NYMEX Light Sweet Crude Oil Future April 2016
Trading Metrics calculated at close of trading on 23-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2015 |
23-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
37.67 |
38.10 |
0.43 |
1.1% |
39.40 |
High |
38.25 |
39.57 |
1.32 |
3.5% |
41.01 |
Low |
37.55 |
37.97 |
0.42 |
1.1% |
37.88 |
Close |
37.83 |
39.15 |
1.32 |
3.5% |
38.16 |
Range |
0.70 |
1.60 |
0.90 |
128.6% |
3.13 |
ATR |
1.40 |
1.42 |
0.02 |
1.7% |
0.00 |
Volume |
46,171 |
43,286 |
-2,885 |
-6.2% |
237,745 |
|
Daily Pivots for day following 23-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
43.70 |
43.02 |
40.03 |
|
R3 |
42.10 |
41.42 |
39.59 |
|
R2 |
40.50 |
40.50 |
39.44 |
|
R1 |
39.82 |
39.82 |
39.30 |
40.16 |
PP |
38.90 |
38.90 |
38.90 |
39.07 |
S1 |
38.22 |
38.22 |
39.00 |
38.56 |
S2 |
37.30 |
37.30 |
38.86 |
|
S3 |
35.70 |
36.62 |
38.71 |
|
S4 |
34.10 |
35.02 |
38.27 |
|
|
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 |
39.57 |
37.39 |
2.18 |
5.6% |
1.06 |
2.7% |
81% |
True |
False |
37,648 |
10 |
41.31 |
37.39 |
3.92 |
10.0% |
1.28 |
3.3% |
45% |
False |
False |
45,712 |
20 |
46.66 |
37.39 |
9.27 |
23.7% |
1.44 |
3.7% |
19% |
False |
False |
39,288 |
40 |
51.29 |
37.39 |
13.90 |
35.5% |
1.47 |
3.8% |
13% |
False |
False |
29,636 |
60 |
53.35 |
37.39 |
15.96 |
40.8% |
1.46 |
3.7% |
11% |
False |
False |
23,855 |
80 |
53.35 |
37.39 |
15.96 |
40.8% |
1.53 |
3.9% |
11% |
False |
False |
19,931 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
46.37 |
2.618 |
43.76 |
1.618 |
42.16 |
1.000 |
41.17 |
0.618 |
40.56 |
HIGH |
39.57 |
0.618 |
38.96 |
0.500 |
38.77 |
0.382 |
38.58 |
LOW |
37.97 |
0.618 |
36.98 |
1.000 |
36.37 |
1.618 |
35.38 |
2.618 |
33.78 |
4.250 |
31.17 |
|
|
Fisher Pivots for day following 23-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
39.02 |
38.93 |
PP |
38.90 |
38.70 |
S1 |
38.77 |
38.48 |
|