NYMEX Light Sweet Crude Oil Future April 2016
Trading Metrics calculated at close of trading on 02-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2015 |
02-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
44.75 |
44.81 |
0.06 |
0.1% |
44.71 |
High |
45.19 |
45.10 |
-0.09 |
-0.2% |
46.78 |
Low |
44.24 |
43.30 |
-0.94 |
-2.1% |
43.83 |
Close |
44.89 |
43.42 |
-1.47 |
-3.3% |
45.00 |
Range |
0.95 |
1.80 |
0.85 |
89.5% |
2.95 |
ATR |
1.41 |
1.44 |
0.03 |
2.0% |
0.00 |
Volume |
21,197 |
30,893 |
9,696 |
45.7% |
83,243 |
|
Daily Pivots for day following 02-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
49.34 |
48.18 |
44.41 |
|
R3 |
47.54 |
46.38 |
43.92 |
|
R2 |
45.74 |
45.74 |
43.75 |
|
R1 |
44.58 |
44.58 |
43.59 |
44.26 |
PP |
43.94 |
43.94 |
43.94 |
43.78 |
S1 |
42.78 |
42.78 |
43.26 |
42.46 |
S2 |
42.14 |
42.14 |
43.09 |
|
S3 |
40.34 |
40.98 |
42.93 |
|
S4 |
38.54 |
39.18 |
42.43 |
|
|
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 |
46.66 |
43.30 |
3.36 |
7.7% |
1.34 |
3.1% |
4% |
False |
True |
20,227 |
10 |
46.78 |
43.30 |
3.48 |
8.0% |
1.37 |
3.2% |
3% |
False |
True |
22,368 |
20 |
51.29 |
43.30 |
7.99 |
18.4% |
1.41 |
3.2% |
2% |
False |
True |
21,037 |
40 |
53.35 |
43.30 |
10.05 |
23.1% |
1.42 |
3.3% |
1% |
False |
True |
17,531 |
60 |
53.35 |
43.30 |
10.05 |
23.1% |
1.46 |
3.4% |
1% |
False |
True |
14,547 |
80 |
53.50 |
41.93 |
11.57 |
26.6% |
1.59 |
3.7% |
13% |
False |
False |
12,984 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
52.75 |
2.618 |
49.81 |
1.618 |
48.01 |
1.000 |
46.90 |
0.618 |
46.21 |
HIGH |
45.10 |
0.618 |
44.41 |
0.500 |
44.20 |
0.382 |
43.99 |
LOW |
43.30 |
0.618 |
42.19 |
1.000 |
41.50 |
1.618 |
40.39 |
2.618 |
38.59 |
4.250 |
35.65 |
|
|
Fisher Pivots for day following 02-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
44.20 |
44.54 |
PP |
43.94 |
44.17 |
S1 |
43.68 |
43.79 |
|