NYMEX Light Sweet Crude Oil Future April 2016
Trading Metrics calculated at close of trading on 21-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2015 |
21-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
38.17 |
38.02 |
-0.15 |
-0.4% |
39.40 |
High |
39.02 |
38.17 |
-0.85 |
-2.2% |
41.01 |
Low |
37.88 |
37.39 |
-0.49 |
-1.3% |
37.88 |
Close |
38.16 |
37.73 |
-0.43 |
-1.1% |
38.16 |
Range |
1.14 |
0.78 |
-0.36 |
-31.6% |
3.13 |
ATR |
1.50 |
1.45 |
-0.05 |
-3.4% |
0.00 |
Volume |
26,377 |
33,482 |
7,105 |
26.9% |
237,745 |
|
Daily Pivots for day following 21-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
40.10 |
39.70 |
38.16 |
|
R3 |
39.32 |
38.92 |
37.94 |
|
R2 |
38.54 |
38.54 |
37.87 |
|
R1 |
38.14 |
38.14 |
37.80 |
37.95 |
PP |
37.76 |
37.76 |
37.76 |
37.67 |
S1 |
37.36 |
37.36 |
37.66 |
37.17 |
S2 |
36.98 |
36.98 |
37.59 |
|
S3 |
36.20 |
36.58 |
37.52 |
|
S4 |
35.42 |
35.80 |
37.30 |
|
|
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 |
37.39 |
3.62 |
9.6% |
1.27 |
3.4% |
9% |
False |
True |
45,551 |
10 |
42.28 |
37.39 |
4.89 |
13.0% |
1.39 |
3.7% |
7% |
False |
True |
48,965 |
20 |
46.78 |
37.39 |
9.39 |
24.9% |
1.51 |
4.0% |
4% |
False |
True |
37,529 |
40 |
51.29 |
37.39 |
13.90 |
36.8% |
1.47 |
3.9% |
2% |
False |
True |
28,082 |
60 |
53.35 |
37.39 |
15.96 |
42.3% |
1.46 |
3.9% |
2% |
False |
True |
22,622 |
80 |
53.50 |
37.39 |
16.11 |
42.7% |
1.61 |
4.3% |
2% |
False |
True |
19,140 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
41.49 |
2.618 |
40.21 |
1.618 |
39.43 |
1.000 |
38.95 |
0.618 |
38.65 |
HIGH |
38.17 |
0.618 |
37.87 |
0.500 |
37.78 |
0.382 |
37.69 |
LOW |
37.39 |
0.618 |
36.91 |
1.000 |
36.61 |
1.618 |
36.13 |
2.618 |
35.35 |
4.250 |
34.08 |
|
|
Fisher Pivots for day following 21-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
37.78 |
38.31 |
PP |
37.76 |
38.11 |
S1 |
37.75 |
37.92 |
|