NYMEX Light Sweet Crude Oil Future April 2016
Trading Metrics calculated at close of trading on 22-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2015 |
22-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
38.02 |
37.67 |
-0.35 |
-0.9% |
39.40 |
High |
38.17 |
38.25 |
0.08 |
0.2% |
41.01 |
Low |
37.39 |
37.55 |
0.16 |
0.4% |
37.88 |
Close |
37.73 |
37.83 |
0.10 |
0.3% |
38.16 |
Range |
0.78 |
0.70 |
-0.08 |
-10.3% |
3.13 |
ATR |
1.45 |
1.40 |
-0.05 |
-3.7% |
0.00 |
Volume |
33,482 |
46,171 |
12,689 |
37.9% |
237,745 |
|
Daily Pivots for day following 22-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
39.98 |
39.60 |
38.22 |
|
R3 |
39.28 |
38.90 |
38.02 |
|
R2 |
38.58 |
38.58 |
37.96 |
|
R1 |
38.20 |
38.20 |
37.89 |
38.39 |
PP |
37.88 |
37.88 |
37.88 |
37.97 |
S1 |
37.50 |
37.50 |
37.77 |
37.69 |
S2 |
37.18 |
37.18 |
37.70 |
|
S3 |
36.48 |
36.80 |
37.64 |
|
S4 |
35.78 |
36.10 |
37.45 |
|
|
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 |
40.42 |
37.39 |
3.03 |
8.0% |
1.09 |
2.9% |
15% |
False |
False |
41,746 |
10 |
42.28 |
37.39 |
4.89 |
12.9% |
1.31 |
3.5% |
9% |
False |
False |
46,944 |
20 |
46.78 |
37.39 |
9.39 |
24.8% |
1.44 |
3.8% |
5% |
False |
False |
38,245 |
40 |
51.29 |
37.39 |
13.90 |
36.7% |
1.46 |
3.9% |
3% |
False |
False |
28,864 |
60 |
53.35 |
37.39 |
15.96 |
42.2% |
1.45 |
3.8% |
3% |
False |
False |
23,230 |
80 |
53.50 |
37.39 |
16.11 |
42.6% |
1.57 |
4.2% |
3% |
False |
False |
19,571 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
41.23 |
2.618 |
40.08 |
1.618 |
39.38 |
1.000 |
38.95 |
0.618 |
38.68 |
HIGH |
38.25 |
0.618 |
37.98 |
0.500 |
37.90 |
0.382 |
37.82 |
LOW |
37.55 |
0.618 |
37.12 |
1.000 |
36.85 |
1.618 |
36.42 |
2.618 |
35.72 |
4.250 |
34.58 |
|
|
Fisher Pivots for day following 22-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
37.90 |
38.21 |
PP |
37.88 |
38.08 |
S1 |
37.85 |
37.96 |
|