NYMEX Light Sweet Crude Oil Future April 2016
Trading Metrics calculated at close of trading on 10-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2015 |
10-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
41.25 |
41.11 |
-0.14 |
-0.3% |
45.06 |
High |
42.28 |
41.31 |
-0.97 |
-2.3% |
45.78 |
Low |
40.40 |
40.47 |
0.07 |
0.2% |
43.20 |
Close |
40.91 |
40.82 |
-0.09 |
-0.2% |
43.47 |
Range |
1.88 |
0.84 |
-1.04 |
-55.3% |
2.58 |
ATR |
1.58 |
1.52 |
-0.05 |
-3.3% |
0.00 |
Volume |
55,613 |
44,027 |
-11,586 |
-20.8% |
126,145 |
|
Daily Pivots for day following 10-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
43.39 |
42.94 |
41.28 |
|
R3 |
42.55 |
42.10 |
41.05 |
|
R2 |
41.71 |
41.71 |
40.97 |
|
R1 |
41.26 |
41.26 |
40.90 |
41.07 |
PP |
40.87 |
40.87 |
40.87 |
40.77 |
S1 |
40.42 |
40.42 |
40.74 |
40.23 |
S2 |
40.03 |
40.03 |
40.67 |
|
S3 |
39.19 |
39.58 |
40.59 |
|
S4 |
38.35 |
38.74 |
40.36 |
|
|
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 |
40.40 |
4.89 |
12.0% |
1.70 |
4.2% |
9% |
False |
False |
49,244 |
10 |
46.46 |
40.40 |
6.06 |
14.8% |
1.55 |
3.8% |
7% |
False |
False |
35,303 |
20 |
46.78 |
40.40 |
6.38 |
15.6% |
1.51 |
3.7% |
7% |
False |
False |
29,317 |
40 |
51.29 |
40.40 |
10.89 |
26.7% |
1.43 |
3.5% |
4% |
False |
False |
22,536 |
60 |
53.35 |
40.40 |
12.95 |
31.7% |
1.47 |
3.6% |
3% |
False |
False |
18,319 |
80 |
53.50 |
40.40 |
13.10 |
32.1% |
1.64 |
4.0% |
3% |
False |
False |
15,731 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
44.88 |
2.618 |
43.51 |
1.618 |
42.67 |
1.000 |
42.15 |
0.618 |
41.83 |
HIGH |
41.31 |
0.618 |
40.99 |
0.500 |
40.89 |
0.382 |
40.79 |
LOW |
40.47 |
0.618 |
39.95 |
1.000 |
39.63 |
1.618 |
39.11 |
2.618 |
38.27 |
4.250 |
36.90 |
|
|
Fisher Pivots for day following 10-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
40.89 |
41.34 |
PP |
40.87 |
41.17 |
S1 |
40.84 |
40.99 |
|