01 |
36.48 |
16.53 |
43.3% |
1.50 |
3.9% |
10% |
False |
False |
61,485 |
80 |
53.01 |
36.48 |
16.53 |
43.3% |
1.55 |
4.1% |
10% |
False |
False |
52,641 |
100 |
53.08 |
36.48 |
16.60 |
43.5% |
1.68 |
4.4% |
10% |
False |
False |
47,122 |
120 |
56.44 |
36.48 |
19.96 |
52.3% |
1.61 |
4.2% |
8% |
False |
False |
41,268 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
45.63 |
2.618 |
43.03 |
1.618 |
41.44 |
1.000 |
40.46 |
0.618 |
39.85 |
HIGH |
38.87 |
0.618 |
38.26 |
0.500 |
38.08 |
0.382 |
37.89 |
LOW |
37.28 |
0.618 |
36.30 |
1.000 |
35.69 |
1.618 |
34.71 |
2.618 |
33.12 |
4.250 |
30.52 |
|
|
Fisher Pivots for day following 31-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
38.14 |
38.15 |
PP |
38.11 |
38.13 |
S1 |
38.08 |
38.11 |
|