NYMEX Light Sweet Crude Oil Future April 2016
Trading Metrics calculated at close of trading on 04-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2015 |
04-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
43.52 |
44.65 |
1.13 |
2.6% |
45.06 |
High |
45.22 |
45.29 |
0.07 |
0.2% |
45.78 |
Low |
43.52 |
43.20 |
-0.32 |
-0.7% |
43.20 |
Close |
44.50 |
43.47 |
-1.03 |
-2.3% |
43.47 |
Range |
1.70 |
2.09 |
0.39 |
22.9% |
2.58 |
ATR |
1.46 |
1.51 |
0.04 |
3.1% |
0.00 |
Volume |
25,319 |
28,649 |
3,330 |
13.2% |
126,145 |
|
Daily Pivots for day following 04-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
50.26 |
48.95 |
44.62 |
|
R3 |
48.17 |
46.86 |
44.04 |
|
R2 |
46.08 |
46.08 |
43.85 |
|
R1 |
44.77 |
44.77 |
43.66 |
44.38 |
PP |
43.99 |
43.99 |
43.99 |
43.79 |
S1 |
42.68 |
42.68 |
43.28 |
42.29 |
S2 |
41.90 |
41.90 |
43.09 |
|
S3 |
39.81 |
40.59 |
42.90 |
|
S4 |
37.72 |
38.50 |
42.32 |
|
|
Weekly Pivots for week ending 04-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
51.89 |
50.26 |
44.89 |
|
R3 |
49.31 |
47.68 |
44.18 |
|
R2 |
46.73 |
46.73 |
43.94 |
|
R1 |
45.10 |
45.10 |
43.71 |
44.63 |
PP |
44.15 |
44.15 |
44.15 |
43.91 |
S1 |
42.52 |
42.52 |
43.23 |
42.05 |
S2 |
41.57 |
41.57 |
43.00 |
|
S3 |
38.99 |
39.94 |
42.76 |
|
S4 |
36.41 |
37.36 |
42.05 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
45.78 |
43.20 |
2.58 |
5.9% |
1.53 |
3.5% |
10% |
False |
True |
25,229 |
10 |
46.78 |
43.20 |
3.58 |
8.2% |
1.54 |
3.5% |
8% |
False |
True |
23,510 |
20 |
48.84 |
43.20 |
5.64 |
13.0% |
1.43 |
3.3% |
5% |
False |
True |
22,318 |
40 |
53.35 |
43.20 |
10.15 |
23.3% |
1.43 |
3.3% |
3% |
False |
True |
18,242 |
60 |
53.35 |
43.20 |
10.15 |
23.3% |
1.46 |
3.4% |
3% |
False |
True |
15,270 |
80 |
53.50 |
41.93 |
11.57 |
26.6% |
1.60 |
3.7% |
13% |
False |
False |
13,414 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
54.17 |
2.618 |
50.76 |
1.618 |
48.67 |
1.000 |
47.38 |
0.618 |
46.58 |
HIGH |
45.29 |
0.618 |
44.49 |
0.500 |
44.25 |
0.382 |
44.00 |
LOW |
43.20 |
0.618 |
41.91 |
1.000 |
41.11 |
1.618 |
39.82 |
2.618 |
37.73 |
4.250 |
34.32 |
|
|
Fisher Pivots for day following 04-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
44.25 |
44.25 |
PP |
43.99 |
43.99 |
S1 |
43.73 |
43.73 |
|