NYMEX Light Sweet Crude Oil Future April 2016
Trading Metrics calculated at close of trading on 01-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2015 |
01-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
45.06 |
44.75 |
-0.31 |
-0.7% |
44.71 |
High |
45.78 |
45.19 |
-0.59 |
-1.3% |
46.78 |
Low |
44.65 |
44.24 |
-0.41 |
-0.9% |
43.83 |
Close |
44.77 |
44.89 |
0.12 |
0.3% |
45.00 |
Range |
1.13 |
0.95 |
-0.18 |
-15.9% |
2.95 |
ATR |
1.44 |
1.41 |
-0.04 |
-2.4% |
0.00 |
Volume |
20,087 |
21,197 |
1,110 |
5.5% |
83,243 |
|
Daily Pivots for day following 01-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
47.62 |
47.21 |
45.41 |
|
R3 |
46.67 |
46.26 |
45.15 |
|
R2 |
45.72 |
45.72 |
45.06 |
|
R1 |
45.31 |
45.31 |
44.98 |
45.52 |
PP |
44.77 |
44.77 |
44.77 |
44.88 |
S1 |
44.36 |
44.36 |
44.80 |
44.57 |
S2 |
43.82 |
43.82 |
44.72 |
|
S3 |
42.87 |
43.41 |
44.63 |
|
S4 |
41.92 |
42.46 |
44.37 |
|
|
Weekly Pivots for week ending 27-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
54.05 |
52.48 |
46.62 |
|
R3 |
51.10 |
49.53 |
45.81 |
|
R2 |
48.15 |
48.15 |
45.54 |
|
R1 |
46.58 |
46.58 |
45.27 |
47.37 |
PP |
45.20 |
45.20 |
45.20 |
45.60 |
S1 |
43.63 |
43.63 |
44.73 |
44.42 |
S2 |
42.25 |
42.25 |
44.46 |
|
S3 |
39.30 |
40.68 |
44.19 |
|
S4 |
36.35 |
37.73 |
43.38 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
46.78 |
44.24 |
2.54 |
5.7% |
1.27 |
2.8% |
26% |
False |
True |
18,531 |
10 |
46.78 |
43.83 |
2.95 |
6.6% |
1.32 |
2.9% |
36% |
False |
False |
21,164 |
20 |
51.29 |
43.78 |
7.51 |
16.7% |
1.42 |
3.2% |
15% |
False |
False |
20,212 |
40 |
53.35 |
43.78 |
9.57 |
21.3% |
1.44 |
3.2% |
12% |
False |
False |
17,020 |
60 |
53.35 |
43.78 |
9.57 |
21.3% |
1.47 |
3.3% |
12% |
False |
False |
14,100 |
80 |
53.50 |
41.93 |
11.57 |
25.8% |
1.58 |
3.5% |
26% |
False |
False |
12,693 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
49.23 |
2.618 |
47.68 |
1.618 |
46.73 |
1.000 |
46.14 |
0.618 |
45.78 |
HIGH |
45.19 |
0.618 |
44.83 |
0.500 |
44.72 |
0.382 |
44.60 |
LOW |
44.24 |
0.618 |
43.65 |
1.000 |
43.29 |
1.618 |
42.70 |
2.618 |
41.75 |
4.250 |
40.20 |
|
|
Fisher Pivots for day following 01-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
44.83 |
45.35 |
PP |
44.77 |
45.20 |
S1 |
44.72 |
45.04 |
|