NYMEX Light Sweet Crude Oil Future April 2016
Trading Metrics calculated at close of trading on 15-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2015 |
15-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
39.40 |
39.48 |
0.08 |
0.2% |
43.51 |
High |
40.06 |
41.01 |
0.95 |
2.4% |
43.51 |
Low |
38.29 |
39.38 |
1.09 |
2.8% |
39.19 |
Close |
39.66 |
40.40 |
0.74 |
1.9% |
39.59 |
Range |
1.77 |
1.63 |
-0.14 |
-7.9% |
4.32 |
ATR |
1.55 |
1.55 |
0.01 |
0.4% |
0.00 |
Volume |
43,471 |
65,195 |
21,724 |
50.0% |
269,984 |
|
Daily Pivots for day following 15-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
45.15 |
44.41 |
41.30 |
|
R3 |
43.52 |
42.78 |
40.85 |
|
R2 |
41.89 |
41.89 |
40.70 |
|
R1 |
41.15 |
41.15 |
40.55 |
41.52 |
PP |
40.26 |
40.26 |
40.26 |
40.45 |
S1 |
39.52 |
39.52 |
40.25 |
39.89 |
S2 |
38.63 |
38.63 |
40.10 |
|
S3 |
37.00 |
37.89 |
39.95 |
|
S4 |
35.37 |
36.26 |
39.50 |
|
|
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 |
9.9% |
1.53 |
3.8% |
53% |
False |
False |
52,143 |
10 |
45.29 |
38.29 |
7.00 |
17.3% |
1.70 |
4.2% |
30% |
False |
False |
46,351 |
20 |
46.78 |
38.29 |
8.49 |
21.0% |
1.51 |
3.7% |
25% |
False |
False |
33,757 |
40 |
51.29 |
38.29 |
13.00 |
32.2% |
1.45 |
3.6% |
16% |
False |
False |
25,666 |
60 |
53.35 |
38.29 |
15.06 |
37.3% |
1.47 |
3.6% |
14% |
False |
False |
20,654 |
80 |
53.50 |
38.29 |
15.21 |
37.6% |
1.64 |
4.1% |
14% |
False |
False |
17,451 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
47.94 |
2.618 |
45.28 |
1.618 |
43.65 |
1.000 |
42.64 |
0.618 |
42.02 |
HIGH |
41.01 |
0.618 |
40.39 |
0.500 |
40.20 |
0.382 |
40.00 |
LOW |
39.38 |
0.618 |
38.37 |
1.000 |
37.75 |
1.618 |
36.74 |
2.618 |
35.11 |
4.250 |
32.45 |
|
|
Fisher Pivots for day following 15-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
40.33 |
40.15 |
PP |
40.26 |
39.90 |
S1 |
40.20 |
39.65 |
|