NYMEX Light Sweet Crude Oil Future April 2016
Trading Metrics calculated at close of trading on 14-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2015 |
14-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
40.65 |
39.40 |
-1.25 |
-3.1% |
43.51 |
High |
40.74 |
40.06 |
-0.68 |
-1.7% |
43.51 |
Low |
39.19 |
38.29 |
-0.90 |
-2.3% |
39.19 |
Close |
39.59 |
39.66 |
0.07 |
0.2% |
39.59 |
Range |
1.55 |
1.77 |
0.22 |
14.2% |
4.32 |
ATR |
1.53 |
1.55 |
0.02 |
1.1% |
0.00 |
Volume |
52,411 |
43,471 |
-8,940 |
-17.1% |
269,984 |
|
Daily Pivots for day following 14-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
44.65 |
43.92 |
40.63 |
|
R3 |
42.88 |
42.15 |
40.15 |
|
R2 |
41.11 |
41.11 |
39.98 |
|
R1 |
40.38 |
40.38 |
39.82 |
40.75 |
PP |
39.34 |
39.34 |
39.34 |
39.52 |
S1 |
38.61 |
38.61 |
39.50 |
38.98 |
S2 |
37.57 |
37.57 |
39.34 |
|
S3 |
35.80 |
36.84 |
39.17 |
|
S4 |
34.03 |
35.07 |
38.69 |
|
|
Weekly Pivots for week ending 11-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
53.72 |
50.98 |
41.97 |
|
R3 |
49.40 |
46.66 |
40.78 |
|
R2 |
45.08 |
45.08 |
40.38 |
|
R1 |
42.34 |
42.34 |
39.99 |
41.55 |
PP |
40.76 |
40.76 |
40.76 |
40.37 |
S1 |
38.02 |
38.02 |
39.19 |
37.23 |
S2 |
36.44 |
36.44 |
38.80 |
|
S3 |
32.12 |
33.70 |
38.40 |
|
S4 |
27.80 |
29.38 |
37.21 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
42.28 |
38.29 |
3.99 |
10.1% |
1.51 |
3.8% |
34% |
False |
True |
52,378 |
10 |
45.29 |
38.29 |
7.00 |
17.7% |
1.63 |
4.1% |
20% |
False |
True |
41,951 |
20 |
46.78 |
38.29 |
8.49 |
21.4% |
1.52 |
3.8% |
16% |
False |
True |
31,703 |
40 |
51.29 |
38.29 |
13.00 |
32.8% |
1.45 |
3.7% |
11% |
False |
True |
24,357 |
60 |
53.35 |
38.29 |
15.06 |
38.0% |
1.47 |
3.7% |
9% |
False |
True |
19,642 |
80 |
53.50 |
38.29 |
15.21 |
38.4% |
1.64 |
4.1% |
9% |
False |
True |
16,714 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
47.58 |
2.618 |
44.69 |
1.618 |
42.92 |
1.000 |
41.83 |
0.618 |
41.15 |
HIGH |
40.06 |
0.618 |
39.38 |
0.500 |
39.18 |
0.382 |
38.97 |
LOW |
38.29 |
0.618 |
37.20 |
1.000 |
36.52 |
1.618 |
35.43 |
2.618 |
33.66 |
4.250 |
30.77 |
|
|
Fisher Pivots for day following 14-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
39.50 |
39.80 |
PP |
39.34 |
39.75 |
S1 |
39.18 |
39.71 |
|