NYMEX Light Sweet Crude Oil Future April 2016
Trading Metrics calculated at close of trading on 18-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2015 |
18-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
39.14 |
38.17 |
-0.97 |
-2.5% |
39.40 |
High |
39.22 |
39.02 |
-0.20 |
-0.5% |
41.01 |
Low |
38.14 |
37.88 |
-0.26 |
-0.7% |
37.88 |
Close |
38.44 |
38.16 |
-0.28 |
-0.7% |
38.16 |
Range |
1.08 |
1.14 |
0.06 |
5.6% |
3.13 |
ATR |
1.53 |
1.50 |
-0.03 |
-1.8% |
0.00 |
Volume |
38,926 |
26,377 |
-12,549 |
-32.2% |
237,745 |
|
Daily Pivots for day following 18-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
41.77 |
41.11 |
38.79 |
|
R3 |
40.63 |
39.97 |
38.47 |
|
R2 |
39.49 |
39.49 |
38.37 |
|
R1 |
38.83 |
38.83 |
38.26 |
38.59 |
PP |
38.35 |
38.35 |
38.35 |
38.24 |
S1 |
37.69 |
37.69 |
38.06 |
37.45 |
S2 |
37.21 |
37.21 |
37.95 |
|
S3 |
36.07 |
36.55 |
37.85 |
|
S4 |
34.93 |
35.41 |
37.53 |
|
|
Weekly Pivots for week ending 18-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
48.41 |
46.41 |
39.88 |
|
R3 |
45.28 |
43.28 |
39.02 |
|
R2 |
42.15 |
42.15 |
38.73 |
|
R1 |
40.15 |
40.15 |
38.45 |
39.59 |
PP |
39.02 |
39.02 |
39.02 |
38.73 |
S1 |
37.02 |
37.02 |
37.87 |
36.46 |
S2 |
35.89 |
35.89 |
37.59 |
|
S3 |
32.76 |
33.89 |
37.30 |
|
S4 |
29.63 |
30.76 |
36.44 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
41.01 |
37.88 |
3.13 |
8.2% |
1.47 |
3.9% |
9% |
False |
True |
47,549 |
10 |
43.51 |
37.88 |
5.63 |
14.8% |
1.53 |
4.0% |
5% |
False |
True |
50,772 |
20 |
46.78 |
37.88 |
8.90 |
23.3% |
1.53 |
4.0% |
3% |
False |
True |
37,141 |
40 |
51.29 |
37.88 |
13.41 |
35.1% |
1.49 |
3.9% |
2% |
False |
True |
27,683 |
60 |
53.35 |
37.88 |
15.47 |
40.5% |
1.46 |
3.8% |
2% |
False |
True |
22,283 |
80 |
53.50 |
37.88 |
15.62 |
40.9% |
1.65 |
4.3% |
2% |
False |
True |
18,826 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
43.87 |
2.618 |
42.00 |
1.618 |
40.86 |
1.000 |
40.16 |
0.618 |
39.72 |
HIGH |
39.02 |
0.618 |
38.58 |
0.500 |
38.45 |
0.382 |
38.32 |
LOW |
37.88 |
0.618 |
37.18 |
1.000 |
36.74 |
1.618 |
36.04 |
2.618 |
34.90 |
4.250 |
33.04 |
|
|
Fisher Pivots for day following 18-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
38.45 |
39.15 |
PP |
38.35 |
38.82 |
S1 |
38.26 |
38.49 |
|