NYMEX Light Sweet Crude Oil Future April 2016
Trading Metrics calculated at close of trading on 16-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2015 |
16-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
39.48 |
40.00 |
0.52 |
1.3% |
43.51 |
High |
41.01 |
40.42 |
-0.59 |
-1.4% |
43.51 |
Low |
39.38 |
38.68 |
-0.70 |
-1.8% |
39.19 |
Close |
40.40 |
38.85 |
-1.55 |
-3.8% |
39.59 |
Range |
1.63 |
1.74 |
0.11 |
6.7% |
4.32 |
ATR |
1.55 |
1.57 |
0.01 |
0.9% |
0.00 |
Volume |
65,195 |
63,776 |
-1,419 |
-2.2% |
269,984 |
|
Daily Pivots for day following 16-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
44.54 |
43.43 |
39.81 |
|
R3 |
42.80 |
41.69 |
39.33 |
|
R2 |
41.06 |
41.06 |
39.17 |
|
R1 |
39.95 |
39.95 |
39.01 |
39.64 |
PP |
39.32 |
39.32 |
39.32 |
39.16 |
S1 |
38.21 |
38.21 |
38.69 |
37.90 |
S2 |
37.58 |
37.58 |
38.53 |
|
S3 |
35.84 |
36.47 |
38.37 |
|
S4 |
34.10 |
34.73 |
37.89 |
|
|
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 |
41.31 |
38.29 |
3.02 |
7.8% |
1.51 |
3.9% |
19% |
False |
False |
53,776 |
10 |
45.29 |
38.29 |
7.00 |
18.0% |
1.69 |
4.3% |
8% |
False |
False |
49,639 |
20 |
46.78 |
38.29 |
8.49 |
21.9% |
1.53 |
3.9% |
7% |
False |
False |
36,004 |
40 |
51.29 |
38.29 |
13.00 |
33.5% |
1.48 |
3.8% |
4% |
False |
False |
26,804 |
60 |
53.35 |
38.29 |
15.06 |
38.8% |
1.48 |
3.8% |
4% |
False |
False |
21,595 |
80 |
53.50 |
38.29 |
15.21 |
39.2% |
1.64 |
4.2% |
4% |
False |
False |
18,122 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
47.82 |
2.618 |
44.98 |
1.618 |
43.24 |
1.000 |
42.16 |
0.618 |
41.50 |
HIGH |
40.42 |
0.618 |
39.76 |
0.500 |
39.55 |
0.382 |
39.34 |
LOW |
38.68 |
0.618 |
37.60 |
1.000 |
36.94 |
1.618 |
35.86 |
2.618 |
34.12 |
4.250 |
31.29 |
|
|
Fisher Pivots for day following 16-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
39.55 |
39.65 |
PP |
39.32 |
39.38 |
S1 |
39.08 |
39.12 |
|