NYMEX Light Sweet Crude Oil Future April 2016
Trading Metrics calculated at close of trading on 07-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2015 |
07-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
44.65 |
43.51 |
-1.14 |
-2.6% |
45.06 |
High |
45.29 |
43.51 |
-1.78 |
-3.9% |
45.78 |
Low |
43.20 |
41.33 |
-1.87 |
-4.3% |
43.20 |
Close |
43.47 |
41.47 |
-2.00 |
-4.6% |
43.47 |
Range |
2.09 |
2.18 |
0.09 |
4.3% |
2.58 |
ATR |
1.51 |
1.56 |
0.05 |
3.2% |
0.00 |
Volume |
28,649 |
51,561 |
22,912 |
80.0% |
126,145 |
|
Daily Pivots for day following 07-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
48.64 |
47.24 |
42.67 |
|
R3 |
46.46 |
45.06 |
42.07 |
|
R2 |
44.28 |
44.28 |
41.87 |
|
R1 |
42.88 |
42.88 |
41.67 |
42.49 |
PP |
42.10 |
42.10 |
42.10 |
41.91 |
S1 |
40.70 |
40.70 |
41.27 |
40.31 |
S2 |
39.92 |
39.92 |
41.07 |
|
S3 |
37.74 |
38.52 |
40.87 |
|
S4 |
35.56 |
36.34 |
40.27 |
|
|
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 |
45.29 |
41.33 |
3.96 |
9.5% |
1.74 |
4.2% |
4% |
False |
True |
31,523 |
10 |
46.78 |
41.33 |
5.45 |
13.1% |
1.62 |
3.9% |
3% |
False |
True |
26,094 |
20 |
48.47 |
41.33 |
7.14 |
17.2% |
1.48 |
3.6% |
2% |
False |
True |
23,792 |
40 |
52.54 |
41.33 |
11.21 |
27.0% |
1.45 |
3.5% |
1% |
False |
True |
19,135 |
60 |
53.35 |
41.33 |
12.02 |
29.0% |
1.47 |
3.6% |
1% |
False |
True |
16,028 |
80 |
53.50 |
41.33 |
12.17 |
29.3% |
1.61 |
3.9% |
1% |
False |
True |
13,910 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
52.78 |
2.618 |
49.22 |
1.618 |
47.04 |
1.000 |
45.69 |
0.618 |
44.86 |
HIGH |
43.51 |
0.618 |
42.68 |
0.500 |
42.42 |
0.382 |
42.16 |
LOW |
41.33 |
0.618 |
39.98 |
1.000 |
39.15 |
1.618 |
37.80 |
2.618 |
35.62 |
4.250 |
32.07 |
|
|
Fisher Pivots for day following 07-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
42.42 |
43.31 |
PP |
42.10 |
42.70 |
S1 |
41.79 |
42.08 |
|